CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 0.9341 0.9372 0.0031 0.3% 0.9323
High 0.9392 0.9378 -0.0014 -0.1% 0.9395
Low 0.9339 0.9330 -0.0009 -0.1% 0.9296
Close 0.9368 0.9331 -0.0038 -0.4% 0.9372
Range 0.0054 0.0048 -0.0006 -10.3% 0.0099
ATR 0.0047 0.0047 0.0000 0.2% 0.0000
Volume 18 6 -12 -66.7% 101
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9490 0.9458 0.9357
R3 0.9442 0.9410 0.9344
R2 0.9394 0.9394 0.9339
R1 0.9362 0.9362 0.9335 0.9354
PP 0.9346 0.9346 0.9346 0.9342
S1 0.9314 0.9314 0.9326 0.9306
S2 0.9298 0.9298 0.9322
S3 0.9250 0.9266 0.9317
S4 0.9202 0.9218 0.9304
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 0.9329 0.0066 0.7% 0.0045 0.5% 2% False False 7
10 0.9395 0.9296 0.0099 1.1% 0.0041 0.4% 35% False False 17
20 0.9452 0.9267 0.0185 2.0% 0.0046 0.5% 34% False False 61
40 0.9452 0.9135 0.0317 3.4% 0.0048 0.5% 62% False False 50
60 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 57% 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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9582
2.618 0.9504
1.618 0.9456
1.000 0.9426
0.618 0.9408
HIGH 0.9378
0.618 0.9360
0.500 0.9354
0.382 0.9348
LOW 0.9330
0.618 0.9300
1.000 0.9282
1.618 0.9252
2.618 0.9204
4.250 0.9126
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 0.9354 0.9361
PP 0.9346 0.9351
S1 0.9338 0.9341

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

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