CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 0.9428 0.9381 -0.0047 -0.5% 0.9380
High 0.9434 0.9386 -0.0049 -0.5% 0.9457
Low 0.9387 0.9298 -0.0089 -0.9% 0.9362
Close 0.9395 0.9299 -0.0096 -1.0% 0.9395
Range 0.0047 0.0088 0.0041 86.2% 0.0095
ATR 0.0068 0.0070 0.0002 3.0% 0.0000
Volume 23 88 65 282.6% 202
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 0.9590 0.9532 0.9347
R3 0.9503 0.9445 0.9323
R2 0.9415 0.9415 0.9315
R1 0.9357 0.9357 0.9307 0.9342
PP 0.9328 0.9328 0.9328 0.9320
S1 0.9270 0.9270 0.9291 0.9255
S2 0.9240 0.9240 0.9283
S3 0.9153 0.9182 0.9275
S4 0.9065 0.9095 0.9251
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.9689 0.9637 0.9447
R3 0.9594 0.9542 0.9421
R2 0.9499 0.9499 0.9412
R1 0.9447 0.9447 0.9403 0.9473
PP 0.9404 0.9404 0.9404 0.9417
S1 0.9352 0.9352 0.9386 0.9378
S2 0.9309 0.9309 0.9377
S3 0.9214 0.9257 0.9368
S4 0.9119 0.9162 0.9342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9457 0.9298 0.0159 1.7% 0.0057 0.6% 1% False True 54
10 0.9457 0.9298 0.0159 1.7% 0.0060 0.6% 1% False True 65
20 0.9457 0.9281 0.0176 1.9% 0.0058 0.6% 10% False False 75
40 0.9580 0.9034 0.0546 5.9% 0.0080 0.9% 49% False False 76
60 0.9939 0.9015 0.0924 9.9% 0.0091 1.0% 31% False False 70
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 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9757
2.618 0.9615
1.618 0.9527
1.000 0.9473
0.618 0.9440
HIGH 0.9386
0.618 0.9352
0.500 0.9342
0.382 0.9331
LOW 0.9298
0.618 0.9244
1.000 0.9211
1.618 0.9156
2.618 0.9069
4.250 0.8926
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 0.9342 0.9377
PP 0.9328 0.9351
S1 0.9313 0.9325

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

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