CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9538 |
0.9533 |
-0.0005 |
-0.1% |
0.9329 |
High |
0.9561 |
0.9568 |
0.0008 |
0.1% |
0.9477 |
Low |
0.9520 |
0.9514 |
-0.0007 |
-0.1% |
0.9316 |
Close |
0.9537 |
0.9554 |
0.0017 |
0.2% |
0.9451 |
Range |
0.0041 |
0.0055 |
0.0014 |
34.6% |
0.0161 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
Volume |
45 |
26 |
-19 |
-42.2% |
312 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9709 |
0.9686 |
0.9583 |
|
R3 |
0.9654 |
0.9631 |
0.9568 |
|
R2 |
0.9600 |
0.9600 |
0.9563 |
|
R1 |
0.9577 |
0.9577 |
0.9558 |
0.9588 |
PP |
0.9545 |
0.9545 |
0.9545 |
0.9551 |
S1 |
0.9522 |
0.9522 |
0.9549 |
0.9534 |
S2 |
0.9491 |
0.9491 |
0.9544 |
|
S3 |
0.9436 |
0.9468 |
0.9539 |
|
S4 |
0.9382 |
0.9413 |
0.9524 |
|
|
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 |
0.9568 |
0.9374 |
0.0194 |
2.0% |
0.0068 |
0.7% |
93% |
True |
False |
116 |
10 |
0.9568 |
0.9316 |
0.0252 |
2.6% |
0.0057 |
0.6% |
94% |
True |
False |
68 |
20 |
0.9568 |
0.9296 |
0.0272 |
2.8% |
0.0049 |
0.5% |
95% |
True |
False |
42 |
40 |
0.9568 |
0.9135 |
0.0433 |
4.5% |
0.0051 |
0.5% |
97% |
True |
False |
66 |
60 |
0.9568 |
0.9135 |
0.0433 |
4.5% |
0.0047 |
0.5% |
97% |
True |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9800 |
2.618 |
0.9711 |
1.618 |
0.9656 |
1.000 |
0.9623 |
0.618 |
0.9602 |
HIGH |
0.9568 |
0.618 |
0.9547 |
0.500 |
0.9541 |
0.382 |
0.9534 |
LOW |
0.9514 |
0.618 |
0.9480 |
1.000 |
0.9459 |
1.618 |
0.9425 |
2.618 |
0.9371 |
4.250 |
0.9282 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9549 |
0.9544 |
PP |
0.9545 |
0.9534 |
S1 |
0.9541 |
0.9524 |
|