CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 0.9420 0.9446 0.0026 0.3% 0.9321
High 0.9457 0.9455 -0.0002 0.0% 0.9427
Low 0.9407 0.9397 -0.0010 -0.1% 0.9317
Close 0.9450 0.9429 -0.0021 -0.2% 0.9379
Range 0.0050 0.0058 0.0009 17.2% 0.0110
ATR 0.0070 0.0069 -0.0001 -1.2% 0.0000
Volume 72 62 -10 -13.9% 435
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 0.9601 0.9573 0.9461
R3 0.9543 0.9515 0.9445
R2 0.9485 0.9485 0.9440
R1 0.9457 0.9457 0.9434 0.9442
PP 0.9427 0.9427 0.9427 0.9419
S1 0.9399 0.9399 0.9424 0.9384
S2 0.9369 0.9369 0.9418
S3 0.9311 0.9341 0.9413
S4 0.9253 0.9283 0.9397
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 0.9331 0.0126 1.3% 0.0051 0.5% 78% False False 43
10 0.9457 0.9306 0.0151 1.6% 0.0055 0.6% 82% False False 66
20 0.9457 0.9211 0.0246 2.6% 0.0058 0.6% 89% False False 80
40 0.9747 0.9034 0.0713 7.6% 0.0091 1.0% 55% False False 85
60 0.9939 0.9015 0.0924 9.8% 0.0089 0.9% 45% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9702
2.618 0.9607
1.618 0.9549
1.000 0.9513
0.618 0.9491
HIGH 0.9455
0.618 0.9433
0.500 0.9426
0.382 0.9419
LOW 0.9397
0.618 0.9361
1.000 0.9339
1.618 0.9303
2.618 0.9245
4.250 0.9150
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 0.9428 0.9425
PP 0.9427 0.9421
S1 0.9426 0.9416

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

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