CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 0.9413 0.9344 -0.0070 -0.7% 0.9404
High 0.9448 0.9355 -0.0094 -1.0% 0.9477
Low 0.9409 0.9318 -0.0091 -1.0% 0.9382
Close 0.9413 0.9318 -0.0096 -1.0% 0.9413
Range 0.0040 0.0037 -0.0003 -6.3% 0.0096
ATR 0.0049 0.0052 0.0003 6.9% 0.0000
Volume 0 6 6 18
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 0.9441 0.9416 0.9338
R3 0.9404 0.9379 0.9328
R2 0.9367 0.9367 0.9324
R1 0.9342 0.9342 0.9321 0.9336
PP 0.9330 0.9330 0.9330 0.9327
S1 0.9305 0.9305 0.9314 0.9299
S2 0.9293 0.9293 0.9311
S3 0.9256 0.9268 0.9307
S4 0.9219 0.9231 0.9297
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 0.9318 0.0160 1.7% 0.0033 0.4% 0% False True 3
10 0.9477 0.9318 0.0160 1.7% 0.0041 0.4% 0% False True 2
20 0.9477 0.9301 0.0177 1.9% 0.0044 0.5% 10% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9512
2.618 0.9451
1.618 0.9414
1.000 0.9392
0.618 0.9377
HIGH 0.9355
0.618 0.9340
0.500 0.9336
0.382 0.9332
LOW 0.9318
0.618 0.9295
1.000 0.9281
1.618 0.9258
2.618 0.9221
4.250 0.9160
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 0.9336 0.9387
PP 0.9330 0.9364
S1 0.9324 0.9341

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

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