CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 0.9315 0.9308 -0.0007 -0.1% 0.9341
High 0.9326 0.9332 0.0007 0.1% 0.9352
Low 0.9291 0.9286 -0.0005 -0.1% 0.9254
Close 0.9303 0.9329 0.0026 0.3% 0.9303
Range 0.0035 0.0046 0.0012 33.3% 0.0098
ATR 0.0056 0.0055 -0.0001 -1.3% 0.0000
Volume 64,485 80,746 16,261 25.2% 297,490
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9454 0.9437 0.9354
R3 0.9408 0.9391 0.9342
R2 0.9362 0.9362 0.9337
R1 0.9345 0.9345 0.9333 0.9354
PP 0.9316 0.9316 0.9316 0.9320
S1 0.9299 0.9299 0.9325 0.9308
S2 0.9270 0.9270 0.9321
S3 0.9224 0.9253 0.9316
S4 0.9178 0.9207 0.9304
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9597 0.9548 0.9357
R3 0.9499 0.9450 0.9330
R2 0.9401 0.9401 0.9321
R1 0.9352 0.9352 0.9312 0.9327
PP 0.9303 0.9303 0.9303 0.9290
S1 0.9254 0.9254 0.9294 0.9229
S2 0.9205 0.9205 0.9285
S3 0.9107 0.9156 0.9276
S4 0.9009 0.9058 0.9249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9352 0.9254 0.0098 1.1% 0.0053 0.6% 77% False False 75,647
10 0.9440 0.9254 0.0186 2.0% 0.0054 0.6% 41% False False 72,649
20 0.9440 0.9130 0.0310 3.3% 0.0058 0.6% 64% False False 71,227
40 0.9440 0.9117 0.0323 3.5% 0.0055 0.6% 66% False False 36,417
60 0.9457 0.9117 0.0340 3.6% 0.0056 0.6% 63% False False 24,305
80 0.9747 0.9034 0.0713 7.6% 0.0073 0.8% 41% False False 18,251
100 0.9939 0.9015 0.0924 9.9% 0.0076 0.8% 34% False False 14,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9528
2.618 0.9452
1.618 0.9406
1.000 0.9378
0.618 0.9360
HIGH 0.9332
0.618 0.9314
0.500 0.9309
0.382 0.9304
LOW 0.9286
0.618 0.9258
1.000 0.9240
1.618 0.9212
2.618 0.9166
4.250 0.9091
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 0.9322 0.9317
PP 0.9316 0.9305
S1 0.9309 0.9293

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

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