CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 0.9321 0.9306 -0.0016 -0.2% 0.9332
High 0.9325 0.9367 0.0042 0.5% 0.9367
Low 0.9303 0.9300 -0.0003 0.0% 0.9296
Close 0.9321 0.9306 -0.0016 -0.2% 0.9306
Range 0.0022 0.0067 0.0045 204.6% 0.0071
ATR 0.0043 0.0045 0.0002 3.9% 0.0000
Volume 10 5 -5 -50.0% 15
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.9525 0.9482 0.9342
R3 0.9458 0.9415 0.9324
R2 0.9391 0.9391 0.9318
R1 0.9348 0.9348 0.9312 0.9339
PP 0.9324 0.9324 0.9324 0.9319
S1 0.9281 0.9281 0.9299 0.9272
S2 0.9257 0.9257 0.9293
S3 0.9190 0.9214 0.9287
S4 0.9123 0.9147 0.9269
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.9536 0.9492 0.9345
R3 0.9465 0.9421 0.9325
R2 0.9394 0.9394 0.9319
R1 0.9350 0.9350 0.9312 0.9336
PP 0.9323 0.9323 0.9323 0.9316
S1 0.9279 0.9279 0.9299 0.9265
S2 0.9252 0.9252 0.9292
S3 0.9181 0.9208 0.9286
S4 0.9110 0.9137 0.9266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9367 0.9296 0.0071 0.8% 0.0039 0.4% 13% True False 3
10 0.9389 0.9293 0.0096 1.0% 0.0035 0.4% 14% False False 1
20 0.9477 0.9293 0.0185 2.0% 0.0035 0.4% 7% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9652
2.618 0.9542
1.618 0.9475
1.000 0.9434
0.618 0.9408
HIGH 0.9367
0.618 0.9341
0.500 0.9333
0.382 0.9326
LOW 0.9300
0.618 0.9259
1.000 0.9233
1.618 0.9192
2.618 0.9125
4.250 0.9015
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 0.9333 0.9332
PP 0.9324 0.9323
S1 0.9315 0.9314

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

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