CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 0.9318 0.9321 0.0004 0.0% 0.9347
High 0.9338 0.9325 -0.0013 -0.1% 0.9368
Low 0.9296 0.9303 0.0007 0.1% 0.9293
Close 0.9318 0.9321 0.0004 0.0% 0.9329
Range 0.0042 0.0022 -0.0020 -47.6% 0.0075
ATR 0.0045 0.0043 -0.0002 -3.7% 0.0000
Volume 0 10 10 3
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 0.9382 0.9374 0.9333
R3 0.9360 0.9352 0.9327
R2 0.9338 0.9338 0.9325
R1 0.9330 0.9330 0.9323 0.9332
PP 0.9316 0.9316 0.9316 0.9318
S1 0.9308 0.9308 0.9319 0.9310
S2 0.9294 0.9294 0.9317
S3 0.9272 0.9286 0.9315
S4 0.9250 0.9264 0.9309
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 0.9346 0.9296 0.0050 0.5% 0.0029 0.3% 51% False False 2
10 0.9396 0.9293 0.0103 1.1% 0.0033 0.4% 28% False False 1
20 0.9477 0.9293 0.0185 2.0% 0.0036 0.4% 15% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9419
2.618 0.9383
1.618 0.9361
1.000 0.9347
0.618 0.9339
HIGH 0.9325
0.618 0.9317
0.500 0.9314
0.382 0.9311
LOW 0.9303
0.618 0.9289
1.000 0.9281
1.618 0.9267
2.618 0.9245
4.250 0.9210
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 0.9319 0.9320
PP 0.9316 0.9319
S1 0.9314 0.9319

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

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