CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 23-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9374 |
0.9350 |
-0.0024 |
-0.3% |
0.9359 |
High |
0.9388 |
0.9386 |
-0.0003 |
0.0% |
0.9392 |
Low |
0.9339 |
0.9344 |
0.0005 |
0.1% |
0.9329 |
Close |
0.9342 |
0.9386 |
0.0044 |
0.5% |
0.9368 |
Range |
0.0049 |
0.0042 |
-0.0008 |
-15.3% |
0.0063 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.5% |
0.0000 |
Volume |
22 |
18 |
-4 |
-18.2% |
53 |
|
Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9496 |
0.9482 |
0.9408 |
|
R3 |
0.9455 |
0.9441 |
0.9397 |
|
R2 |
0.9413 |
0.9413 |
0.9393 |
|
R1 |
0.9399 |
0.9399 |
0.9389 |
0.9406 |
PP |
0.9372 |
0.9372 |
0.9372 |
0.9375 |
S1 |
0.9358 |
0.9358 |
0.9382 |
0.9365 |
S2 |
0.9330 |
0.9330 |
0.9378 |
|
S3 |
0.9289 |
0.9316 |
0.9374 |
|
S4 |
0.9247 |
0.9275 |
0.9363 |
|
|
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 |
0.9390 |
0.9316 |
0.0074 |
0.8% |
0.0045 |
0.5% |
94% |
False |
False |
20 |
10 |
0.9395 |
0.9316 |
0.0079 |
0.8% |
0.0045 |
0.5% |
88% |
False |
False |
13 |
20 |
0.9395 |
0.9267 |
0.0128 |
1.4% |
0.0045 |
0.5% |
93% |
False |
False |
31 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0049 |
0.5% |
79% |
False |
False |
52 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.6% |
0.0045 |
0.5% |
73% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9562 |
2.618 |
0.9494 |
1.618 |
0.9453 |
1.000 |
0.9427 |
0.618 |
0.9411 |
HIGH |
0.9386 |
0.618 |
0.9370 |
0.500 |
0.9365 |
0.382 |
0.9360 |
LOW |
0.9344 |
0.618 |
0.9318 |
1.000 |
0.9303 |
1.618 |
0.9277 |
2.618 |
0.9235 |
4.250 |
0.9168 |
|
|
Fisher Pivots for day following 23-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9379 |
0.9377 |
PP |
0.9372 |
0.9369 |
S1 |
0.9365 |
0.9361 |
|