CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 0.9372 0.9334 -0.0038 -0.4% 0.9359
High 0.9378 0.9368 -0.0011 -0.1% 0.9392
Low 0.9330 0.9333 0.0003 0.0% 0.9329
Close 0.9331 0.9368 0.0037 0.4% 0.9368
Range 0.0048 0.0035 -0.0013 -27.1% 0.0063
ATR 0.0047 0.0046 -0.0001 -1.5% 0.0000
Volume 6 24 18 300.0% 53
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9461 0.9449 0.9387
R3 0.9426 0.9414 0.9377
R2 0.9391 0.9391 0.9374
R1 0.9379 0.9379 0.9371 0.9385
PP 0.9356 0.9356 0.9356 0.9359
S1 0.9344 0.9344 0.9364 0.9350
S2 0.9321 0.9321 0.9361
S3 0.9286 0.9309 0.9358
S4 0.9251 0.9274 0.9348
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9552 0.9523 0.9402
R3 0.9489 0.9460 0.9385
R2 0.9426 0.9426 0.9379
R1 0.9397 0.9397 0.9373 0.9411
PP 0.9363 0.9363 0.9363 0.9370
S1 0.9334 0.9334 0.9362 0.9348
S2 0.9300 0.9300 0.9356
S3 0.9237 0.9271 0.9350
S4 0.9174 0.9208 0.9333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9392 0.9329 0.0063 0.7% 0.0041 0.4% 61% False False 10
10 0.9395 0.9296 0.0099 1.1% 0.0042 0.4% 72% False False 15
20 0.9452 0.9267 0.0185 2.0% 0.0046 0.5% 54% False False 44
40 0.9452 0.9135 0.0317 3.4% 0.0048 0.5% 73% False False 51
60 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 68% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9516
2.618 0.9459
1.618 0.9424
1.000 0.9403
0.618 0.9389
HIGH 0.9368
0.618 0.9354
0.500 0.9350
0.382 0.9346
LOW 0.9333
0.618 0.9311
1.000 0.9298
1.618 0.9276
2.618 0.9241
4.250 0.9184
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 0.9362 0.9365
PP 0.9356 0.9363
S1 0.9350 0.9361

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

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