CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 0.9327 0.9329 0.0003 0.0% 0.9347
High 0.9327 0.9346 0.0019 0.2% 0.9368
Low 0.9307 0.9322 0.0016 0.2% 0.9293
Close 0.9327 0.9329 0.0003 0.0% 0.9329
Range 0.0020 0.0024 0.0004 17.5% 0.0075
ATR 0.0048 0.0046 -0.0002 -3.6% 0.0000
Volume
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.9403 0.9389 0.9342
R3 0.9379 0.9366 0.9335
R2 0.9356 0.9356 0.9333
R1 0.9342 0.9342 0.9331 0.9341
PP 0.9332 0.9332 0.9332 0.9331
S1 0.9319 0.9319 0.9327 0.9317
S2 0.9309 0.9309 0.9325
S3 0.9285 0.9295 0.9323
S4 0.9262 0.9272 0.9316
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.9555 0.9517 0.9370
R3 0.9480 0.9442 0.9350
R2 0.9405 0.9405 0.9343
R1 0.9367 0.9367 0.9336 0.9348
PP 0.9330 0.9330 0.9330 0.9320
S1 0.9292 0.9292 0.9322 0.9273
S2 0.9255 0.9255 0.9315
S3 0.9180 0.9217 0.9308
S4 0.9105 0.9142 0.9288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9368 0.9293 0.0075 0.8% 0.0028 0.3% 49% False False
10 0.9397 0.9293 0.0104 1.1% 0.0032 0.3% 35% False False 2
20 0.9477 0.9293 0.0185 2.0% 0.0037 0.4% 20% False False 2
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9445
2.618 0.9407
1.618 0.9384
1.000 0.9369
0.618 0.9360
HIGH 0.9346
0.618 0.9337
0.500 0.9334
0.382 0.9331
LOW 0.9322
0.618 0.9307
1.000 0.9299
1.618 0.9284
2.618 0.9260
4.250 0.9222
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 0.9334 0.9327
PP 0.9332 0.9324
S1 0.9331 0.9322

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

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