CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 0.9496 0.9524 0.0029 0.3% 0.9349
High 0.9533 0.9550 0.0016 0.2% 0.9469
Low 0.9468 0.9508 0.0040 0.4% 0.9304
Close 0.9521 0.9525 0.0004 0.0% 0.9440
Range 0.0066 0.0042 -0.0024 -36.4% 0.0165
ATR 0.0058 0.0056 -0.0001 -1.9% 0.0000
Volume 110,676 102,704 -7,972 -7.2% 427,494
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9653 0.9631 0.9548
R3 0.9611 0.9589 0.9536
R2 0.9569 0.9569 0.9532
R1 0.9547 0.9547 0.9528 0.9558
PP 0.9527 0.9527 0.9527 0.9533
S1 0.9505 0.9505 0.9521 0.9516
S2 0.9485 0.9485 0.9517
S3 0.9443 0.9463 0.9513
S4 0.9401 0.9421 0.9501
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9899 0.9834 0.9530
R3 0.9734 0.9669 0.9485
R2 0.9569 0.9569 0.9470
R1 0.9504 0.9504 0.9455 0.9537
PP 0.9404 0.9404 0.9404 0.9420
S1 0.9339 0.9339 0.9424 0.9372
S2 0.9239 0.9239 0.9409
S3 0.9074 0.9174 0.9394
S4 0.8909 0.9009 0.9349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9550 0.9331 0.0219 2.3% 0.0070 0.7% 89% True False 105,040
10 0.9550 0.9304 0.0246 2.6% 0.0060 0.6% 90% True False 88,384
20 0.9550 0.9254 0.0296 3.1% 0.0053 0.6% 92% True False 79,070
40 0.9550 0.9117 0.0433 4.5% 0.0056 0.6% 94% True False 70,069
60 0.9550 0.9117 0.0433 4.5% 0.0054 0.6% 94% True False 46,877
80 0.9550 0.9117 0.0433 4.5% 0.0055 0.6% 94% True False 35,179
100 0.9939 0.9034 0.0905 9.5% 0.0074 0.8% 54% False False 28,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9728
2.618 0.9659
1.618 0.9617
1.000 0.9592
0.618 0.9575
HIGH 0.9550
0.618 0.9533
0.500 0.9529
0.382 0.9524
LOW 0.9508
0.618 0.9482
1.000 0.9466
1.618 0.9440
2.618 0.9398
4.250 0.9329
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 0.9529 0.9513
PP 0.9527 0.9502
S1 0.9526 0.9491

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

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