CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9510 |
0.9538 |
0.0028 |
0.3% |
0.9329 |
High |
0.9545 |
0.9561 |
0.0016 |
0.2% |
0.9477 |
Low |
0.9480 |
0.9520 |
0.0041 |
0.4% |
0.9316 |
Close |
0.9533 |
0.9537 |
0.0004 |
0.0% |
0.9451 |
Range |
0.0065 |
0.0041 |
-0.0025 |
-37.7% |
0.0161 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
155 |
45 |
-110 |
-71.0% |
312 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9661 |
0.9639 |
0.9559 |
|
R3 |
0.9620 |
0.9599 |
0.9548 |
|
R2 |
0.9580 |
0.9580 |
0.9544 |
|
R1 |
0.9558 |
0.9558 |
0.9540 |
0.9549 |
PP |
0.9539 |
0.9539 |
0.9539 |
0.9534 |
S1 |
0.9518 |
0.9518 |
0.9533 |
0.9508 |
S2 |
0.9499 |
0.9499 |
0.9529 |
|
S3 |
0.9458 |
0.9477 |
0.9525 |
|
S4 |
0.9418 |
0.9437 |
0.9514 |
|
|
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 |
0.9561 |
0.9344 |
0.0217 |
2.3% |
0.0066 |
0.7% |
89% |
True |
False |
115 |
10 |
0.9561 |
0.9316 |
0.0245 |
2.6% |
0.0056 |
0.6% |
90% |
True |
False |
66 |
20 |
0.9561 |
0.9267 |
0.0294 |
3.1% |
0.0050 |
0.5% |
92% |
True |
False |
44 |
40 |
0.9561 |
0.9135 |
0.0426 |
4.5% |
0.0051 |
0.5% |
94% |
True |
False |
66 |
60 |
0.9561 |
0.9135 |
0.0426 |
4.5% |
0.0047 |
0.5% |
94% |
True |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9733 |
2.618 |
0.9667 |
1.618 |
0.9626 |
1.000 |
0.9601 |
0.618 |
0.9586 |
HIGH |
0.9561 |
0.618 |
0.9545 |
0.500 |
0.9540 |
0.382 |
0.9535 |
LOW |
0.9520 |
0.618 |
0.9495 |
1.000 |
0.9480 |
1.618 |
0.9454 |
2.618 |
0.9414 |
4.250 |
0.9348 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9540 |
0.9526 |
PP |
0.9539 |
0.9515 |
S1 |
0.9538 |
0.9504 |
|