CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 0.9342 0.9357 0.0016 0.2% 0.9323
High 0.9355 0.9395 0.0040 0.4% 0.9395
Low 0.9331 0.9343 0.0012 0.1% 0.9296
Close 0.9348 0.9372 0.0025 0.3% 0.9372
Range 0.0024 0.0052 0.0028 116.7% 0.0099
ATR 0.0048 0.0048 0.0000 0.7% 0.0000
Volume 36 8 -28 -77.8% 101
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9526 0.9501 0.9401
R3 0.9474 0.9449 0.9386
R2 0.9422 0.9422 0.9382
R1 0.9397 0.9397 0.9377 0.9410
PP 0.9370 0.9370 0.9370 0.9376
S1 0.9345 0.9345 0.9367 0.9358
S2 0.9318 0.9318 0.9362
S3 0.9266 0.9293 0.9358
S4 0.9214 0.9241 0.9343
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9650 0.9610 0.9426
R3 0.9552 0.9511 0.9399
R2 0.9453 0.9453 0.9390
R1 0.9413 0.9413 0.9381 0.9433
PP 0.9354 0.9354 0.9354 0.9365
S1 0.9314 0.9314 0.9363 0.9334
S2 0.9256 0.9256 0.9354
S3 0.9157 0.9215 0.9345
S4 0.9059 0.9117 0.9318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9395 0.9296 0.0099 1.1% 0.0042 0.5% 77% True False 20
10 0.9395 0.9267 0.0128 1.4% 0.0047 0.5% 82% True False 48
20 0.9452 0.9267 0.0185 2.0% 0.0046 0.5% 57% False False 85
40 0.9452 0.9135 0.0317 3.4% 0.0047 0.5% 75% False False 49
60 0.9477 0.9135 0.0342 3.6% 0.0045 0.5% 69% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9616
2.618 0.9531
1.618 0.9479
1.000 0.9447
0.618 0.9427
HIGH 0.9395
0.618 0.9375
0.500 0.9369
0.382 0.9363
LOW 0.9343
0.618 0.9311
1.000 0.9291
1.618 0.9259
2.618 0.9207
4.250 0.9122
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 0.9371 0.9365
PP 0.9370 0.9357
S1 0.9369 0.9350

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

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