CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 0.9334 0.9329 -0.0005 0.0% 0.9359
High 0.9368 0.9357 -0.0010 -0.1% 0.9392
Low 0.9333 0.9316 -0.0017 -0.2% 0.9329
Close 0.9368 0.9337 -0.0031 -0.3% 0.9368
Range 0.0035 0.0041 0.0006 18.6% 0.0063
ATR 0.0046 0.0046 0.0000 0.9% 0.0000
Volume 24 14 -10 -41.7% 53
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9461 0.9441 0.9360
R3 0.9420 0.9399 0.9348
R2 0.9378 0.9378 0.9345
R1 0.9358 0.9358 0.9341 0.9368
PP 0.9337 0.9337 0.9337 0.9342
S1 0.9316 0.9316 0.9333 0.9327
S2 0.9295 0.9295 0.9329
S3 0.9254 0.9275 0.9326
S4 0.9212 0.9233 0.9314
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 0.9392 0.9316 0.0076 0.8% 0.0041 0.4% 28% False True 12
10 0.9395 0.9296 0.0099 1.1% 0.0042 0.4% 41% False False 13
20 0.9452 0.9267 0.0185 2.0% 0.0047 0.5% 38% False False 42
40 0.9452 0.9135 0.0317 3.4% 0.0048 0.5% 64% False False 51
60 0.9477 0.9135 0.0342 3.7% 0.0045 0.5% 59% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9466
1.618 0.9425
1.000 0.9399
0.618 0.9383
HIGH 0.9357
0.618 0.9342
0.500 0.9337
0.382 0.9332
LOW 0.9316
0.618 0.9290
1.000 0.9275
1.618 0.9249
2.618 0.9207
4.250 0.9140
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 0.9337 0.9347
PP 0.9337 0.9344
S1 0.9337 0.9340

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

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