CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 0.9339 0.9344 0.0005 0.1% 0.9341
High 0.9345 0.9349 0.0005 0.0% 0.9365
Low 0.9296 0.9305 0.0009 0.1% 0.9267
Close 0.9321 0.9349 0.0028 0.3% 0.9316
Range 0.0048 0.0044 -0.0004 -8.3% 0.0098
ATR 0.0050 0.0049 0.0000 -0.8% 0.0000
Volume 17 3 -14 -82.4% 350
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9466 0.9452 0.9373
R3 0.9422 0.9408 0.9361
R2 0.9378 0.9378 0.9357
R1 0.9364 0.9364 0.9353 0.9371
PP 0.9334 0.9334 0.9334 0.9338
S1 0.9320 0.9320 0.9345 0.9327
S2 0.9290 0.9290 0.9341
S3 0.9246 0.9276 0.9337
S4 0.9202 0.9232 0.9325
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 0.9349 0.9267 0.0082 0.9% 0.0047 0.5% 100% True False 33
10 0.9425 0.9267 0.0158 1.7% 0.0049 0.5% 52% False False 48
20 0.9452 0.9267 0.0185 2.0% 0.0048 0.5% 44% False False 85
40 0.9452 0.9135 0.0317 3.4% 0.0047 0.5% 68% False False 49
60 0.9477 0.9135 0.0342 3.7% 0.0046 0.5% 63% False False 34
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9536
2.618 0.9464
1.618 0.9420
1.000 0.9393
0.618 0.9376
HIGH 0.9349
0.618 0.9332
0.500 0.9327
0.382 0.9322
LOW 0.9305
0.618 0.9278
1.000 0.9261
1.618 0.9234
2.618 0.9190
4.250 0.9118
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 0.9342 0.9340
PP 0.9334 0.9331
S1 0.9327 0.9323

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

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