CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 0.9382 0.9330 -0.0052 -0.5% 0.9381
High 0.9384 0.9375 -0.0009 -0.1% 0.9387
Low 0.9333 0.9327 -0.0007 -0.1% 0.9298
Close 0.9345 0.9339 -0.0006 -0.1% 0.9339
Range 0.0051 0.0049 -0.0002 -3.9% 0.0089
ATR 0.0066 0.0065 -0.0001 -1.8% 0.0000
Volume 142 819 677 476.8% 1,293
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.9494 0.9465 0.9365
R3 0.9445 0.9416 0.9352
R2 0.9396 0.9396 0.9347
R1 0.9367 0.9367 0.9343 0.9381
PP 0.9347 0.9347 0.9347 0.9354
S1 0.9318 0.9318 0.9334 0.9333
S2 0.9298 0.9298 0.9330
S3 0.9249 0.9269 0.9325
S4 0.9200 0.9220 0.9312
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.9608 0.9562 0.9387
R3 0.9519 0.9473 0.9363
R2 0.9430 0.9430 0.9355
R1 0.9384 0.9384 0.9347 0.9363
PP 0.9341 0.9341 0.9341 0.9330
S1 0.9295 0.9295 0.9330 0.9274
S2 0.9252 0.9252 0.9322
S3 0.9163 0.9206 0.9314
S4 0.9074 0.9117 0.9290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9387 0.9298 0.0089 1.0% 0.0057 0.6% 46% False False 258
10 0.9457 0.9298 0.0159 1.7% 0.0052 0.6% 26% False False 149
20 0.9457 0.9281 0.0176 1.9% 0.0053 0.6% 33% False False 114
40 0.9457 0.9034 0.0423 4.5% 0.0068 0.7% 72% False False 93
60 0.9939 0.9015 0.0924 9.9% 0.0093 1.0% 35% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9584
2.618 0.9504
1.618 0.9455
1.000 0.9424
0.618 0.9406
HIGH 0.9375
0.618 0.9357
0.500 0.9351
0.382 0.9345
LOW 0.9327
0.618 0.9296
1.000 0.9278
1.618 0.9247
2.618 0.9198
4.250 0.9118
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 0.9351 0.9357
PP 0.9347 0.9351
S1 0.9343 0.9345

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

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