CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 0.9307 0.9278 -0.0029 -0.3% 0.9388
High 0.9321 0.9335 0.0015 0.2% 0.9452
Low 0.9283 0.9267 -0.0016 -0.2% 0.9332
Close 0.9284 0.9326 0.0042 0.5% 0.9353
Range 0.0038 0.0068 0.0031 81.3% 0.0120
ATR 0.0051 0.0052 0.0001 2.4% 0.0000
Volume 104 67 -37 -35.6% 338
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9513 0.9488 0.9363
R3 0.9445 0.9420 0.9345
R2 0.9377 0.9377 0.9338
R1 0.9352 0.9352 0.9332 0.9365
PP 0.9309 0.9309 0.9309 0.9316
S1 0.9284 0.9284 0.9320 0.9297
S2 0.9241 0.9241 0.9314
S3 0.9173 0.9216 0.9307
S4 0.9105 0.9148 0.9289
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.9737 0.9665 0.9419
R3 0.9618 0.9545 0.9386
R2 0.9498 0.9498 0.9375
R1 0.9426 0.9426 0.9364 0.9402
PP 0.9379 0.9379 0.9379 0.9367
S1 0.9306 0.9306 0.9342 0.9283
S2 0.9259 0.9259 0.9331
S3 0.9140 0.9187 0.9320
S4 0.9020 0.9067 0.9287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9388 0.9267 0.0121 1.3% 0.0052 0.6% 49% False True 69
10 0.9452 0.9267 0.0185 2.0% 0.0050 0.5% 32% False True 106
20 0.9452 0.9135 0.0317 3.4% 0.0054 0.6% 60% False False 90
40 0.9477 0.9135 0.0342 3.7% 0.0046 0.5% 56% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9624
2.618 0.9513
1.618 0.9445
1.000 0.9403
0.618 0.9377
HIGH 0.9335
0.618 0.9309
0.500 0.9301
0.382 0.9293
LOW 0.9267
0.618 0.9225
1.000 0.9199
1.618 0.9157
2.618 0.9089
4.250 0.8978
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 0.9318 0.9323
PP 0.9309 0.9319
S1 0.9301 0.9316

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

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