CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 07-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.9486 |
0.9489 |
0.0003 |
0.0% |
0.9464 |
High |
0.9511 |
0.9494 |
-0.0017 |
-0.2% |
0.9511 |
Low |
0.9476 |
0.9444 |
-0.0032 |
-0.3% |
0.9408 |
Close |
0.9486 |
0.9454 |
-0.0032 |
-0.3% |
0.9454 |
Range |
0.0035 |
0.0050 |
0.0015 |
44.3% |
0.0103 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
130 |
266 |
136 |
104.6% |
681 |
|
Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9615 |
0.9585 |
0.9482 |
|
R3 |
0.9565 |
0.9535 |
0.9468 |
|
R2 |
0.9514 |
0.9514 |
0.9463 |
|
R1 |
0.9484 |
0.9484 |
0.9459 |
0.9474 |
PP |
0.9464 |
0.9464 |
0.9464 |
0.9459 |
S1 |
0.9434 |
0.9434 |
0.9449 |
0.9424 |
S2 |
0.9413 |
0.9413 |
0.9445 |
|
S3 |
0.9363 |
0.9383 |
0.9440 |
|
S4 |
0.9312 |
0.9333 |
0.9426 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9765 |
0.9712 |
0.9510 |
|
R3 |
0.9663 |
0.9610 |
0.9482 |
|
R2 |
0.9560 |
0.9560 |
0.9473 |
|
R1 |
0.9507 |
0.9507 |
0.9463 |
0.9482 |
PP |
0.9458 |
0.9458 |
0.9458 |
0.9445 |
S1 |
0.9405 |
0.9405 |
0.9445 |
0.9380 |
S2 |
0.9355 |
0.9355 |
0.9435 |
|
S3 |
0.9253 |
0.9302 |
0.9426 |
|
S4 |
0.9150 |
0.9200 |
0.9398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9511 |
0.9408 |
0.0103 |
1.1% |
0.0052 |
0.5% |
45% |
False |
False |
136 |
10 |
0.9613 |
0.9408 |
0.0205 |
2.2% |
0.0067 |
0.7% |
22% |
False |
False |
131 |
20 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0058 |
0.6% |
46% |
False |
False |
84 |
40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0052 |
0.6% |
54% |
False |
False |
85 |
60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0051 |
0.5% |
67% |
False |
False |
61 |
80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0049 |
0.5% |
67% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9709 |
2.618 |
0.9626 |
1.618 |
0.9576 |
1.000 |
0.9544 |
0.618 |
0.9525 |
HIGH |
0.9494 |
0.618 |
0.9475 |
0.500 |
0.9469 |
0.382 |
0.9463 |
LOW |
0.9444 |
0.618 |
0.9412 |
1.000 |
0.9393 |
1.618 |
0.9362 |
2.618 |
0.9311 |
4.250 |
0.9229 |
|
|
Fisher Pivots for day following 07-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9469 |
0.9477 |
PP |
0.9464 |
0.9469 |
S1 |
0.9459 |
0.9462 |
|