CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 0.9329 0.9337 0.0008 0.1% 0.9359
High 0.9357 0.9390 0.0033 0.3% 0.9392
Low 0.9316 0.9332 0.0016 0.2% 0.9329
Close 0.9337 0.9383 0.0046 0.5% 0.9368
Range 0.0041 0.0059 0.0017 41.0% 0.0063
ATR 0.0046 0.0047 0.0001 1.9% 0.0000
Volume 14 22 8 57.1% 53
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9544 0.9522 0.9415
R3 0.9485 0.9463 0.9399
R2 0.9427 0.9427 0.9394
R1 0.9405 0.9405 0.9388 0.9416
PP 0.9368 0.9368 0.9368 0.9374
S1 0.9346 0.9346 0.9378 0.9357
S2 0.9310 0.9310 0.9372
S3 0.9251 0.9288 0.9367
S4 0.9193 0.9229 0.9351
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 0.9316 0.0076 0.8% 0.0047 0.5% 88% False False 16
10 0.9395 0.9305 0.0090 1.0% 0.0043 0.5% 87% False False 13
20 0.9452 0.9267 0.0185 2.0% 0.0048 0.5% 63% False False 41
40 0.9452 0.9135 0.0317 3.4% 0.0049 0.5% 78% False False 51
60 0.9477 0.9135 0.0342 3.6% 0.0045 0.5% 73% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9639
2.618 0.9543
1.618 0.9485
1.000 0.9449
0.618 0.9426
HIGH 0.9390
0.618 0.9368
0.500 0.9361
0.382 0.9354
LOW 0.9332
0.618 0.9295
1.000 0.9273
1.618 0.9237
2.618 0.9178
4.250 0.9083
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 0.9376 0.9373
PP 0.9368 0.9363
S1 0.9361 0.9353

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

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