CME Japanese Yen Future September 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 0.9393 0.9360 -0.0033 -0.4% 0.9458
High 0.9398 0.9387 -0.0012 -0.1% 0.9501
Low 0.9345 0.9344 -0.0001 0.0% 0.9396
Close 0.9361 0.9356 -0.0005 -0.1% 0.9443
Range 0.0053 0.0043 -0.0011 -19.8% 0.0105
ATR 0.0060 0.0058 -0.0001 -2.1% 0.0000
Volume 88,922 85,173 -3,749 -4.2% 423,088
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9490 0.9465 0.9379
R3 0.9447 0.9423 0.9368
R2 0.9405 0.9405 0.9364
R1 0.9380 0.9380 0.9360 0.9371
PP 0.9362 0.9362 0.9362 0.9358
S1 0.9338 0.9338 0.9352 0.9329
S2 0.9320 0.9320 0.9348
S3 0.9277 0.9295 0.9344
S4 0.9235 0.9253 0.9333
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9760 0.9706 0.9500
R3 0.9656 0.9602 0.9472
R2 0.9551 0.9551 0.9462
R1 0.9497 0.9497 0.9453 0.9472
PP 0.9447 0.9447 0.9447 0.9434
S1 0.9393 0.9393 0.9433 0.9367
S2 0.9342 0.9342 0.9424
S3 0.9238 0.9288 0.9414
S4 0.9133 0.9184 0.9386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9484 0.9344 0.0140 1.5% 0.0052 0.6% 9% False True 83,944
10 0.9603 0.9344 0.0259 2.8% 0.0064 0.7% 5% False True 92,225
20 0.9603 0.9304 0.0299 3.2% 0.0062 0.7% 18% False False 91,449
40 0.9603 0.9254 0.0349 3.7% 0.0055 0.6% 29% False False 80,600
60 0.9603 0.9117 0.0486 5.2% 0.0056 0.6% 49% False False 63,775
80 0.9603 0.9117 0.0486 5.2% 0.0056 0.6% 49% False False 47,867
100 0.9603 0.9034 0.0569 6.1% 0.0059 0.6% 57% False False 38,308
120 0.9939 0.9034 0.0905 9.7% 0.0074 0.8% 36% False False 31,937
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9567
2.618 0.9498
1.618 0.9455
1.000 0.9429
0.618 0.9413
HIGH 0.9387
0.618 0.9370
0.500 0.9365
0.382 0.9360
LOW 0.9344
0.618 0.9318
1.000 0.9302
1.618 0.9275
2.618 0.9233
4.250 0.9163
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 0.9365 0.9394
PP 0.9362 0.9381
S1 0.9359 0.9369

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

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