CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 0.9290 0.9210 -0.0080 -0.9% 0.9332
High 0.9326 0.9249 -0.0077 -0.8% 0.9367
Low 0.9227 0.9210 -0.0017 -0.2% 0.9296
Close 0.9228 0.9210 -0.0018 -0.2% 0.9306
Range 0.0099 0.0039 -0.0061 -61.1% 0.0071
ATR 0.0049 0.0048 -0.0001 -1.5% 0.0000
Volume 15 1 -14 -93.3% 15
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9338 0.9313 0.9231
R3 0.9300 0.9274 0.9221
R2 0.9261 0.9261 0.9217
R1 0.9236 0.9236 0.9214 0.9229
PP 0.9223 0.9223 0.9223 0.9220
S1 0.9197 0.9197 0.9206 0.9191
S2 0.9184 0.9184 0.9203
S3 0.9146 0.9159 0.9199
S4 0.9107 0.9120 0.9189
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 0.9210 0.0157 1.7% 0.0053 0.6% 0% False True 6
10 0.9367 0.9210 0.0157 1.7% 0.0044 0.5% 0% False True 3
20 0.9477 0.9210 0.0267 2.9% 0.0038 0.4% 0% False True 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9412
2.618 0.9349
1.618 0.9311
1.000 0.9287
0.618 0.9272
HIGH 0.9249
0.618 0.9234
0.500 0.9229
0.382 0.9225
LOW 0.9210
0.618 0.9186
1.000 0.9172
1.618 0.9148
2.618 0.9109
4.250 0.9046
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 0.9229 0.9276
PP 0.9223 0.9254
S1 0.9216 0.9232

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

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