CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 0.9337 0.9374 0.0037 0.4% 0.9359
High 0.9390 0.9388 -0.0002 0.0% 0.9392
Low 0.9332 0.9339 0.0008 0.1% 0.9329
Close 0.9383 0.9342 -0.0042 -0.4% 0.9368
Range 0.0059 0.0049 -0.0010 -16.2% 0.0063
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 22 22 0 0.0% 53
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9503 0.9471 0.9368
R3 0.9454 0.9422 0.9355
R2 0.9405 0.9405 0.9350
R1 0.9373 0.9373 0.9346 0.9365
PP 0.9356 0.9356 0.9356 0.9352
S1 0.9324 0.9324 0.9337 0.9316
S2 0.9307 0.9307 0.9333
S3 0.9258 0.9275 0.9328
S4 0.9209 0.9226 0.9315
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9552 0.9523 0.9402
R3 0.9489 0.9460 0.9385
R2 0.9426 0.9426 0.9379
R1 0.9397 0.9397 0.9373 0.9411
PP 0.9363 0.9363 0.9363 0.9370
S1 0.9334 0.9334 0.9362 0.9348
S2 0.9300 0.9300 0.9356
S3 0.9237 0.9271 0.9350
S4 0.9174 0.9208 0.9333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9390 0.9316 0.0074 0.8% 0.0046 0.5% 34% False False 17
10 0.9395 0.9316 0.0079 0.8% 0.0043 0.5% 32% False False 15
20 0.9425 0.9267 0.0158 1.7% 0.0046 0.5% 47% False False 31
40 0.9452 0.9135 0.0317 3.4% 0.0050 0.5% 65% False False 52
60 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 60% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9596
2.618 0.9516
1.618 0.9467
1.000 0.9437
0.618 0.9418
HIGH 0.9388
0.618 0.9369
0.500 0.9364
0.382 0.9358
LOW 0.9339
0.618 0.9309
1.000 0.9290
1.618 0.9260
2.618 0.9211
4.250 0.9131
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 0.9364 0.9353
PP 0.9356 0.9349
S1 0.9349 0.9345

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

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