CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 0.9334 0.9323 -0.0012 -0.1% 0.9341
High 0.9339 0.9342 0.0004 0.0% 0.9365
Low 0.9307 0.9299 -0.0008 -0.1% 0.9267
Close 0.9316 0.9342 0.0026 0.3% 0.9316
Range 0.0032 0.0043 0.0011 34.4% 0.0098
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 43 37 -6 -14.0% 350
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9457 0.9442 0.9365
R3 0.9414 0.9399 0.9353
R2 0.9371 0.9371 0.9349
R1 0.9356 0.9356 0.9345 0.9363
PP 0.9328 0.9328 0.9328 0.9331
S1 0.9313 0.9313 0.9338 0.9320
S2 0.9285 0.9285 0.9334
S3 0.9242 0.9270 0.9330
S4 0.9199 0.9227 0.9318
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9610 0.9561 0.9370
R3 0.9512 0.9463 0.9343
R2 0.9414 0.9414 0.9334
R1 0.9365 0.9365 0.9325 0.9341
PP 0.9316 0.9316 0.9316 0.9304
S1 0.9267 0.9267 0.9307 0.9243
S2 0.9218 0.9218 0.9298
S3 0.9120 0.9169 0.9289
S4 0.9022 0.9071 0.9262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9365 0.9267 0.0098 1.0% 0.0050 0.5% 76% False False 77
10 0.9452 0.9267 0.0185 2.0% 0.0052 0.6% 40% False False 72
20 0.9452 0.9150 0.0302 3.2% 0.0053 0.6% 64% False False 94
40 0.9452 0.9135 0.0317 3.4% 0.0046 0.5% 65% False False 48
60 0.9477 0.9135 0.0342 3.7% 0.0047 0.5% 60% False False 34
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9525
2.618 0.9455
1.618 0.9412
1.000 0.9385
0.618 0.9369
HIGH 0.9342
0.618 0.9326
0.500 0.9321
0.382 0.9315
LOW 0.9299
0.618 0.9272
1.000 0.9256
1.618 0.9229
2.618 0.9186
4.250 0.9116
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 0.9335 0.9329
PP 0.9328 0.9317
S1 0.9321 0.9305

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

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