CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 0.9323 0.9339 0.0016 0.2% 0.9341
High 0.9342 0.9345 0.0003 0.0% 0.9365
Low 0.9299 0.9296 -0.0003 0.0% 0.9267
Close 0.9342 0.9321 -0.0021 -0.2% 0.9316
Range 0.0043 0.0048 0.0005 11.6% 0.0098
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 37 17 -20 -54.1% 350
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9465 0.9441 0.9347
R3 0.9417 0.9393 0.9334
R2 0.9369 0.9369 0.9330
R1 0.9345 0.9345 0.9325 0.9333
PP 0.9321 0.9321 0.9321 0.9315
S1 0.9297 0.9297 0.9317 0.9285
S2 0.9273 0.9273 0.9312
S3 0.9225 0.9249 0.9308
S4 0.9177 0.9201 0.9295
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9610 0.9561 0.9370
R3 0.9512 0.9463 0.9343
R2 0.9414 0.9414 0.9334
R1 0.9365 0.9365 0.9325 0.9341
PP 0.9316 0.9316 0.9316 0.9304
S1 0.9267 0.9267 0.9307 0.9243
S2 0.9218 0.9218 0.9298
S3 0.9120 0.9169 0.9289
S4 0.9022 0.9071 0.9262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9345 0.9267 0.0078 0.8% 0.0046 0.5% 70% True False 53
10 0.9452 0.9267 0.0185 2.0% 0.0054 0.6% 29% False False 68
20 0.9452 0.9248 0.0204 2.2% 0.0049 0.5% 36% False False 86
40 0.9452 0.9135 0.0317 3.4% 0.0047 0.5% 59% False False 49
60 0.9477 0.9135 0.0342 3.7% 0.0046 0.5% 54% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9549
2.618 0.9470
1.618 0.9422
1.000 0.9393
0.618 0.9374
HIGH 0.9345
0.618 0.9326
0.500 0.9320
0.382 0.9315
LOW 0.9296
0.618 0.9267
1.000 0.9248
1.618 0.9219
2.618 0.9171
4.250 0.9092
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 0.9321 0.9321
PP 0.9321 0.9321
S1 0.9320 0.9320

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

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