CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 0.9331 0.9330 -0.0001 0.0% 0.9308
High 0.9343 0.9383 0.0040 0.4% 0.9386
Low 0.9315 0.9326 0.0011 0.1% 0.9283
Close 0.9336 0.9356 0.0021 0.2% 0.9360
Range 0.0028 0.0057 0.0029 101.8% 0.0103
ATR 0.0050 0.0051 0.0000 0.9% 0.0000
Volume 59,692 71,318 11,626 19.5% 353,005
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9524 0.9497 0.9387
R3 0.9468 0.9440 0.9372
R2 0.9411 0.9411 0.9366
R1 0.9384 0.9384 0.9361 0.9398
PP 0.9355 0.9355 0.9355 0.9362
S1 0.9327 0.9327 0.9351 0.9341
S2 0.9298 0.9298 0.9346
S3 0.9242 0.9271 0.9340
S4 0.9185 0.9214 0.9325
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9650 0.9608 0.9416
R3 0.9548 0.9505 0.9388
R2 0.9445 0.9445 0.9379
R1 0.9403 0.9403 0.9369 0.9424
PP 0.9343 0.9343 0.9343 0.9354
S1 0.9300 0.9300 0.9351 0.9322
S2 0.9240 0.9240 0.9341
S3 0.9138 0.9198 0.9332
S4 0.9035 0.9095 0.9304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9386 0.9315 0.0071 0.8% 0.0043 0.5% 58% False False 68,841
10 0.9386 0.9254 0.0132 1.4% 0.0046 0.5% 78% False False 69,757
20 0.9440 0.9254 0.0186 2.0% 0.0048 0.5% 55% False False 69,220
40 0.9440 0.9117 0.0323 3.5% 0.0054 0.6% 74% False False 48,180
60 0.9457 0.9117 0.0340 3.6% 0.0054 0.6% 70% False False 32,159
80 0.9457 0.9034 0.0423 4.5% 0.0059 0.6% 76% False False 24,138
100 0.9939 0.9034 0.0905 9.7% 0.0077 0.8% 36% False False 19,326
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 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9623
2.618 0.9530
1.618 0.9474
1.000 0.9439
0.618 0.9417
HIGH 0.9383
0.618 0.9361
0.500 0.9354
0.382 0.9348
LOW 0.9326
0.618 0.9291
1.000 0.9270
1.618 0.9235
2.618 0.9178
4.250 0.9086
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 0.9355 0.9354
PP 0.9355 0.9351
S1 0.9354 0.9349

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

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