CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 0.9420 0.9399 -0.0022 -0.2% 0.9371
High 0.9420 0.9410 -0.0011 -0.1% 0.9440
Low 0.9340 0.9356 0.0016 0.2% 0.9340
Close 0.9368 0.9399 0.0031 0.3% 0.9399
Range 0.0080 0.0054 -0.0026 -32.5% 0.0100
ATR 0.0052 0.0052 0.0000 0.2% 0.0000
Volume 2 0 -2 -100.0% 6
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.9550 0.9528 0.9428
R3 0.9496 0.9474 0.9413
R2 0.9442 0.9442 0.9408
R1 0.9420 0.9420 0.9403 0.9426
PP 0.9388 0.9388 0.9388 0.9391
S1 0.9366 0.9366 0.9394 0.9372
S2 0.9334 0.9334 0.9389
S3 0.9280 0.9312 0.9384
S4 0.9226 0.9258 0.9369
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.9691 0.9644 0.9453
R3 0.9592 0.9545 0.9426
R2 0.9492 0.9492 0.9417
R1 0.9445 0.9445 0.9408 0.9469
PP 0.9393 0.9393 0.9393 0.9404
S1 0.9346 0.9346 0.9389 0.9369
S2 0.9293 0.9293 0.9380
S3 0.9194 0.9246 0.9371
S4 0.9094 0.9147 0.9344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9440 0.9340 0.0100 1.1% 0.0052 0.6% 59% False False 1
10 0.9440 0.9301 0.0139 1.5% 0.0046 0.5% 71% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9639
2.618 0.9551
1.618 0.9497
1.000 0.9464
0.618 0.9443
HIGH 0.9410
0.618 0.9389
0.500 0.9383
0.382 0.9376
LOW 0.9356
0.618 0.9322
1.000 0.9302
1.618 0.9268
2.618 0.9214
4.250 0.9126
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 0.9393 0.9396
PP 0.9388 0.9393
S1 0.9383 0.9390

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

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