CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 0.9373 0.9375 0.0002 0.0% 0.9404
High 0.9373 0.9397 0.0024 0.3% 0.9477
Low 0.9352 0.9365 0.0013 0.1% 0.9382
Close 0.9361 0.9385 0.0024 0.3% 0.9413
Range 0.0021 0.0032 0.0011 52.4% 0.0096
ATR 0.0052 0.0051 -0.0001 -2.3% 0.0000
Volume 4 4 0 0.0% 18
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 0.9478 0.9464 0.9403
R3 0.9446 0.9432 0.9394
R2 0.9414 0.9414 0.9391
R1 0.9400 0.9400 0.9388 0.9407
PP 0.9382 0.9382 0.9382 0.9386
S1 0.9368 0.9368 0.9382 0.9375
S2 0.9350 0.9350 0.9379
S3 0.9318 0.9336 0.9376
S4 0.9286 0.9304 0.9367
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 0.9457 0.9318 0.0139 1.5% 0.0033 0.4% 49% False False 4
10 0.9477 0.9318 0.0160 1.7% 0.0038 0.4% 42% False False 3
20 0.9477 0.9301 0.0177 1.9% 0.0041 0.4% 48% False False 4
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9480
1.618 0.9448
1.000 0.9429
0.618 0.9416
HIGH 0.9397
0.618 0.9384
0.500 0.9381
0.382 0.9377
LOW 0.9365
0.618 0.9345
1.000 0.9333
1.618 0.9313
2.618 0.9281
4.250 0.9229
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 0.9384 0.9376
PP 0.9382 0.9366
S1 0.9381 0.9357

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

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