CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 0.9510 0.9538 0.0028 0.3% 0.9329
High 0.9545 0.9561 0.0016 0.2% 0.9477
Low 0.9480 0.9520 0.0041 0.4% 0.9316
Close 0.9533 0.9537 0.0004 0.0% 0.9451
Range 0.0065 0.0041 -0.0025 -37.7% 0.0161
ATR 0.0054 0.0053 -0.0001 -1.8% 0.0000
Volume 155 45 -110 -71.0% 312
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9661 0.9639 0.9559
R3 0.9620 0.9599 0.9548
R2 0.9580 0.9580 0.9544
R1 0.9558 0.9558 0.9540 0.9549
PP 0.9539 0.9539 0.9539 0.9534
S1 0.9518 0.9518 0.9533 0.9508
S2 0.9499 0.9499 0.9529
S3 0.9458 0.9477 0.9525
S4 0.9418 0.9437 0.9514
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.9898 0.9835 0.9539
R3 0.9737 0.9674 0.9495
R2 0.9576 0.9576 0.9480
R1 0.9513 0.9513 0.9465 0.9544
PP 0.9415 0.9415 0.9415 0.9430
S1 0.9352 0.9352 0.9436 0.9383
S2 0.9254 0.9254 0.9421
S3 0.9093 0.9191 0.9406
S4 0.8932 0.9030 0.9362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9561 0.9344 0.0217 2.3% 0.0066 0.7% 89% True False 115
10 0.9561 0.9316 0.0245 2.6% 0.0056 0.6% 90% True False 66
20 0.9561 0.9267 0.0294 3.1% 0.0050 0.5% 92% True False 44
40 0.9561 0.9135 0.0426 4.5% 0.0051 0.5% 94% True False 66
60 0.9561 0.9135 0.0426 4.5% 0.0047 0.5% 94% True False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9733
2.618 0.9667
1.618 0.9626
1.000 0.9601
0.618 0.9586
HIGH 0.9561
0.618 0.9545
0.500 0.9540
0.382 0.9535
LOW 0.9520
0.618 0.9495
1.000 0.9480
1.618 0.9454
2.618 0.9414
4.250 0.9348
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 0.9540 0.9526
PP 0.9539 0.9515
S1 0.9538 0.9504

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

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