CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9484 |
0.9486 |
0.0003 |
0.0% |
0.9449 |
| High |
0.9508 |
0.9511 |
0.0003 |
0.0% |
0.9613 |
| Low |
0.9460 |
0.9476 |
0.0016 |
0.2% |
0.9445 |
| Close |
0.9482 |
0.9486 |
0.0005 |
0.0% |
0.9470 |
| Range |
0.0049 |
0.0035 |
-0.0014 |
-27.8% |
0.0169 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
60 |
130 |
70 |
116.7% |
636 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9576 |
0.9505 |
|
| R3 |
0.9561 |
0.9541 |
0.9496 |
|
| R2 |
0.9526 |
0.9526 |
0.9492 |
|
| R1 |
0.9506 |
0.9506 |
0.9489 |
0.9504 |
| PP |
0.9491 |
0.9491 |
0.9491 |
0.9490 |
| S1 |
0.9471 |
0.9471 |
0.9483 |
0.9469 |
| S2 |
0.9456 |
0.9456 |
0.9480 |
|
| S3 |
0.9421 |
0.9436 |
0.9476 |
|
| S4 |
0.9386 |
0.9401 |
0.9467 |
|
|
| 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% |
0.0076 |
0.8% |
38% |
False |
False |
140 |
| 10 |
0.9613 |
0.9374 |
0.0239 |
2.5% |
0.0072 |
0.8% |
47% |
False |
False |
128 |
| 20 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0058 |
0.6% |
57% |
False |
False |
71 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0052 |
0.5% |
63% |
False |
False |
78 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0051 |
0.5% |
73% |
False |
False |
56 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0048 |
0.5% |
73% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9602 |
|
1.618 |
0.9567 |
|
1.000 |
0.9546 |
|
0.618 |
0.9532 |
|
HIGH |
0.9511 |
|
0.618 |
0.9497 |
|
0.500 |
0.9493 |
|
0.382 |
0.9489 |
|
LOW |
0.9476 |
|
0.618 |
0.9454 |
|
1.000 |
0.9441 |
|
1.618 |
0.9419 |
|
2.618 |
0.9384 |
|
4.250 |
0.9327 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9481 |
| PP |
0.9491 |
0.9476 |
| S1 |
0.9488 |
0.9471 |
|