CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 0.9489 0.9458 -0.0031 -0.3% 0.9464
High 0.9494 0.9474 -0.0020 -0.2% 0.9511
Low 0.9444 0.9431 -0.0013 -0.1% 0.9408
Close 0.9454 0.9453 -0.0001 0.0% 0.9454
Range 0.0050 0.0043 -0.0007 -14.8% 0.0103
ATR 0.0058 0.0057 -0.0001 -1.9% 0.0000
Volume 266 86 -180 -67.7% 681
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9581 0.9560 0.9477
R3 0.9538 0.9517 0.9465
R2 0.9495 0.9495 0.9461
R1 0.9474 0.9474 0.9457 0.9463
PP 0.9452 0.9452 0.9452 0.9447
S1 0.9431 0.9431 0.9449 0.9420
S2 0.9409 0.9409 0.9445
S3 0.9366 0.9388 0.9441
S4 0.9323 0.9345 0.9429
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9765 0.9712 0.9510
R3 0.9663 0.9610 0.9482
R2 0.9560 0.9560 0.9473
R1 0.9507 0.9507 0.9463 0.9482
PP 0.9458 0.9458 0.9458 0.9445
S1 0.9405 0.9405 0.9445 0.9380
S2 0.9355 0.9355 0.9435
S3 0.9253 0.9302 0.9426
S4 0.9150 0.9200 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9511 0.9431 0.0080 0.8% 0.0045 0.5% 28% False True 129
10 0.9613 0.9408 0.0205 2.2% 0.0063 0.7% 22% False False 128
20 0.9613 0.9316 0.0297 3.1% 0.0058 0.6% 46% False False 88
40 0.9613 0.9267 0.0346 3.7% 0.0051 0.5% 54% False False 74
60 0.9613 0.9135 0.0478 5.1% 0.0051 0.5% 67% False False 62
80 0.9613 0.9135 0.0478 5.1% 0.0048 0.5% 67% False False 48
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9656
2.618 0.9586
1.618 0.9543
1.000 0.9517
0.618 0.9500
HIGH 0.9474
0.618 0.9457
0.500 0.9452
0.382 0.9447
LOW 0.9431
0.618 0.9404
1.000 0.9388
1.618 0.9361
2.618 0.9318
4.250 0.9248
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 0.9453 0.9471
PP 0.9452 0.9465
S1 0.9452 0.9459

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

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