CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 0.9344 0.9342 -0.0002 0.0% 0.9341
High 0.9349 0.9355 0.0006 0.1% 0.9365
Low 0.9305 0.9331 0.0026 0.3% 0.9267
Close 0.9349 0.9348 -0.0002 0.0% 0.9316
Range 0.0044 0.0024 -0.0020 -45.5% 0.0098
ATR 0.0049 0.0048 -0.0002 -3.7% 0.0000
Volume 3 36 33 1,100.0% 350
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9417 0.9406 0.9361
R3 0.9393 0.9382 0.9354
R2 0.9369 0.9369 0.9352
R1 0.9358 0.9358 0.9350 0.9363
PP 0.9345 0.9345 0.9345 0.9347
S1 0.9334 0.9334 0.9345 0.9339
S2 0.9321 0.9321 0.9343
S3 0.9297 0.9310 0.9341
S4 0.9273 0.9286 0.9334
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 0.9355 0.9296 0.0059 0.6% 0.0038 0.4% 87% True False 27
10 0.9388 0.9267 0.0121 1.3% 0.0045 0.5% 67% False False 48
20 0.9452 0.9267 0.0185 2.0% 0.0046 0.5% 44% False False 86
40 0.9452 0.9135 0.0317 3.4% 0.0047 0.5% 67% False False 49
60 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 62% False False 34
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 0.0012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9457
2.618 0.9418
1.618 0.9394
1.000 0.9379
0.618 0.9370
HIGH 0.9355
0.618 0.9346
0.500 0.9343
0.382 0.9340
LOW 0.9331
0.618 0.9316
1.000 0.9307
1.618 0.9292
2.618 0.9268
4.250 0.9229
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 0.9346 0.9340
PP 0.9345 0.9333
S1 0.9343 0.9326

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

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