CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 0.9188 0.9176 -0.0012 -0.1% 0.9298
High 0.9221 0.9185 -0.0036 -0.4% 0.9328
Low 0.9173 0.9117 -0.0056 -0.6% 0.9117
Close 0.9179 0.9137 -0.0042 -0.5% 0.9137
Range 0.0048 0.0068 0.0020 41.7% 0.0211
ATR 0.0057 0.0058 0.0001 1.3% 0.0000
Volume 9,585 6,631 -2,954 -30.8% 26,701
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9350 0.9312 0.9174
R3 0.9282 0.9244 0.9156
R2 0.9214 0.9214 0.9149
R1 0.9176 0.9176 0.9143 0.9161
PP 0.9146 0.9146 0.9146 0.9139
S1 0.9108 0.9108 0.9131 0.9093
S2 0.9078 0.9078 0.9125
S3 0.9010 0.9040 0.9118
S4 0.8942 0.8972 0.9100
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9827 0.9693 0.9253
R3 0.9616 0.9482 0.9195
R2 0.9405 0.9405 0.9176
R1 0.9271 0.9271 0.9156 0.9232
PP 0.9194 0.9194 0.9194 0.9174
S1 0.9060 0.9060 0.9118 0.9021
S2 0.8983 0.8983 0.9098
S3 0.8772 0.8849 0.9079
S4 0.8561 0.8638 0.9021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9328 0.9117 0.0211 2.3% 0.0062 0.7% 10% False True 5,340
10 0.9354 0.9117 0.0237 2.6% 0.0054 0.6% 9% False True 2,946
20 0.9434 0.9117 0.0318 3.5% 0.0053 0.6% 6% False True 1,608
40 0.9457 0.9117 0.0340 3.7% 0.0056 0.6% 6% False True 844
60 0.9747 0.9034 0.0713 7.8% 0.0078 0.9% 15% False False 593
80 0.9939 0.9015 0.0924 10.1% 0.0080 0.9% 13% False False 454
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9474
2.618 0.9363
1.618 0.9295
1.000 0.9253
0.618 0.9227
HIGH 0.9185
0.618 0.9159
0.500 0.9151
0.382 0.9142
LOW 0.9117
0.618 0.9074
1.000 0.9049
1.618 0.9006
2.618 0.8938
4.250 0.8828
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 0.9151 0.9177
PP 0.9146 0.9164
S1 0.9142 0.9150

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

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