CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 0.9158 0.9288 0.0130 1.4% 0.9325
High 0.9264 0.9317 0.0053 0.6% 0.9341
Low 0.9150 0.9248 0.0098 1.1% 0.9135
Close 0.9261 0.9313 0.0052 0.6% 0.9152
Range 0.0114 0.0069 -0.0045 -39.5% 0.0206
ATR 0.0053 0.0054 0.0001 2.2% 0.0000
Volume 170 31 -139 -81.8% 26
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9500 0.9475 0.9350
R3 0.9431 0.9406 0.9331
R2 0.9362 0.9362 0.9325
R1 0.9337 0.9337 0.9319 0.9349
PP 0.9293 0.9293 0.9293 0.9299
S1 0.9268 0.9268 0.9306 0.9280
S2 0.9224 0.9224 0.9300
S3 0.9155 0.9199 0.9294
S4 0.9086 0.9130 0.9275
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9827 0.9696 0.9265
R3 0.9621 0.9490 0.9209
R2 0.9415 0.9415 0.9190
R1 0.9284 0.9284 0.9171 0.9247
PP 0.9209 0.9209 0.9209 0.9191
S1 0.9078 0.9078 0.9133 0.9041
S2 0.9003 0.9003 0.9114
S3 0.8797 0.8872 0.9095
S4 0.8591 0.8666 0.9039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9317 0.9135 0.0182 2.0% 0.0064 0.7% 98% True False 41
10 0.9367 0.9135 0.0232 2.5% 0.0059 0.6% 77% False False 24
20 0.9397 0.9135 0.0262 2.8% 0.0046 0.5% 68% False False 12
40 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 52% False False 8
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9498
1.618 0.9429
1.000 0.9386
0.618 0.9360
HIGH 0.9317
0.618 0.9291
0.500 0.9283
0.382 0.9274
LOW 0.9248
0.618 0.9205
1.000 0.9179
1.618 0.9136
2.618 0.9067
4.250 0.8955
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 0.9303 0.9284
PP 0.9293 0.9255
S1 0.9283 0.9226

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

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