CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 0.9404 0.9420 0.0016 0.2% 0.9321
High 0.9418 0.9457 0.0039 0.4% 0.9427
Low 0.9376 0.9407 0.0031 0.3% 0.9317
Close 0.9411 0.9450 0.0039 0.4% 0.9379
Range 0.0042 0.0050 0.0008 19.3% 0.0110
ATR 0.0072 0.0070 -0.0002 -2.2% 0.0000
Volume 25 72 47 188.0% 435
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 0.9586 0.9568 0.9477
R3 0.9537 0.9518 0.9464
R2 0.9487 0.9487 0.9459
R1 0.9469 0.9469 0.9455 0.9478
PP 0.9438 0.9438 0.9438 0.9443
S1 0.9419 0.9419 0.9445 0.9429
S2 0.9388 0.9388 0.9441
S3 0.9339 0.9370 0.9436
S4 0.9289 0.9320 0.9423
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.9704 0.9651 0.9439
R3 0.9594 0.9541 0.9409
R2 0.9484 0.9484 0.9399
R1 0.9431 0.9431 0.9389 0.9458
PP 0.9374 0.9374 0.9374 0.9387
S1 0.9321 0.9321 0.9368 0.9348
S2 0.9264 0.9264 0.9358
S3 0.9154 0.9211 0.9348
S4 0.9044 0.9101 0.9318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9457 0.9323 0.0134 1.4% 0.0059 0.6% 95% True False 69
10 0.9457 0.9281 0.0176 1.9% 0.0055 0.6% 96% True False 64
20 0.9457 0.9211 0.0246 2.6% 0.0058 0.6% 97% True False 80
40 0.9747 0.9034 0.0713 7.5% 0.0092 1.0% 58% False False 83
60 0.9939 0.9015 0.0924 9.8% 0.0088 0.9% 47% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9667
2.618 0.9586
1.618 0.9537
1.000 0.9506
0.618 0.9487
HIGH 0.9457
0.618 0.9438
0.500 0.9432
0.382 0.9426
LOW 0.9407
0.618 0.9376
1.000 0.9358
1.618 0.9327
2.618 0.9277
4.250 0.9197
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 0.9444 0.9436
PP 0.9438 0.9423
S1 0.9432 0.9409

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

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