CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 0.9398 0.9373 -0.0025 -0.3% 0.9464
High 0.9408 0.9397 -0.0011 -0.1% 0.9511
Low 0.9359 0.9356 -0.0003 0.0% 0.9408
Close 0.9372 0.9367 -0.0005 -0.1% 0.9454
Range 0.0049 0.0041 -0.0008 -16.3% 0.0103
ATR 0.0057 0.0056 -0.0001 -2.0% 0.0000
Volume 161 76 -85 -52.8% 681
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9496 0.9473 0.9390
R3 0.9455 0.9432 0.9378
R2 0.9414 0.9414 0.9375
R1 0.9391 0.9391 0.9371 0.9382
PP 0.9373 0.9373 0.9373 0.9369
S1 0.9350 0.9350 0.9363 0.9341
S2 0.9332 0.9332 0.9359
S3 0.9291 0.9309 0.9356
S4 0.9250 0.9268 0.9344
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 0.9494 0.9356 0.0138 1.5% 0.0050 0.5% 8% False True 138
10 0.9613 0.9356 0.0257 2.7% 0.0063 0.7% 4% False True 139
20 0.9613 0.9316 0.0297 3.2% 0.0060 0.6% 17% False False 103
40 0.9613 0.9267 0.0346 3.7% 0.0053 0.6% 29% False False 82
60 0.9613 0.9135 0.0478 5.1% 0.0052 0.6% 49% False False 68
80 0.9613 0.9135 0.0478 5.1% 0.0049 0.5% 49% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9571
2.618 0.9504
1.618 0.9463
1.000 0.9438
0.618 0.9422
HIGH 0.9397
0.618 0.9381
0.500 0.9376
0.382 0.9372
LOW 0.9356
0.618 0.9331
1.000 0.9315
1.618 0.9290
2.618 0.9249
4.250 0.9182
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 0.9376 0.9405
PP 0.9373 0.9392
S1 0.9370 0.9380

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

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