CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 0.9307 0.9347 0.0040 0.4% 0.9380
High 0.9353 0.9387 0.0034 0.4% 0.9457
Low 0.9304 0.9341 0.0037 0.4% 0.9362
Close 0.9342 0.9366 0.0024 0.3% 0.9395
Range 0.0049 0.0047 -0.0003 -5.1% 0.0095
ATR 0.0069 0.0067 -0.0002 -2.3% 0.0000
Volume 106 138 32 30.2% 202
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 0.9504 0.9482 0.9392
R3 0.9458 0.9435 0.9379
R2 0.9411 0.9411 0.9375
R1 0.9389 0.9389 0.9370 0.9400
PP 0.9365 0.9365 0.9365 0.9370
S1 0.9342 0.9342 0.9362 0.9353
S2 0.9318 0.9318 0.9357
S3 0.9272 0.9296 0.9353
S4 0.9225 0.9249 0.9340
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 0.9455 0.9298 0.0157 1.7% 0.0058 0.6% 43% False False 83
10 0.9457 0.9298 0.0159 1.7% 0.0058 0.6% 43% False False 76
20 0.9457 0.9281 0.0176 1.9% 0.0055 0.6% 48% False False 79
40 0.9457 0.9034 0.0423 4.5% 0.0074 0.8% 79% False False 72
60 0.9939 0.9015 0.0924 9.9% 0.0092 1.0% 38% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9585
2.618 0.9509
1.618 0.9462
1.000 0.9434
0.618 0.9416
HIGH 0.9387
0.618 0.9369
0.500 0.9364
0.382 0.9358
LOW 0.9341
0.618 0.9312
1.000 0.9294
1.618 0.9265
2.618 0.9219
4.250 0.9143
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 0.9365 0.9358
PP 0.9365 0.9350
S1 0.9364 0.9343

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

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