CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 0.9365 0.9357 -0.0009 -0.1% 0.9344
High 0.9396 0.9389 -0.0007 -0.1% 0.9397
Low 0.9347 0.9349 0.0002 0.0% 0.9318
Close 0.9363 0.9357 -0.0007 -0.1% 0.9357
Range 0.0049 0.0040 -0.0009 -18.4% 0.0079
ATR 0.0051 0.0050 -0.0001 -1.5% 0.0000
Volume 4 0 -4 -100.0% 18
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.9485 0.9461 0.9379
R3 0.9445 0.9421 0.9368
R2 0.9405 0.9405 0.9364
R1 0.9381 0.9381 0.9360 0.9377
PP 0.9365 0.9365 0.9365 0.9363
S1 0.9341 0.9341 0.9353 0.9337
S2 0.9325 0.9325 0.9349
S3 0.9285 0.9301 0.9346
S4 0.9245 0.9261 0.9335
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.9594 0.9554 0.9400
R3 0.9515 0.9475 0.9378
R2 0.9436 0.9436 0.9371
R1 0.9396 0.9396 0.9364 0.9416
PP 0.9357 0.9357 0.9357 0.9367
S1 0.9317 0.9317 0.9349 0.9337
S2 0.9278 0.9278 0.9342
S3 0.9199 0.9238 0.9335
S4 0.9120 0.9159 0.9313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9397 0.9318 0.0079 0.8% 0.0036 0.4% 49% False False 3
10 0.9477 0.9318 0.0160 1.7% 0.0034 0.4% 24% False False 3
20 0.9477 0.9301 0.0177 1.9% 0.0040 0.4% 32% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
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 0.9559
2.618 0.9493
1.618 0.9453
1.000 0.9429
0.618 0.9413
HIGH 0.9389
0.618 0.9373
0.500 0.9369
0.382 0.9364
LOW 0.9349
0.618 0.9324
1.000 0.9309
1.618 0.9284
2.618 0.9244
4.250 0.9179
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 0.9369 0.9372
PP 0.9365 0.9367
S1 0.9361 0.9362

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

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