CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 0.9316 0.9291 -0.0025 -0.3% 0.9352
High 0.9329 0.9311 -0.0018 -0.2% 0.9357
Low 0.9280 0.9283 0.0003 0.0% 0.9269
Close 0.9302 0.9306 0.0004 0.0% 0.9313
Range 0.0050 0.0029 -0.0021 -42.4% 0.0088
ATR 0.0057 0.0055 -0.0002 -3.6% 0.0000
Volume 608 524 -84 -13.8% 1,471
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 0.9385 0.9374 0.9321
R3 0.9357 0.9345 0.9313
R2 0.9328 0.9328 0.9311
R1 0.9317 0.9317 0.9308 0.9323
PP 0.9300 0.9300 0.9300 0.9303
S1 0.9288 0.9288 0.9303 0.9294
S2 0.9271 0.9271 0.9300
S3 0.9243 0.9260 0.9298
S4 0.9214 0.9231 0.9290
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 0.9333 0.9280 0.0054 0.6% 0.0037 0.4% 49% False False 408
10 0.9384 0.9269 0.0116 1.2% 0.0044 0.5% 32% False False 393
20 0.9457 0.9269 0.0188 2.0% 0.0051 0.6% 20% False False 235
40 0.9457 0.9185 0.0272 2.9% 0.0054 0.6% 44% False False 156
60 0.9939 0.9034 0.0905 9.7% 0.0088 0.9% 30% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9432
2.618 0.9386
1.618 0.9357
1.000 0.9340
0.618 0.9329
HIGH 0.9311
0.618 0.9300
0.500 0.9297
0.382 0.9293
LOW 0.9283
0.618 0.9265
1.000 0.9254
1.618 0.9236
2.618 0.9208
4.250 0.9161
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 0.9303 0.9305
PP 0.9300 0.9305
S1 0.9297 0.9304

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

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