CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 0.9446 0.9428 -0.0018 -0.2% 0.9380
High 0.9455 0.9434 -0.0021 -0.2% 0.9457
Low 0.9397 0.9387 -0.0010 -0.1% 0.9362
Close 0.9429 0.9395 -0.0035 -0.4% 0.9395
Range 0.0058 0.0047 -0.0011 -19.0% 0.0095
ATR 0.0069 0.0068 -0.0002 -2.3% 0.0000
Volume 62 23 -39 -62.9% 202
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.9546 0.9517 0.9420
R3 0.9499 0.9470 0.9407
R2 0.9452 0.9452 0.9403
R1 0.9423 0.9423 0.9399 0.9414
PP 0.9405 0.9405 0.9405 0.9401
S1 0.9376 0.9376 0.9390 0.9367
S2 0.9358 0.9358 0.9386
S3 0.9311 0.9329 0.9382
S4 0.9264 0.9282 0.9369
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.9689 0.9637 0.9447
R3 0.9594 0.9542 0.9421
R2 0.9499 0.9499 0.9412
R1 0.9447 0.9447 0.9403 0.9473
PP 0.9404 0.9404 0.9404 0.9417
S1 0.9352 0.9352 0.9386 0.9378
S2 0.9309 0.9309 0.9377
S3 0.9214 0.9257 0.9368
S4 0.9119 0.9162 0.9342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9457 0.9362 0.0095 1.0% 0.0047 0.5% 35% False False 40
10 0.9457 0.9317 0.0140 1.5% 0.0057 0.6% 56% False False 63
20 0.9457 0.9264 0.0193 2.1% 0.0057 0.6% 68% False False 71
40 0.9614 0.9034 0.0580 6.2% 0.0086 0.9% 62% False False 80
60 0.9939 0.9015 0.0924 9.8% 0.0090 1.0% 41% False False 69
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9557
1.618 0.9510
1.000 0.9481
0.618 0.9463
HIGH 0.9434
0.618 0.9416
0.500 0.9411
0.382 0.9405
LOW 0.9387
0.618 0.9358
1.000 0.9340
1.618 0.9311
2.618 0.9264
4.250 0.9187
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 0.9411 0.9422
PP 0.9405 0.9413
S1 0.9400 0.9404

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

View Archives - Comment on this page... - Back to Index of Symbols