CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 0.9359 0.9339 -0.0021 -0.2% 0.9323
High 0.9383 0.9355 -0.0029 -0.3% 0.9395
Low 0.9339 0.9329 -0.0010 -0.1% 0.9296
Close 0.9342 0.9348 0.0006 0.1% 0.9372
Range 0.0044 0.0026 -0.0018 -41.4% 0.0099
ATR 0.0048 0.0046 -0.0002 -3.3% 0.0000
Volume 4 1 -3 -75.0% 101
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9420 0.9409 0.9362
R3 0.9395 0.9384 0.9355
R2 0.9369 0.9369 0.9352
R1 0.9358 0.9358 0.9350 0.9364
PP 0.9344 0.9344 0.9344 0.9346
S1 0.9333 0.9333 0.9345 0.9338
S2 0.9318 0.9318 0.9343
S3 0.9293 0.9307 0.9340
S4 0.9267 0.9282 0.9333
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 0.9305 0.0090 1.0% 0.0038 0.4% 47% False False 10
10 0.9395 0.9267 0.0128 1.4% 0.0042 0.4% 63% False False 32
20 0.9452 0.9267 0.0185 2.0% 0.0045 0.5% 44% False False 61
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 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 True
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9463
2.618 0.9421
1.618 0.9396
1.000 0.9380
0.618 0.9370
HIGH 0.9355
0.618 0.9345
0.500 0.9342
0.382 0.9339
LOW 0.9329
0.618 0.9313
1.000 0.9304
1.618 0.9288
2.618 0.9262
4.250 0.9221
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 0.9346 0.9362
PP 0.9344 0.9357
S1 0.9342 0.9352

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

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