CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 0.9402 0.9353 -0.0050 -0.5% 0.9158
High 0.9407 0.9356 -0.0051 -0.5% 0.9409
Low 0.9331 0.9337 0.0007 0.1% 0.9150
Close 0.9337 0.9348 0.0011 0.1% 0.9337
Range 0.0076 0.0019 -0.0057 -75.0% 0.0259
ATR 0.0056 0.0054 -0.0003 -4.7% 0.0000
Volume 492 2 -490 -99.6% 722
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9404 0.9395 0.9358
R3 0.9385 0.9376 0.9353
R2 0.9366 0.9366 0.9351
R1 0.9357 0.9357 0.9349 0.9352
PP 0.9347 0.9347 0.9347 0.9344
S1 0.9338 0.9338 0.9346 0.9333
S2 0.9328 0.9328 0.9344
S3 0.9309 0.9319 0.9342
S4 0.9290 0.9300 0.9337
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0074 0.9964 0.9479
R3 0.9815 0.9705 0.9408
R2 0.9557 0.9557 0.9384
R1 0.9447 0.9447 0.9360 0.9502
PP 0.9298 0.9298 0.9298 0.9326
S1 0.9188 0.9188 0.9313 0.9243
S2 0.9040 0.9040 0.9289
S3 0.8781 0.8930 0.9265
S4 0.8523 0.8671 0.9194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9409 0.9248 0.0161 1.7% 0.0056 0.6% 62% False False 110
10 0.9409 0.9135 0.0274 2.9% 0.0063 0.7% 78% False False 74
20 0.9409 0.9135 0.0274 2.9% 0.0049 0.5% 78% False False 38
40 0.9477 0.9135 0.0342 3.7% 0.0044 0.5% 62% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.9437
2.618 0.9406
1.618 0.9387
1.000 0.9375
0.618 0.9368
HIGH 0.9356
0.618 0.9349
0.500 0.9347
0.382 0.9344
LOW 0.9337
0.618 0.9325
1.000 0.9318
1.618 0.9306
2.618 0.9287
4.250 0.9256
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 0.9347 0.9370
PP 0.9347 0.9362
S1 0.9347 0.9355

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

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