CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 0.9379 0.9388 0.0010 0.1% 0.9353
High 0.9392 0.9394 0.0003 0.0% 0.9400
Low 0.9368 0.9372 0.0004 0.0% 0.9321
Close 0.9383 0.9378 -0.0005 -0.1% 0.9383
Range 0.0024 0.0023 -0.0001 -4.3% 0.0080
ATR 0.0049 0.0047 -0.0002 -3.8% 0.0000
Volume 44 53 9 20.5% 437
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9449 0.9436 0.9390
R3 0.9426 0.9413 0.9384
R2 0.9404 0.9404 0.9382
R1 0.9391 0.9391 0.9380 0.9386
PP 0.9381 0.9381 0.9381 0.9379
S1 0.9368 0.9368 0.9376 0.9364
S2 0.9359 0.9359 0.9374
S3 0.9336 0.9346 0.9372
S4 0.9314 0.9323 0.9366
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% 0.0032 0.3% 72% False False 97
10 0.9409 0.9248 0.0161 1.7% 0.0044 0.5% 81% False False 104
20 0.9409 0.9135 0.0274 2.9% 0.0050 0.5% 89% False False 62
40 0.9477 0.9135 0.0342 3.6% 0.0044 0.5% 71% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9490
2.618 0.9453
1.618 0.9430
1.000 0.9417
0.618 0.9408
HIGH 0.9394
0.618 0.9385
0.500 0.9383
0.382 0.9380
LOW 0.9372
0.618 0.9358
1.000 0.9349
1.618 0.9335
2.618 0.9313
4.250 0.9276
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 0.9383 0.9381
PP 0.9381 0.9380
S1 0.9380 0.9379

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

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