CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9350 |
0.9385 |
0.0035 |
0.4% |
0.9329 |
High |
0.9386 |
0.9477 |
0.0092 |
1.0% |
0.9477 |
Low |
0.9344 |
0.9374 |
0.0030 |
0.3% |
0.9316 |
Close |
0.9386 |
0.9451 |
0.0065 |
0.7% |
0.9451 |
Range |
0.0042 |
0.0103 |
0.0062 |
148.2% |
0.0161 |
ATR |
0.0047 |
0.0051 |
0.0004 |
8.5% |
0.0000 |
Volume |
18 |
236 |
218 |
1,211.1% |
312 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9743 |
0.9700 |
0.9507 |
|
R3 |
0.9640 |
0.9597 |
0.9479 |
|
R2 |
0.9537 |
0.9537 |
0.9469 |
|
R1 |
0.9494 |
0.9494 |
0.9460 |
0.9515 |
PP |
0.9434 |
0.9434 |
0.9434 |
0.9445 |
S1 |
0.9391 |
0.9391 |
0.9441 |
0.9412 |
S2 |
0.9331 |
0.9331 |
0.9432 |
|
S3 |
0.9228 |
0.9288 |
0.9422 |
|
S4 |
0.9125 |
0.9185 |
0.9394 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9898 |
0.9835 |
0.9539 |
|
R3 |
0.9737 |
0.9674 |
0.9495 |
|
R2 |
0.9576 |
0.9576 |
0.9480 |
|
R1 |
0.9513 |
0.9513 |
0.9465 |
0.9544 |
PP |
0.9415 |
0.9415 |
0.9415 |
0.9430 |
S1 |
0.9352 |
0.9352 |
0.9436 |
0.9383 |
S2 |
0.9254 |
0.9254 |
0.9421 |
|
S3 |
0.9093 |
0.9191 |
0.9406 |
|
S4 |
0.8932 |
0.9030 |
0.9362 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9477 |
0.9316 |
0.0161 |
1.7% |
0.0059 |
0.6% |
84% |
True |
False |
62 |
10 |
0.9477 |
0.9316 |
0.0161 |
1.7% |
0.0050 |
0.5% |
84% |
True |
False |
36 |
20 |
0.9477 |
0.9267 |
0.0210 |
2.2% |
0.0048 |
0.5% |
87% |
True |
False |
42 |
40 |
0.9477 |
0.9135 |
0.0342 |
3.6% |
0.0052 |
0.5% |
92% |
True |
False |
58 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.6% |
0.0046 |
0.5% |
92% |
True |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9915 |
2.618 |
0.9747 |
1.618 |
0.9644 |
1.000 |
0.9580 |
0.618 |
0.9541 |
HIGH |
0.9477 |
0.618 |
0.9438 |
0.500 |
0.9426 |
0.382 |
0.9413 |
LOW |
0.9374 |
0.618 |
0.9310 |
1.000 |
0.9271 |
1.618 |
0.9207 |
2.618 |
0.9104 |
4.250 |
0.8936 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9442 |
0.9436 |
PP |
0.9434 |
0.9422 |
S1 |
0.9426 |
0.9408 |
|