CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 0.9308 0.9330 0.0022 0.2% 0.9341
High 0.9337 0.9345 0.0009 0.1% 0.9352
Low 0.9292 0.9318 0.0026 0.3% 0.9254
Close 0.9336 0.9336 0.0000 0.0% 0.9303
Range 0.0045 0.0027 -0.0017 -39.3% 0.0098
ATR 0.0054 0.0052 -0.0002 -3.6% 0.0000
Volume 54,346 69,354 15,008 27.6% 297,490
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9414 0.9402 0.9350
R3 0.9387 0.9375 0.9343
R2 0.9360 0.9360 0.9340
R1 0.9348 0.9348 0.9338 0.9354
PP 0.9333 0.9333 0.9333 0.9336
S1 0.9321 0.9321 0.9333 0.9327
S2 0.9306 0.9306 0.9331
S3 0.9279 0.9294 0.9328
S4 0.9252 0.9267 0.9321
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9597 0.9548 0.9357
R3 0.9499 0.9450 0.9330
R2 0.9401 0.9401 0.9321
R1 0.9352 0.9352 0.9312 0.9327
PP 0.9303 0.9303 0.9303 0.9290
S1 0.9254 0.9254 0.9294 0.9229
S2 0.9205 0.9205 0.9285
S3 0.9107 0.9156 0.9276
S4 0.9009 0.9058 0.9249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9345 0.9283 0.0062 0.7% 0.0040 0.4% 85% True False 68,458
10 0.9374 0.9254 0.0121 1.3% 0.0048 0.5% 68% False False 69,344
20 0.9440 0.9254 0.0186 2.0% 0.0050 0.5% 44% False False 74,114
40 0.9440 0.9117 0.0323 3.5% 0.0054 0.6% 68% False False 41,339
60 0.9457 0.9117 0.0340 3.6% 0.0055 0.6% 64% False False 27,585
80 0.9526 0.9034 0.0493 5.3% 0.0066 0.7% 61% False False 20,708
100 0.9939 0.9015 0.0924 9.9% 0.0076 0.8% 35% False False 16,578
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 0.0012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9460
2.618 0.9416
1.618 0.9389
1.000 0.9372
0.618 0.9362
HIGH 0.9345
0.618 0.9335
0.500 0.9331
0.382 0.9328
LOW 0.9318
0.618 0.9301
1.000 0.9291
1.618 0.9274
2.618 0.9247
4.250 0.9203
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 0.9334 0.9328
PP 0.9333 0.9321
S1 0.9331 0.9314

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

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