CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 0.9407 0.9362 -0.0046 -0.5% 0.9353
High 0.9425 0.9369 -0.0057 -0.6% 0.9400
Low 0.9365 0.9332 -0.0033 -0.4% 0.9321
Close 0.9376 0.9352 -0.0025 -0.3% 0.9383
Range 0.0060 0.0037 -0.0024 -39.2% 0.0080
ATR 0.0051 0.0051 -0.0001 -1.0% 0.0000
Volume 32 8 -24 -75.0% 437
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9460 0.9442 0.9372
R3 0.9424 0.9406 0.9362
R2 0.9387 0.9387 0.9358
R1 0.9369 0.9369 0.9355 0.9360
PP 0.9351 0.9351 0.9351 0.9346
S1 0.9333 0.9333 0.9348 0.9324
S2 0.9314 0.9314 0.9345
S3 0.9278 0.9296 0.9341
S4 0.9241 0.9260 0.9331
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 0.9452 0.9332 0.0120 1.3% 0.0048 0.5% 16% False True 69
10 0.9452 0.9321 0.0131 1.4% 0.0045 0.5% 24% False False 123
20 0.9452 0.9135 0.0317 3.4% 0.0055 0.6% 68% False False 74
40 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 63% False False 38
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9524
2.618 0.9464
1.618 0.9428
1.000 0.9405
0.618 0.9391
HIGH 0.9369
0.618 0.9355
0.500 0.9350
0.382 0.9346
LOW 0.9332
0.618 0.9309
1.000 0.9296
1.618 0.9273
2.618 0.9236
4.250 0.9177
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 0.9351 0.9392
PP 0.9351 0.9378
S1 0.9350 0.9365

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

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