CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 0.9347 0.9393 0.0046 0.5% 0.9158
High 0.9378 0.9400 0.0023 0.2% 0.9409
Low 0.9336 0.9362 0.0026 0.3% 0.9150
Close 0.9366 0.9387 0.0022 0.2% 0.9337
Range 0.0042 0.0038 -0.0004 -8.4% 0.0259
ATR 0.0051 0.0051 -0.0001 -1.9% 0.0000
Volume 13 371 358 2,753.8% 722
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9497 0.9480 0.9408
R3 0.9459 0.9442 0.9397
R2 0.9421 0.9421 0.9394
R1 0.9404 0.9404 0.9390 0.9394
PP 0.9383 0.9383 0.9383 0.9378
S1 0.9366 0.9366 0.9384 0.9356
S2 0.9345 0.9345 0.9380
S3 0.9307 0.9328 0.9377
S4 0.9269 0.9290 0.9366
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 0.9407 0.9321 0.0086 0.9% 0.0042 0.4% 77% False False 177
10 0.9409 0.9135 0.0274 2.9% 0.0057 0.6% 92% False False 111
20 0.9409 0.9135 0.0274 2.9% 0.0050 0.5% 92% False False 57
40 0.9477 0.9135 0.0342 3.6% 0.0044 0.5% 74% False False 30
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9562
2.618 0.9499
1.618 0.9461
1.000 0.9438
0.618 0.9423
HIGH 0.9400
0.618 0.9385
0.500 0.9381
0.382 0.9377
LOW 0.9362
0.618 0.9339
1.000 0.9324
1.618 0.9301
2.618 0.9263
4.250 0.9201
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 0.9385 0.9378
PP 0.9383 0.9369
S1 0.9381 0.9360

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

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