CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 0.9365 0.9405 0.0040 0.4% 0.9321
High 0.9440 0.9412 -0.0028 -0.3% 0.9387
Low 0.9338 0.9350 0.0013 0.1% 0.9304
Close 0.9404 0.9362 -0.0042 -0.4% 0.9369
Range 0.0102 0.0062 -0.0041 -39.7% 0.0083
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 116,031 70,889 -45,142 -38.9% 343,480
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9559 0.9522 0.9396
R3 0.9498 0.9461 0.9379
R2 0.9436 0.9436 0.9373
R1 0.9399 0.9399 0.9368 0.9387
PP 0.9375 0.9375 0.9375 0.9368
S1 0.9338 0.9338 0.9356 0.9325
S2 0.9313 0.9313 0.9351
S3 0.9252 0.9276 0.9345
S4 0.9190 0.9215 0.9328
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9602 0.9569 0.9415
R3 0.9519 0.9486 0.9392
R2 0.9436 0.9436 0.9384
R1 0.9403 0.9403 0.9377 0.9420
PP 0.9353 0.9353 0.9353 0.9362
S1 0.9320 0.9320 0.9361 0.9337
S2 0.9270 0.9270 0.9354
S3 0.9187 0.9237 0.9346
S4 0.9104 0.9154 0.9323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9440 0.9338 0.0102 1.1% 0.0051 0.5% 24% False False 71,168
10 0.9440 0.9304 0.0136 1.4% 0.0052 0.6% 43% False False 78,883
20 0.9440 0.9117 0.0323 3.5% 0.0061 0.6% 76% False False 47,828
40 0.9457 0.9117 0.0340 3.6% 0.0056 0.6% 72% False False 24,020
60 0.9457 0.9117 0.0340 3.6% 0.0057 0.6% 72% False False 16,038
80 0.9939 0.9034 0.0905 9.7% 0.0082 0.9% 36% False False 12,052
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9673
2.618 0.9573
1.618 0.9511
1.000 0.9473
0.618 0.9450
HIGH 0.9412
0.618 0.9388
0.500 0.9381
0.382 0.9373
LOW 0.9350
0.618 0.9312
1.000 0.9289
1.618 0.9250
2.618 0.9189
4.250 0.9089
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 0.9381 0.9389
PP 0.9375 0.9380
S1 0.9368 0.9371

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

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