CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 0.9278 0.9334 0.0057 0.6% 0.9388
High 0.9335 0.9339 0.0004 0.0% 0.9452
Low 0.9267 0.9307 0.0040 0.4% 0.9332
Close 0.9326 0.9316 -0.0010 -0.1% 0.9353
Range 0.0068 0.0032 -0.0036 -52.9% 0.0120
ATR 0.0052 0.0051 -0.0001 -2.7% 0.0000
Volume 67 43 -24 -35.8% 338
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9416 0.9398 0.9334
R3 0.9384 0.9366 0.9325
R2 0.9352 0.9352 0.9322
R1 0.9334 0.9334 0.9319 0.9327
PP 0.9320 0.9320 0.9320 0.9317
S1 0.9302 0.9302 0.9313 0.9295
S2 0.9288 0.9288 0.9310
S3 0.9256 0.9270 0.9307
S4 0.9224 0.9238 0.9298
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9737 0.9665 0.9419
R3 0.9618 0.9545 0.9386
R2 0.9498 0.9498 0.9375
R1 0.9426 0.9426 0.9364 0.9402
PP 0.9379 0.9379 0.9379 0.9367
S1 0.9306 0.9306 0.9342 0.9283
S2 0.9259 0.9259 0.9331
S3 0.9140 0.9187 0.9320
S4 0.9020 0.9067 0.9287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9388 0.9267 0.0121 1.3% 0.0051 0.5% 41% False False 76
10 0.9452 0.9267 0.0185 2.0% 0.0050 0.5% 27% False False 73
20 0.9452 0.9135 0.0317 3.4% 0.0053 0.6% 57% False False 92
40 0.9457 0.9135 0.0322 3.5% 0.0046 0.5% 56% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9475
2.618 0.9422
1.618 0.9390
1.000 0.9371
0.618 0.9358
HIGH 0.9339
0.618 0.9326
0.500 0.9323
0.382 0.9319
LOW 0.9307
0.618 0.9287
1.000 0.9275
1.618 0.9255
2.618 0.9223
4.250 0.9171
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 0.9323 0.9312
PP 0.9320 0.9307
S1 0.9318 0.9303

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

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