CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 0.9352 0.9339 -0.0013 -0.1% 0.9371
High 0.9352 0.9356 0.0004 0.0% 0.9414
Low 0.9317 0.9301 -0.0016 -0.2% 0.9287
Close 0.9334 0.9339 0.0005 0.1% 0.9350
Range 0.0035 0.0055 0.0020 57.1% 0.0127
ATR
Volume 7 12 5 71.4% 41
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9497 0.9473 0.9370
R3 0.9442 0.9418 0.9355
R2 0.9387 0.9387 0.9350
R1 0.9363 0.9363 0.9345 0.9375
PP 0.9332 0.9332 0.9332 0.9338
S1 0.9308 0.9308 0.9334 0.9320
S2 0.9277 0.9277 0.9329
S3 0.9222 0.9253 0.9324
S4 0.9167 0.9198 0.9309
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9731 0.9668 0.9420
R3 0.9604 0.9541 0.9385
R2 0.9477 0.9477 0.9373
R1 0.9414 0.9414 0.9362 0.9382
PP 0.9350 0.9350 0.9350 0.9334
S1 0.9287 0.9287 0.9338 0.9255
S2 0.9223 0.9223 0.9327
S3 0.9096 0.9160 0.9315
S4 0.8969 0.9033 0.9280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9366 0.9301 0.0065 0.7% 0.0044 0.5% 60% False True 8
10 0.9414 0.9242 0.0171 1.8% 0.0053 0.6% 57% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9589
2.618 0.9499
1.618 0.9444
1.000 0.9411
0.618 0.9389
HIGH 0.9356
0.618 0.9334
0.500 0.9328
0.382 0.9322
LOW 0.9301
0.618 0.9267
1.000 0.9246
1.618 0.9212
2.618 0.9157
4.250 0.9067
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 0.9336 0.9337
PP 0.9332 0.9335
S1 0.9328 0.9333

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

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