CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9533 |
0.9578 |
0.0045 |
0.5% |
0.9449 |
High |
0.9568 |
0.9613 |
0.0045 |
0.5% |
0.9613 |
Low |
0.9514 |
0.9445 |
-0.0069 |
-0.7% |
0.9445 |
Close |
0.9554 |
0.9470 |
-0.0084 |
-0.9% |
0.9470 |
Range |
0.0055 |
0.0169 |
0.0114 |
209.2% |
0.0169 |
ATR |
0.0053 |
0.0061 |
0.0008 |
15.5% |
0.0000 |
Volume |
26 |
289 |
263 |
1,011.5% |
636 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0015 |
0.9911 |
0.9563 |
|
R3 |
0.9846 |
0.9742 |
0.9516 |
|
R2 |
0.9678 |
0.9678 |
0.9501 |
|
R1 |
0.9574 |
0.9574 |
0.9485 |
0.9542 |
PP |
0.9509 |
0.9509 |
0.9509 |
0.9493 |
S1 |
0.9405 |
0.9405 |
0.9455 |
0.9373 |
S2 |
0.9341 |
0.9341 |
0.9439 |
|
S3 |
0.9172 |
0.9237 |
0.9424 |
|
S4 |
0.9004 |
0.9068 |
0.9377 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0015 |
0.9911 |
0.9563 |
|
R3 |
0.9846 |
0.9742 |
0.9516 |
|
R2 |
0.9678 |
0.9678 |
0.9501 |
|
R1 |
0.9574 |
0.9574 |
0.9485 |
0.9626 |
PP |
0.9509 |
0.9509 |
0.9509 |
0.9535 |
S1 |
0.9405 |
0.9405 |
0.9455 |
0.9457 |
S2 |
0.9341 |
0.9341 |
0.9439 |
|
S3 |
0.9172 |
0.9237 |
0.9424 |
|
S4 |
0.9004 |
0.9068 |
0.9377 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9613 |
0.9445 |
0.0169 |
1.8% |
0.0081 |
0.9% |
15% |
True |
True |
127 |
10 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0070 |
0.7% |
52% |
True |
False |
94 |
20 |
0.9613 |
0.9296 |
0.0317 |
3.3% |
0.0056 |
0.6% |
55% |
True |
False |
55 |
40 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0055 |
0.6% |
70% |
True |
False |
73 |
60 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0049 |
0.5% |
70% |
True |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0329 |
2.618 |
1.0054 |
1.618 |
0.9886 |
1.000 |
0.9782 |
0.618 |
0.9717 |
HIGH |
0.9613 |
0.618 |
0.9549 |
0.500 |
0.9529 |
0.382 |
0.9509 |
LOW |
0.9445 |
0.618 |
0.9340 |
1.000 |
0.9276 |
1.618 |
0.9172 |
2.618 |
0.9003 |
4.250 |
0.8728 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9529 |
0.9529 |
PP |
0.9509 |
0.9509 |
S1 |
0.9490 |
0.9490 |
|