CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 0.9303 0.9312 0.0009 0.1% 0.9352
High 0.9333 0.9326 -0.0007 -0.1% 0.9357
Low 0.9297 0.9282 -0.0016 -0.2% 0.9269
Close 0.9313 0.9316 0.0004 0.0% 0.9313
Range 0.0036 0.0045 0.0009 23.6% 0.0088
ATR 0.0059 0.0058 -0.0001 -1.7% 0.0000
Volume 81 373 292 360.5% 1,471
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 0.9441 0.9423 0.9340
R3 0.9397 0.9379 0.9328
R2 0.9352 0.9352 0.9324
R1 0.9334 0.9334 0.9320 0.9343
PP 0.9308 0.9308 0.9308 0.9312
S1 0.9290 0.9290 0.9312 0.9299
S2 0.9263 0.9263 0.9308
S3 0.9219 0.9245 0.9304
S4 0.9174 0.9201 0.9292
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.9577 0.9533 0.9361
R3 0.9489 0.9445 0.9337
R2 0.9401 0.9401 0.9329
R1 0.9357 0.9357 0.9321 0.9335
PP 0.9313 0.9313 0.9313 0.9302
S1 0.9269 0.9269 0.9304 0.9247
S2 0.9225 0.9225 0.9296
S3 0.9137 0.9181 0.9288
S4 0.9049 0.9093 0.9264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9337 0.9269 0.0069 0.7% 0.0046 0.5% 69% False False 353
10 0.9387 0.9269 0.0119 1.3% 0.0046 0.5% 40% False False 304
20 0.9457 0.9269 0.0188 2.0% 0.0053 0.6% 25% False False 185
40 0.9457 0.9185 0.0272 2.9% 0.0057 0.6% 48% False False 129
60 0.9939 0.9034 0.0905 9.7% 0.0090 1.0% 31% False False 117
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9515
2.618 0.9443
1.618 0.9398
1.000 0.9371
0.618 0.9354
HIGH 0.9326
0.618 0.9309
0.500 0.9304
0.382 0.9298
LOW 0.9282
0.618 0.9254
1.000 0.9237
1.618 0.9209
2.618 0.9165
4.250 0.9092
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 0.9312 0.9313
PP 0.9308 0.9310
S1 0.9304 0.9307

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

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