CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 0.9385 0.9449 0.0064 0.7% 0.9329
High 0.9477 0.9526 0.0049 0.5% 0.9477
Low 0.9374 0.9447 0.0073 0.8% 0.9316
Close 0.9451 0.9506 0.0056 0.6% 0.9451
Range 0.0103 0.0079 -0.0025 -23.8% 0.0161
ATR 0.0051 0.0053 0.0002 3.8% 0.0000
Volume 236 121 -115 -48.7% 312
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9728 0.9696 0.9549
R3 0.9650 0.9617 0.9528
R2 0.9571 0.9571 0.9520
R1 0.9539 0.9539 0.9513 0.9555
PP 0.9493 0.9493 0.9493 0.9501
S1 0.9460 0.9460 0.9499 0.9477
S2 0.9414 0.9414 0.9492
S3 0.9336 0.9382 0.9484
S4 0.9257 0.9303 0.9463
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9898 0.9835 0.9539
R3 0.9737 0.9674 0.9495
R2 0.9576 0.9576 0.9480
R1 0.9513 0.9513 0.9465 0.9544
PP 0.9415 0.9415 0.9415 0.9430
S1 0.9352 0.9352 0.9436 0.9383
S2 0.9254 0.9254 0.9421
S3 0.9093 0.9191 0.9406
S4 0.8932 0.9030 0.9362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9526 0.9332 0.0194 2.0% 0.0066 0.7% 90% True False 83
10 0.9526 0.9316 0.0210 2.2% 0.0053 0.6% 91% True False 48
20 0.9526 0.9267 0.0259 2.7% 0.0050 0.5% 92% True False 46
40 0.9526 0.9135 0.0391 4.1% 0.0052 0.5% 95% True False 61
60 0.9526 0.9135 0.0391 4.1% 0.0046 0.5% 95% True False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9859
2.618 0.9731
1.618 0.9653
1.000 0.9604
0.618 0.9574
HIGH 0.9526
0.618 0.9496
0.500 0.9486
0.382 0.9477
LOW 0.9447
0.618 0.9398
1.000 0.9369
1.618 0.9320
2.618 0.9241
4.250 0.9113
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 0.9499 0.9482
PP 0.9493 0.9459
S1 0.9486 0.9435

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

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