CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 0.9355 0.9371 0.0017 0.2% 0.9332
High 0.9355 0.9389 0.0035 0.4% 0.9366
Low 0.9329 0.9342 0.0013 0.1% 0.9301
Close 0.9355 0.9371 0.0017 0.2% 0.9355
Range 0.0026 0.0048 0.0022 86.3% 0.0065
ATR
Volume 0 3 3 28
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9510 0.9488 0.9397
R3 0.9462 0.9440 0.9384
R2 0.9415 0.9415 0.9380
R1 0.9393 0.9393 0.9375 0.9395
PP 0.9367 0.9367 0.9367 0.9368
S1 0.9345 0.9345 0.9367 0.9347
S2 0.9320 0.9320 0.9362
S3 0.9272 0.9298 0.9358
S4 0.9225 0.9250 0.9345
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9535 0.9510 0.9390
R3 0.9470 0.9445 0.9372
R2 0.9405 0.9405 0.9366
R1 0.9380 0.9380 0.9360 0.9393
PP 0.9340 0.9340 0.9340 0.9347
S1 0.9315 0.9315 0.9349 0.9328
S2 0.9275 0.9275 0.9343
S3 0.9210 0.9250 0.9337
S4 0.9145 0.9185 0.9319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9389 0.9301 0.0089 0.9% 0.0043 0.5% 80% True False 5
10 0.9414 0.9301 0.0113 1.2% 0.0046 0.5% 62% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9591
2.618 0.9513
1.618 0.9466
1.000 0.9437
0.618 0.9418
HIGH 0.9389
0.618 0.9371
0.500 0.9365
0.382 0.9360
LOW 0.9342
0.618 0.9312
1.000 0.9294
1.618 0.9265
2.618 0.9217
4.250 0.9140
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 0.9369 0.9362
PP 0.9367 0.9354
S1 0.9365 0.9345

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

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