CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9334 |
0.9329 |
-0.0005 |
0.0% |
0.9359 |
High |
0.9368 |
0.9357 |
-0.0010 |
-0.1% |
0.9392 |
Low |
0.9333 |
0.9316 |
-0.0017 |
-0.2% |
0.9329 |
Close |
0.9368 |
0.9337 |
-0.0031 |
-0.3% |
0.9368 |
Range |
0.0035 |
0.0041 |
0.0006 |
18.6% |
0.0063 |
ATR |
0.0046 |
0.0046 |
0.0000 |
0.9% |
0.0000 |
Volume |
24 |
14 |
-10 |
-41.7% |
53 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9461 |
0.9441 |
0.9360 |
|
R3 |
0.9420 |
0.9399 |
0.9348 |
|
R2 |
0.9378 |
0.9378 |
0.9345 |
|
R1 |
0.9358 |
0.9358 |
0.9341 |
0.9368 |
PP |
0.9337 |
0.9337 |
0.9337 |
0.9342 |
S1 |
0.9316 |
0.9316 |
0.9333 |
0.9327 |
S2 |
0.9295 |
0.9295 |
0.9329 |
|
S3 |
0.9254 |
0.9275 |
0.9326 |
|
S4 |
0.9212 |
0.9233 |
0.9314 |
|
|
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 |
0.9316 |
0.0076 |
0.8% |
0.0041 |
0.4% |
28% |
False |
True |
12 |
10 |
0.9395 |
0.9296 |
0.0099 |
1.1% |
0.0042 |
0.4% |
41% |
False |
False |
13 |
20 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0047 |
0.5% |
38% |
False |
False |
42 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0048 |
0.5% |
64% |
False |
False |
51 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.7% |
0.0045 |
0.5% |
59% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9534 |
2.618 |
0.9466 |
1.618 |
0.9425 |
1.000 |
0.9399 |
0.618 |
0.9383 |
HIGH |
0.9357 |
0.618 |
0.9342 |
0.500 |
0.9337 |
0.382 |
0.9332 |
LOW |
0.9316 |
0.618 |
0.9290 |
1.000 |
0.9275 |
1.618 |
0.9249 |
2.618 |
0.9207 |
4.250 |
0.9140 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9337 |
0.9347 |
PP |
0.9337 |
0.9344 |
S1 |
0.9337 |
0.9340 |
|