CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 0.9288 0.9304 0.0016 0.2% 0.9381
High 0.9332 0.9313 -0.0019 -0.2% 0.9387
Low 0.9277 0.9288 0.0011 0.1% 0.9298
Close 0.9320 0.9310 -0.0010 -0.1% 0.9339
Range 0.0055 0.0025 -0.0030 -54.5% 0.0089
ATR 0.0063 0.0060 -0.0002 -3.5% 0.0000
Volume 230 454 224 97.4% 1,293
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 0.9379 0.9369 0.9324
R3 0.9354 0.9344 0.9317
R2 0.9329 0.9329 0.9315
R1 0.9319 0.9319 0.9312 0.9324
PP 0.9304 0.9304 0.9304 0.9306
S1 0.9294 0.9294 0.9308 0.9299
S2 0.9279 0.9279 0.9305
S3 0.9254 0.9269 0.9303
S4 0.9229 0.9244 0.9296
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.9608 0.9562 0.9387
R3 0.9519 0.9473 0.9363
R2 0.9430 0.9430 0.9355
R1 0.9384 0.9384 0.9347 0.9363
PP 0.9341 0.9341 0.9341 0.9330
S1 0.9295 0.9295 0.9330 0.9274
S2 0.9252 0.9252 0.9322
S3 0.9163 0.9206 0.9314
S4 0.9074 0.9117 0.9290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9375 0.9269 0.0107 1.1% 0.0047 0.5% 39% False False 441
10 0.9434 0.9269 0.0166 1.8% 0.0051 0.6% 25% False False 270
20 0.9457 0.9269 0.0188 2.0% 0.0053 0.6% 22% False False 168
40 0.9457 0.9160 0.0297 3.2% 0.0060 0.6% 51% False False 118
60 0.9939 0.9034 0.0905 9.7% 0.0091 1.0% 31% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.9419
2.618 0.9378
1.618 0.9353
1.000 0.9338
0.618 0.9328
HIGH 0.9313
0.618 0.9303
0.500 0.9301
0.382 0.9298
LOW 0.9288
0.618 0.9273
1.000 0.9263
1.618 0.9248
2.618 0.9223
4.250 0.9182
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 0.9307 0.9308
PP 0.9304 0.9305
S1 0.9301 0.9303

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

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