CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 0.9344 0.9373 0.0029 0.3% 0.9404
High 0.9355 0.9373 0.0018 0.2% 0.9477
Low 0.9318 0.9352 0.0034 0.4% 0.9382
Close 0.9318 0.9361 0.0044 0.5% 0.9413
Range 0.0037 0.0021 -0.0016 -43.2% 0.0096
ATR 0.0052 0.0052 0.0000 0.4% 0.0000
Volume 6 4 -2 -33.3% 18
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 0.9425 0.9414 0.9373
R3 0.9404 0.9393 0.9367
R2 0.9383 0.9383 0.9365
R1 0.9372 0.9372 0.9363 0.9367
PP 0.9362 0.9362 0.9362 0.9359
S1 0.9351 0.9351 0.9359 0.9346
S2 0.9341 0.9341 0.9357
S3 0.9320 0.9330 0.9355
S4 0.9299 0.9309 0.9349
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.9710 0.9657 0.9466
R3 0.9615 0.9562 0.9439
R2 0.9519 0.9519 0.9431
R1 0.9466 0.9466 0.9422 0.9493
PP 0.9424 0.9424 0.9424 0.9437
S1 0.9371 0.9371 0.9404 0.9397
S2 0.9328 0.9328 0.9395
S3 0.9233 0.9275 0.9387
S4 0.9137 0.9180 0.9360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9477 0.9318 0.0160 1.7% 0.0031 0.3% 27% False False 4
10 0.9477 0.9318 0.0160 1.7% 0.0038 0.4% 27% False False 3
20 0.9477 0.9301 0.0177 1.9% 0.0042 0.4% 34% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9462
2.618 0.9427
1.618 0.9406
1.000 0.9394
0.618 0.9385
HIGH 0.9373
0.618 0.9364
0.500 0.9362
0.382 0.9360
LOW 0.9352
0.618 0.9339
1.000 0.9331
1.618 0.9318
2.618 0.9297
4.250 0.9262
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 0.9362 0.9383
PP 0.9362 0.9376
S1 0.9361 0.9368

These figures are updated between 7pm and 10pm EST after a trading day.

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