CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 0.9350 0.9385 0.0035 0.4% 0.9329
High 0.9386 0.9477 0.0092 1.0% 0.9477
Low 0.9344 0.9374 0.0030 0.3% 0.9316
Close 0.9386 0.9451 0.0065 0.7% 0.9451
Range 0.0042 0.0103 0.0062 148.2% 0.0161
ATR 0.0047 0.0051 0.0004 8.5% 0.0000
Volume 18 236 218 1,211.1% 312
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9743 0.9700 0.9507
R3 0.9640 0.9597 0.9479
R2 0.9537 0.9537 0.9469
R1 0.9494 0.9494 0.9460 0.9515
PP 0.9434 0.9434 0.9434 0.9445
S1 0.9391 0.9391 0.9441 0.9412
S2 0.9331 0.9331 0.9432
S3 0.9228 0.9288 0.9422
S4 0.9125 0.9185 0.9394
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9898 0.9835 0.9539
R3 0.9737 0.9674 0.9495
R2 0.9576 0.9576 0.9480
R1 0.9513 0.9513 0.9465 0.9544
PP 0.9415 0.9415 0.9415 0.9430
S1 0.9352 0.9352 0.9436 0.9383
S2 0.9254 0.9254 0.9421
S3 0.9093 0.9191 0.9406
S4 0.8932 0.9030 0.9362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9477 0.9316 0.0161 1.7% 0.0059 0.6% 84% True False 62
10 0.9477 0.9316 0.0161 1.7% 0.0050 0.5% 84% True False 36
20 0.9477 0.9267 0.0210 2.2% 0.0048 0.5% 87% True False 42
40 0.9477 0.9135 0.0342 3.6% 0.0052 0.5% 92% True False 58
60 0.9477 0.9135 0.0342 3.6% 0.0046 0.5% 92% True False 39
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 33 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9747
1.618 0.9644
1.000 0.9580
0.618 0.9541
HIGH 0.9477
0.618 0.9438
0.500 0.9426
0.382 0.9413
LOW 0.9374
0.618 0.9310
1.000 0.9271
1.618 0.9207
2.618 0.9104
4.250 0.8936
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 0.9442 0.9436
PP 0.9434 0.9422
S1 0.9426 0.9408

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

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