CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 0.9210 0.9194 -0.0016 -0.2% 0.9332
High 0.9249 0.9231 -0.0018 -0.2% 0.9367
Low 0.9210 0.9191 -0.0019 -0.2% 0.9296
Close 0.9210 0.9194 -0.0016 -0.2% 0.9306
Range 0.0039 0.0040 0.0001 2.6% 0.0071
ATR 0.0048 0.0047 -0.0001 -1.2% 0.0000
Volume 1 6 5 500.0% 15
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9324 0.9298 0.9216
R3 0.9284 0.9259 0.9205
R2 0.9245 0.9245 0.9201
R1 0.9219 0.9219 0.9198 0.9214
PP 0.9205 0.9205 0.9205 0.9202
S1 0.9180 0.9180 0.9190 0.9174
S2 0.9166 0.9166 0.9187
S3 0.9126 0.9140 0.9183
S4 0.9087 0.9101 0.9172
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 0.9191 0.0176 1.9% 0.0057 0.6% 2% False True 6
10 0.9367 0.9191 0.0176 1.9% 0.0043 0.5% 2% False True 4
20 0.9457 0.9191 0.0266 2.9% 0.0039 0.4% 1% False True 3
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9398
2.618 0.9334
1.618 0.9294
1.000 0.9270
0.618 0.9255
HIGH 0.9231
0.618 0.9215
0.500 0.9211
0.382 0.9206
LOW 0.9191
0.618 0.9167
1.000 0.9152
1.618 0.9127
2.618 0.9088
4.250 0.9023
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 0.9211 0.9258
PP 0.9205 0.9237
S1 0.9200 0.9215

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

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