CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9578 |
0.9464 |
-0.0114 |
-1.2% |
0.9449 |
| High |
0.9613 |
0.9486 |
-0.0128 |
-1.3% |
0.9613 |
| Low |
0.9445 |
0.9408 |
-0.0037 |
-0.4% |
0.9445 |
| Close |
0.9470 |
0.9450 |
-0.0020 |
-0.2% |
0.9470 |
| Range |
0.0169 |
0.0078 |
-0.0091 |
-54.0% |
0.0169 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.9% |
0.0000 |
| Volume |
289 |
119 |
-170 |
-58.8% |
636 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9643 |
0.9493 |
|
| R3 |
0.9603 |
0.9565 |
0.9471 |
|
| R2 |
0.9525 |
0.9525 |
0.9464 |
|
| R1 |
0.9488 |
0.9488 |
0.9457 |
0.9468 |
| PP |
0.9448 |
0.9448 |
0.9448 |
0.9438 |
| S1 |
0.9410 |
0.9410 |
0.9443 |
0.9390 |
| S2 |
0.9370 |
0.9370 |
0.9436 |
|
| S3 |
0.9293 |
0.9333 |
0.9429 |
|
| S4 |
0.9215 |
0.9255 |
0.9407 |
|
|
| 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 |
0.9408 |
0.0205 |
2.2% |
0.0081 |
0.9% |
20% |
False |
True |
126 |
| 10 |
0.9613 |
0.9332 |
0.0282 |
3.0% |
0.0074 |
0.8% |
42% |
False |
False |
105 |
| 20 |
0.9613 |
0.9296 |
0.0317 |
3.3% |
0.0058 |
0.6% |
48% |
False |
False |
59 |
| 40 |
0.9613 |
0.9150 |
0.0463 |
4.9% |
0.0055 |
0.6% |
65% |
False |
False |
76 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0050 |
0.5% |
66% |
False |
False |
52 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0049 |
0.5% |
66% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9815 |
|
2.618 |
0.9688 |
|
1.618 |
0.9611 |
|
1.000 |
0.9563 |
|
0.618 |
0.9533 |
|
HIGH |
0.9486 |
|
0.618 |
0.9456 |
|
0.500 |
0.9447 |
|
0.382 |
0.9438 |
|
LOW |
0.9408 |
|
0.618 |
0.9360 |
|
1.000 |
0.9331 |
|
1.618 |
0.9283 |
|
2.618 |
0.9205 |
|
4.250 |
0.9079 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9449 |
0.9511 |
| PP |
0.9448 |
0.9490 |
| S1 |
0.9447 |
0.9470 |
|