CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 0.9314 0.9346 0.0032 0.3% 0.9344
High 0.9314 0.9346 0.0032 0.3% 0.9397
Low 0.9293 0.9298 0.0006 0.1% 0.9318
Close 0.9314 0.9337 0.0023 0.2% 0.9357
Range 0.0022 0.0048 0.0026 118.2% 0.0079
ATR 0.0049 0.0049 0.0000 -0.1% 0.0000
Volume 0 1 1 18
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 0.9471 0.9452 0.9363
R3 0.9423 0.9404 0.9350
R2 0.9375 0.9375 0.9346
R1 0.9356 0.9356 0.9341 0.9342
PP 0.9327 0.9327 0.9327 0.9320
S1 0.9308 0.9308 0.9333 0.9294
S2 0.9279 0.9279 0.9328
S3 0.9231 0.9260 0.9324
S4 0.9183 0.9212 0.9311
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 0.9396 0.9293 0.0103 1.1% 0.0037 0.4% 43% False False 1
10 0.9457 0.9293 0.0164 1.8% 0.0035 0.4% 27% False False 3
20 0.9477 0.9293 0.0185 2.0% 0.0039 0.4% 24% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9550
2.618 0.9472
1.618 0.9424
1.000 0.9394
0.618 0.9376
HIGH 0.9346
0.618 0.9328
0.500 0.9322
0.382 0.9316
LOW 0.9298
0.618 0.9268
1.000 0.9250
1.618 0.9220
2.618 0.9172
4.250 0.9094
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 0.9332 0.9335
PP 0.9327 0.9332
S1 0.9322 0.9330

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

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