CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 0.9330 0.9352 0.0022 0.2% 0.9381
High 0.9375 0.9357 -0.0019 -0.2% 0.9387
Low 0.9327 0.9320 -0.0007 -0.1% 0.9298
Close 0.9339 0.9329 -0.0010 -0.1% 0.9339
Range 0.0049 0.0037 -0.0012 -25.5% 0.0089
ATR 0.0065 0.0063 -0.0002 -3.1% 0.0000
Volume 819 78 -741 -90.5% 1,293
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 0.9445 0.9423 0.9349
R3 0.9408 0.9387 0.9339
R2 0.9372 0.9372 0.9336
R1 0.9350 0.9350 0.9332 0.9343
PP 0.9335 0.9335 0.9335 0.9331
S1 0.9314 0.9314 0.9326 0.9306
S2 0.9299 0.9299 0.9322
S3 0.9262 0.9277 0.9319
S4 0.9226 0.9241 0.9309
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 0.9304 0.0083 0.9% 0.0046 0.5% 30% False False 256
10 0.9457 0.9298 0.0159 1.7% 0.0052 0.6% 20% False False 155
20 0.9457 0.9281 0.0176 1.9% 0.0053 0.6% 27% False False 117
40 0.9457 0.9034 0.0423 4.5% 0.0065 0.7% 70% False False 95
60 0.9939 0.9034 0.0905 9.7% 0.0092 1.0% 33% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9512
2.618 0.9452
1.618 0.9416
1.000 0.9393
0.618 0.9379
HIGH 0.9357
0.618 0.9343
0.500 0.9338
0.382 0.9334
LOW 0.9320
0.618 0.9297
1.000 0.9284
1.618 0.9261
2.618 0.9224
4.250 0.9165
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 0.9338 0.9352
PP 0.9335 0.9344
S1 0.9332 0.9337

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

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