CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 0.9346 0.9327 -0.0020 -0.2% 0.9344
High 0.9346 0.9327 -0.0020 -0.2% 0.9397
Low 0.9298 0.9307 0.0009 0.1% 0.9318
Close 0.9337 0.9327 -0.0011 -0.1% 0.9357
Range 0.0048 0.0020 -0.0028 -58.3% 0.0079
ATR 0.0049 0.0048 -0.0001 -2.7% 0.0000
Volume 1 0 -1 -100.0% 18
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 0.9380 0.9373 0.9338
R3 0.9360 0.9353 0.9332
R2 0.9340 0.9340 0.9330
R1 0.9333 0.9333 0.9328 0.9337
PP 0.9320 0.9320 0.9320 0.9322
S1 0.9313 0.9313 0.9325 0.9317
S2 0.9300 0.9300 0.9323
S3 0.9280 0.9293 0.9321
S4 0.9260 0.9273 0.9316
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 0.9389 0.9293 0.0096 1.0% 0.0032 0.3% 35% False False
10 0.9448 0.9293 0.0156 1.7% 0.0034 0.4% 22% False False 2
20 0.9477 0.9293 0.0185 2.0% 0.0037 0.4% 18% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9412
2.618 0.9379
1.618 0.9359
1.000 0.9347
0.618 0.9339
HIGH 0.9327
0.618 0.9319
0.500 0.9317
0.382 0.9314
LOW 0.9307
0.618 0.9294
1.000 0.9287
1.618 0.9274
2.618 0.9254
4.250 0.9222
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 0.9323 0.9324
PP 0.9320 0.9322
S1 0.9317 0.9319

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

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