CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 0.9375 0.9365 -0.0010 -0.1% 0.9404
High 0.9397 0.9396 -0.0001 0.0% 0.9477
Low 0.9365 0.9347 -0.0018 -0.2% 0.9382
Close 0.9385 0.9363 -0.0022 -0.2% 0.9413
Range 0.0032 0.0049 0.0017 53.1% 0.0096
ATR 0.0051 0.0051 0.0000 -0.3% 0.0000
Volume 4 4 0 0.0% 18
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 0.9515 0.9488 0.9390
R3 0.9466 0.9439 0.9376
R2 0.9417 0.9417 0.9372
R1 0.9390 0.9390 0.9367 0.9379
PP 0.9368 0.9368 0.9368 0.9363
S1 0.9341 0.9341 0.9359 0.9330
S2 0.9319 0.9319 0.9354
S3 0.9270 0.9292 0.9350
S4 0.9221 0.9243 0.9336
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 0.9448 0.9318 0.0131 1.4% 0.0036 0.4% 35% False False 3
10 0.9477 0.9318 0.0160 1.7% 0.0035 0.4% 29% False False 3
20 0.9477 0.9301 0.0177 1.9% 0.0040 0.4% 35% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9604
2.618 0.9524
1.618 0.9475
1.000 0.9445
0.618 0.9426
HIGH 0.9396
0.618 0.9377
0.500 0.9371
0.382 0.9365
LOW 0.9347
0.618 0.9316
1.000 0.9298
1.618 0.9267
2.618 0.9218
4.250 0.9138
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 0.9371 0.9372
PP 0.9368 0.9369
S1 0.9366 0.9366

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

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