CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 0.9477 0.9457 -0.0021 -0.2% 0.9371
High 0.9477 0.9457 -0.0021 -0.2% 0.9440
Low 0.9457 0.9421 -0.0036 -0.4% 0.9340
Close 0.9470 0.9448 -0.0022 -0.2% 0.9399
Range 0.0021 0.0036 0.0015 73.2% 0.0100
ATR 0.0049 0.0049 0.0000 -0.1% 0.0000
Volume 2 10 8 400.0% 6
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 0.9548 0.9533 0.9467
R3 0.9513 0.9498 0.9457
R2 0.9477 0.9477 0.9454
R1 0.9462 0.9462 0.9451 0.9452
PP 0.9442 0.9442 0.9442 0.9437
S1 0.9427 0.9427 0.9444 0.9417
S2 0.9406 0.9406 0.9441
S3 0.9371 0.9391 0.9438
S4 0.9335 0.9356 0.9428
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 0.9477 0.9356 0.0122 1.3% 0.0035 0.4% 76% False False 3
10 0.9477 0.9329 0.0148 1.6% 0.0041 0.4% 80% False False 2
20 0.9477 0.9242 0.0235 2.5% 0.0047 0.5% 87% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9607
2.618 0.9549
1.618 0.9514
1.000 0.9492
0.618 0.9478
HIGH 0.9457
0.618 0.9443
0.500 0.9439
0.382 0.9435
LOW 0.9421
0.618 0.9399
1.000 0.9386
1.618 0.9364
2.618 0.9328
4.250 0.9270
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 0.9445 0.9444
PP 0.9442 0.9440
S1 0.9439 0.9437

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

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