CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 0.9381 0.9307 -0.0074 -0.8% 0.9380
High 0.9386 0.9353 -0.0033 -0.3% 0.9457
Low 0.9298 0.9304 0.0006 0.1% 0.9362
Close 0.9299 0.9342 0.0043 0.5% 0.9395
Range 0.0088 0.0049 -0.0039 -44.0% 0.0095
ATR 0.0070 0.0069 -0.0001 -1.6% 0.0000
Volume 88 106 18 20.5% 202
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 0.9480 0.9460 0.9369
R3 0.9431 0.9411 0.9355
R2 0.9382 0.9382 0.9351
R1 0.9362 0.9362 0.9346 0.9372
PP 0.9333 0.9333 0.9333 0.9338
S1 0.9313 0.9313 0.9338 0.9323
S2 0.9284 0.9284 0.9333
S3 0.9235 0.9264 0.9329
S4 0.9186 0.9215 0.9315
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% 0.0058 0.6% 28% False False 70
10 0.9457 0.9298 0.0159 1.7% 0.0058 0.6% 28% False False 70
20 0.9457 0.9281 0.0176 1.9% 0.0057 0.6% 35% False False 77
40 0.9526 0.9034 0.0493 5.3% 0.0077 0.8% 63% False False 78
60 0.9939 0.9015 0.0924 9.9% 0.0092 1.0% 35% False False 71
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9561
2.618 0.9481
1.618 0.9432
1.000 0.9402
0.618 0.9383
HIGH 0.9353
0.618 0.9334
0.500 0.9329
0.382 0.9323
LOW 0.9304
0.618 0.9274
1.000 0.9255
1.618 0.9225
2.618 0.9176
4.250 0.9096
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 0.9338 0.9366
PP 0.9333 0.9358
S1 0.9329 0.9350

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

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