CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 19-May-2020
Day Change Summary
Previous Current
18-May-2020 19-May-2020 Change Change % Previous Week
Open 0.9352 0.9337 -0.0016 -0.2% 0.9381
High 0.9357 0.9337 -0.0020 -0.2% 0.9387
Low 0.9320 0.9269 -0.0052 -0.6% 0.9298
Close 0.9329 0.9298 -0.0032 -0.3% 0.9339
Range 0.0037 0.0069 0.0032 87.7% 0.0089
ATR 0.0063 0.0063 0.0000 0.7% 0.0000
Volume 78 628 550 705.1% 1,293
Daily Pivots for day following 19-May-2020
Classic Woodie Camarilla DeMark
R4 0.9507 0.9471 0.9335
R3 0.9438 0.9402 0.9316
R2 0.9370 0.9370 0.9310
R1 0.9334 0.9334 0.9304 0.9317
PP 0.9301 0.9301 0.9301 0.9293
S1 0.9265 0.9265 0.9291 0.9249
S2 0.9233 0.9233 0.9285
S3 0.9164 0.9197 0.9279
S4 0.9096 0.9128 0.9260
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 0.9269 0.0119 1.3% 0.0050 0.5% 24% False True 361
10 0.9457 0.9269 0.0188 2.0% 0.0054 0.6% 15% False True 215
20 0.9457 0.9269 0.0188 2.0% 0.0054 0.6% 15% False True 143
40 0.9457 0.9034 0.0423 4.5% 0.0062 0.7% 62% False False 109
60 0.9939 0.9034 0.0905 9.7% 0.0092 1.0% 29% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9628
2.618 0.9516
1.618 0.9448
1.000 0.9406
0.618 0.9379
HIGH 0.9337
0.618 0.9311
0.500 0.9303
0.382 0.9295
LOW 0.9269
0.618 0.9226
1.000 0.9200
1.618 0.9158
2.618 0.9089
4.250 0.8977
Fisher Pivots for day following 19-May-2020
Pivot 1 day 3 day
R1 0.9303 0.9322
PP 0.9301 0.9314
S1 0.9299 0.9306

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

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