CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 0.9304 0.9303 -0.0001 0.0% 0.9352
High 0.9313 0.9333 0.0020 0.2% 0.9357
Low 0.9288 0.9297 0.0009 0.1% 0.9269
Close 0.9310 0.9313 0.0003 0.0% 0.9313
Range 0.0025 0.0036 0.0011 44.0% 0.0088
ATR 0.0060 0.0059 -0.0002 -2.9% 0.0000
Volume 454 81 -373 -82.2% 1,471
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.9422 0.9403 0.9332
R3 0.9386 0.9367 0.9322
R2 0.9350 0.9350 0.9319
R1 0.9331 0.9331 0.9316 0.9341
PP 0.9314 0.9314 0.9314 0.9319
S1 0.9295 0.9295 0.9309 0.9305
S2 0.9278 0.9278 0.9306
S3 0.9242 0.9259 0.9303
S4 0.9206 0.9223 0.9293
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.9577 0.9533 0.9361
R3 0.9489 0.9445 0.9337
R2 0.9401 0.9401 0.9329
R1 0.9357 0.9357 0.9321 0.9335
PP 0.9313 0.9313 0.9313 0.9302
S1 0.9269 0.9269 0.9304 0.9247
S2 0.9225 0.9225 0.9296
S3 0.9137 0.9181 0.9288
S4 0.9049 0.9093 0.9264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9357 0.9269 0.0088 0.9% 0.0044 0.5% 50% False False 294
10 0.9387 0.9269 0.0119 1.3% 0.0050 0.5% 37% False False 276
20 0.9457 0.9269 0.0188 2.0% 0.0053 0.6% 23% False False 170
40 0.9457 0.9185 0.0272 2.9% 0.0059 0.6% 47% False False 120
60 0.9939 0.9034 0.0905 9.7% 0.0091 1.0% 31% False False 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9486
2.618 0.9427
1.618 0.9391
1.000 0.9369
0.618 0.9355
HIGH 0.9333
0.618 0.9319
0.500 0.9315
0.382 0.9311
LOW 0.9297
0.618 0.9275
1.000 0.9261
1.618 0.9239
2.618 0.9203
4.250 0.9144
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 0.9315 0.9310
PP 0.9314 0.9308
S1 0.9313 0.9305

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

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