CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9464 |
0.9456 |
-0.0008 |
-0.1% |
0.9449 |
| High |
0.9486 |
0.9480 |
-0.0006 |
-0.1% |
0.9613 |
| Low |
0.9408 |
0.9432 |
0.0024 |
0.2% |
0.9445 |
| Close |
0.9450 |
0.9468 |
0.0018 |
0.2% |
0.9470 |
| Range |
0.0078 |
0.0048 |
-0.0030 |
-38.1% |
0.0169 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
119 |
106 |
-13 |
-10.9% |
636 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9604 |
0.9584 |
0.9494 |
|
| R3 |
0.9556 |
0.9536 |
0.9481 |
|
| R2 |
0.9508 |
0.9508 |
0.9477 |
|
| R1 |
0.9488 |
0.9488 |
0.9472 |
0.9498 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9465 |
| S1 |
0.9440 |
0.9440 |
0.9464 |
0.9450 |
| S2 |
0.9412 |
0.9412 |
0.9459 |
|
| S3 |
0.9364 |
0.9392 |
0.9455 |
|
| S4 |
0.9316 |
0.9344 |
0.9442 |
|
|
| 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% |
0.0078 |
0.8% |
29% |
False |
False |
117 |
| 10 |
0.9613 |
0.9339 |
0.0274 |
2.9% |
0.0073 |
0.8% |
47% |
False |
False |
113 |
| 20 |
0.9613 |
0.9305 |
0.0308 |
3.3% |
0.0058 |
0.6% |
53% |
False |
False |
63 |
| 40 |
0.9613 |
0.9248 |
0.0365 |
3.9% |
0.0053 |
0.6% |
60% |
False |
False |
75 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0050 |
0.5% |
70% |
False |
False |
53 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0049 |
0.5% |
70% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9684 |
|
2.618 |
0.9605 |
|
1.618 |
0.9557 |
|
1.000 |
0.9528 |
|
0.618 |
0.9509 |
|
HIGH |
0.9480 |
|
0.618 |
0.9461 |
|
0.500 |
0.9456 |
|
0.382 |
0.9450 |
|
LOW |
0.9432 |
|
0.618 |
0.9402 |
|
1.000 |
0.9384 |
|
1.618 |
0.9354 |
|
2.618 |
0.9306 |
|
4.250 |
0.9228 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9464 |
0.9511 |
| PP |
0.9460 |
0.9496 |
| S1 |
0.9456 |
0.9482 |
|