CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 0.9457 0.9413 -0.0044 -0.5% 0.9404
High 0.9457 0.9448 -0.0009 -0.1% 0.9477
Low 0.9421 0.9409 -0.0013 -0.1% 0.9382
Close 0.9448 0.9413 -0.0035 -0.4% 0.9413
Range 0.0036 0.0040 0.0004 11.3% 0.0096
ATR 0.0049 0.0049 -0.0001 -1.4% 0.0000
Volume 10 0 -10 -100.0% 18
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.9542 0.9517 0.9435
R3 0.9502 0.9477 0.9424
R2 0.9463 0.9463 0.9420
R1 0.9438 0.9438 0.9417 0.9433
PP 0.9423 0.9423 0.9423 0.9421
S1 0.9398 0.9398 0.9409 0.9393
S2 0.9384 0.9384 0.9406
S3 0.9344 0.9359 0.9402
S4 0.9305 0.9319 0.9391
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.9710 0.9657 0.9466
R3 0.9615 0.9562 0.9439
R2 0.9519 0.9519 0.9431
R1 0.9466 0.9466 0.9422 0.9493
PP 0.9424 0.9424 0.9424 0.9437
S1 0.9371 0.9371 0.9404 0.9397
S2 0.9328 0.9328 0.9395
S3 0.9233 0.9275 0.9387
S4 0.9137 0.9180 0.9360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9477 0.9382 0.0096 1.0% 0.0032 0.3% 33% False False 3
10 0.9477 0.9340 0.0137 1.5% 0.0042 0.4% 53% False False 2
20 0.9477 0.9287 0.0191 2.0% 0.0046 0.5% 66% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9616
2.618 0.9551
1.618 0.9512
1.000 0.9488
0.618 0.9472
HIGH 0.9448
0.618 0.9433
0.500 0.9428
0.382 0.9424
LOW 0.9409
0.618 0.9384
1.000 0.9369
1.618 0.9345
2.618 0.9305
4.250 0.9241
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 0.9428 0.9443
PP 0.9423 0.9433
S1 0.9418 0.9423

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

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