CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 0.9135 0.9239 0.0104 1.1% 0.9298
High 0.9254 0.9306 0.0053 0.6% 0.9328
Low 0.9130 0.9228 0.0098 1.1% 0.9117
Close 0.9246 0.9297 0.0051 0.6% 0.9137
Range 0.0124 0.0078 -0.0046 -36.8% 0.0211
ATR 0.0063 0.0064 0.0001 1.7% 0.0000
Volume 27,052 39,270 12,218 45.2% 26,701
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9511 0.9482 0.9340
R3 0.9433 0.9404 0.9318
R2 0.9355 0.9355 0.9311
R1 0.9326 0.9326 0.9304 0.9341
PP 0.9277 0.9277 0.9277 0.9284
S1 0.9248 0.9248 0.9290 0.9263
S2 0.9199 0.9199 0.9283
S3 0.9121 0.9170 0.9276
S4 0.9043 0.9092 0.9254
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 0.9306 0.9117 0.0190 2.0% 0.0073 0.8% 95% True False 17,762
10 0.9354 0.9117 0.0237 2.5% 0.0066 0.7% 76% False False 9,533
20 0.9387 0.9117 0.0271 2.9% 0.0056 0.6% 67% False False 4,919
40 0.9457 0.9117 0.0340 3.7% 0.0057 0.6% 53% False False 2,497
60 0.9580 0.9034 0.0546 5.9% 0.0072 0.8% 48% False False 1,690
80 0.9939 0.9015 0.0924 9.9% 0.0082 0.9% 31% False False 1,282
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9638
2.618 0.9510
1.618 0.9432
1.000 0.9384
0.618 0.9354
HIGH 0.9306
0.618 0.9276
0.500 0.9267
0.382 0.9258
LOW 0.9228
0.618 0.9180
1.000 0.9150
1.618 0.9102
2.618 0.9024
4.250 0.8897
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 0.9287 0.9268
PP 0.9277 0.9240
S1 0.9267 0.9211

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

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