CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 0.9393 0.9379 -0.0015 -0.2% 0.9353
High 0.9400 0.9392 -0.0009 -0.1% 0.9400
Low 0.9362 0.9368 0.0006 0.1% 0.9321
Close 0.9387 0.9383 -0.0004 0.0% 0.9383
Range 0.0038 0.0024 -0.0015 -38.2% 0.0080
ATR 0.0051 0.0049 -0.0002 -3.8% 0.0000
Volume 371 44 -327 -88.1% 437
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9451 0.9441 0.9396
R3 0.9428 0.9417 0.9389
R2 0.9404 0.9404 0.9387
R1 0.9394 0.9394 0.9385 0.9399
PP 0.9381 0.9381 0.9381 0.9384
S1 0.9370 0.9370 0.9381 0.9376
S2 0.9357 0.9357 0.9379
S3 0.9334 0.9347 0.9377
S4 0.9310 0.9323 0.9370
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9606 0.9574 0.9427
R3 0.9527 0.9495 0.9405
R2 0.9447 0.9447 0.9398
R1 0.9415 0.9415 0.9390 0.9431
PP 0.9368 0.9368 0.9368 0.9376
S1 0.9336 0.9336 0.9376 0.9352
S2 0.9288 0.9288 0.9368
S3 0.9209 0.9256 0.9361
S4 0.9129 0.9177 0.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9400 0.9321 0.0080 0.8% 0.0031 0.3% 79% False False 87
10 0.9409 0.9150 0.0259 2.8% 0.0053 0.6% 90% False False 115
20 0.9409 0.9135 0.0274 2.9% 0.0050 0.5% 91% False False 60
40 0.9477 0.9135 0.0342 3.6% 0.0044 0.5% 73% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9491
2.618 0.9453
1.618 0.9430
1.000 0.9415
0.618 0.9406
HIGH 0.9392
0.618 0.9383
0.500 0.9380
0.382 0.9377
LOW 0.9368
0.618 0.9353
1.000 0.9345
1.618 0.9330
2.618 0.9306
4.250 0.9268
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 0.9382 0.9378
PP 0.9381 0.9373
S1 0.9380 0.9368

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

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