CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 0.9347 0.9382 0.0035 0.4% 0.9380
High 0.9387 0.9384 -0.0003 0.0% 0.9457
Low 0.9341 0.9333 -0.0008 -0.1% 0.9362
Close 0.9366 0.9345 -0.0022 -0.2% 0.9395
Range 0.0047 0.0051 0.0005 9.7% 0.0095
ATR 0.0067 0.0066 -0.0001 -1.7% 0.0000
Volume 138 142 4 2.9% 202
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 0.9507 0.9477 0.9373
R3 0.9456 0.9426 0.9359
R2 0.9405 0.9405 0.9354
R1 0.9375 0.9375 0.9349 0.9364
PP 0.9354 0.9354 0.9354 0.9349
S1 0.9324 0.9324 0.9340 0.9313
S2 0.9303 0.9303 0.9335
S3 0.9252 0.9273 0.9330
S4 0.9201 0.9222 0.9316
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 0.9434 0.9298 0.0136 1.5% 0.0056 0.6% 34% False False 99
10 0.9457 0.9298 0.0159 1.7% 0.0054 0.6% 29% False False 71
20 0.9457 0.9281 0.0176 1.9% 0.0054 0.6% 36% False False 82
40 0.9457 0.9034 0.0423 4.5% 0.0071 0.8% 74% False False 74
60 0.9939 0.9015 0.0924 9.9% 0.0093 1.0% 36% False False 74
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9601
2.618 0.9518
1.618 0.9467
1.000 0.9435
0.618 0.9416
HIGH 0.9384
0.618 0.9365
0.500 0.9359
0.382 0.9352
LOW 0.9333
0.618 0.9301
1.000 0.9282
1.618 0.9250
2.618 0.9199
4.250 0.9116
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 0.9359 0.9346
PP 0.9354 0.9345
S1 0.9349 0.9345

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

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