CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9329 |
0.9337 |
0.0008 |
0.1% |
0.9359 |
High |
0.9357 |
0.9390 |
0.0033 |
0.3% |
0.9392 |
Low |
0.9316 |
0.9332 |
0.0016 |
0.2% |
0.9329 |
Close |
0.9337 |
0.9383 |
0.0046 |
0.5% |
0.9368 |
Range |
0.0041 |
0.0059 |
0.0017 |
41.0% |
0.0063 |
ATR |
0.0046 |
0.0047 |
0.0001 |
1.9% |
0.0000 |
Volume |
14 |
22 |
8 |
57.1% |
53 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9544 |
0.9522 |
0.9415 |
|
R3 |
0.9485 |
0.9463 |
0.9399 |
|
R2 |
0.9427 |
0.9427 |
0.9394 |
|
R1 |
0.9405 |
0.9405 |
0.9388 |
0.9416 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9374 |
S1 |
0.9346 |
0.9346 |
0.9378 |
0.9357 |
S2 |
0.9310 |
0.9310 |
0.9372 |
|
S3 |
0.9251 |
0.9288 |
0.9367 |
|
S4 |
0.9193 |
0.9229 |
0.9351 |
|
|
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% |
0.0047 |
0.5% |
88% |
False |
False |
16 |
10 |
0.9395 |
0.9305 |
0.0090 |
1.0% |
0.0043 |
0.5% |
87% |
False |
False |
13 |
20 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0048 |
0.5% |
63% |
False |
False |
41 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0049 |
0.5% |
78% |
False |
False |
51 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.6% |
0.0045 |
0.5% |
73% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9639 |
2.618 |
0.9543 |
1.618 |
0.9485 |
1.000 |
0.9449 |
0.618 |
0.9426 |
HIGH |
0.9390 |
0.618 |
0.9368 |
0.500 |
0.9361 |
0.382 |
0.9354 |
LOW |
0.9332 |
0.618 |
0.9295 |
1.000 |
0.9273 |
1.618 |
0.9237 |
2.618 |
0.9178 |
4.250 |
0.9083 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9376 |
0.9373 |
PP |
0.9368 |
0.9363 |
S1 |
0.9361 |
0.9353 |
|