CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 0.9298 0.9305 0.0007 0.1% 0.9312
High 0.9328 0.9316 -0.0012 -0.1% 0.9354
Low 0.9287 0.9209 -0.0078 -0.8% 0.9280
Close 0.9309 0.9214 -0.0095 -1.0% 0.9290
Range 0.0041 0.0108 0.0067 162.2% 0.0074
ATR 0.0055 0.0059 0.0004 6.8% 0.0000
Volume 801 3,410 2,609 325.7% 2,685
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9569 0.9499 0.9273
R3 0.9461 0.9391 0.9243
R2 0.9354 0.9354 0.9233
R1 0.9284 0.9284 0.9223 0.9265
PP 0.9246 0.9246 0.9246 0.9237
S1 0.9176 0.9176 0.9204 0.9157
S2 0.9139 0.9139 0.9194
S3 0.9031 0.9069 0.9184
S4 0.8924 0.8961 0.9154
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.9530 0.9484 0.9331
R3 0.9456 0.9410 0.9310
R2 0.9382 0.9382 0.9304
R1 0.9336 0.9336 0.9297 0.9322
PP 0.9308 0.9308 0.9308 0.9301
S1 0.9262 0.9262 0.9283 0.9248
S2 0.9234 0.9234 0.9276
S3 0.9160 0.9188 0.9270
S4 0.9086 0.9114 0.9249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9354 0.9209 0.0145 1.6% 0.0060 0.6% 3% False True 1,304
10 0.9354 0.9209 0.0145 1.6% 0.0053 0.6% 3% False True 828
20 0.9457 0.9209 0.0248 2.7% 0.0052 0.6% 2% False True 492
40 0.9457 0.9185 0.0272 2.9% 0.0055 0.6% 10% False False 288
60 0.9939 0.9034 0.0905 9.8% 0.0087 0.9% 20% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.9773
2.618 0.9597
1.618 0.9490
1.000 0.9424
0.618 0.9382
HIGH 0.9316
0.618 0.9275
0.500 0.9262
0.382 0.9250
LOW 0.9209
0.618 0.9142
1.000 0.9101
1.618 0.9035
2.618 0.8927
4.250 0.8752
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 0.9262 0.9281
PP 0.9246 0.9259
S1 0.9230 0.9236

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

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