CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9372 |
0.9334 |
-0.0038 |
-0.4% |
0.9359 |
High |
0.9378 |
0.9368 |
-0.0011 |
-0.1% |
0.9392 |
Low |
0.9330 |
0.9333 |
0.0003 |
0.0% |
0.9329 |
Close |
0.9331 |
0.9368 |
0.0037 |
0.4% |
0.9368 |
Range |
0.0048 |
0.0035 |
-0.0013 |
-27.1% |
0.0063 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
6 |
24 |
18 |
300.0% |
53 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9461 |
0.9449 |
0.9387 |
|
R3 |
0.9426 |
0.9414 |
0.9377 |
|
R2 |
0.9391 |
0.9391 |
0.9374 |
|
R1 |
0.9379 |
0.9379 |
0.9371 |
0.9385 |
PP |
0.9356 |
0.9356 |
0.9356 |
0.9359 |
S1 |
0.9344 |
0.9344 |
0.9364 |
0.9350 |
S2 |
0.9321 |
0.9321 |
0.9361 |
|
S3 |
0.9286 |
0.9309 |
0.9358 |
|
S4 |
0.9251 |
0.9274 |
0.9348 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9552 |
0.9523 |
0.9402 |
|
R3 |
0.9489 |
0.9460 |
0.9385 |
|
R2 |
0.9426 |
0.9426 |
0.9379 |
|
R1 |
0.9397 |
0.9397 |
0.9373 |
0.9411 |
PP |
0.9363 |
0.9363 |
0.9363 |
0.9370 |
S1 |
0.9334 |
0.9334 |
0.9362 |
0.9348 |
S2 |
0.9300 |
0.9300 |
0.9356 |
|
S3 |
0.9237 |
0.9271 |
0.9350 |
|
S4 |
0.9174 |
0.9208 |
0.9333 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9392 |
0.9329 |
0.0063 |
0.7% |
0.0041 |
0.4% |
61% |
False |
False |
10 |
10 |
0.9395 |
0.9296 |
0.0099 |
1.1% |
0.0042 |
0.4% |
72% |
False |
False |
15 |
20 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0046 |
0.5% |
54% |
False |
False |
44 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0048 |
0.5% |
73% |
False |
False |
51 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.7% |
0.0045 |
0.5% |
68% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9516 |
2.618 |
0.9459 |
1.618 |
0.9424 |
1.000 |
0.9403 |
0.618 |
0.9389 |
HIGH |
0.9368 |
0.618 |
0.9354 |
0.500 |
0.9350 |
0.382 |
0.9346 |
LOW |
0.9333 |
0.618 |
0.9311 |
1.000 |
0.9298 |
1.618 |
0.9276 |
2.618 |
0.9241 |
4.250 |
0.9184 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9362 |
0.9365 |
PP |
0.9356 |
0.9363 |
S1 |
0.9350 |
0.9361 |
|