CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 0.9533 0.9578 0.0045 0.5% 0.9449
High 0.9568 0.9613 0.0045 0.5% 0.9613
Low 0.9514 0.9445 -0.0069 -0.7% 0.9445
Close 0.9554 0.9470 -0.0084 -0.9% 0.9470
Range 0.0055 0.0169 0.0114 209.2% 0.0169
ATR 0.0053 0.0061 0.0008 15.5% 0.0000
Volume 26 289 263 1,011.5% 636
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0015 0.9911 0.9563
R3 0.9846 0.9742 0.9516
R2 0.9678 0.9678 0.9501
R1 0.9574 0.9574 0.9485 0.9542
PP 0.9509 0.9509 0.9509 0.9493
S1 0.9405 0.9405 0.9455 0.9373
S2 0.9341 0.9341 0.9439
S3 0.9172 0.9237 0.9424
S4 0.9004 0.9068 0.9377
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0015 0.9911 0.9563
R3 0.9846 0.9742 0.9516
R2 0.9678 0.9678 0.9501
R1 0.9574 0.9574 0.9485 0.9626
PP 0.9509 0.9509 0.9509 0.9535
S1 0.9405 0.9405 0.9455 0.9457
S2 0.9341 0.9341 0.9439
S3 0.9172 0.9237 0.9424
S4 0.9004 0.9068 0.9377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9613 0.9445 0.0169 1.8% 0.0081 0.9% 15% True True 127
10 0.9613 0.9316 0.0297 3.1% 0.0070 0.7% 52% True False 94
20 0.9613 0.9296 0.0317 3.3% 0.0056 0.6% 55% True False 55
40 0.9613 0.9135 0.0478 5.0% 0.0055 0.6% 70% True False 73
60 0.9613 0.9135 0.0478 5.0% 0.0049 0.5% 70% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.0329
2.618 1.0054
1.618 0.9886
1.000 0.9782
0.618 0.9717
HIGH 0.9613
0.618 0.9549
0.500 0.9529
0.382 0.9509
LOW 0.9445
0.618 0.9340
1.000 0.9276
1.618 0.9172
2.618 0.9003
4.250 0.8728
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 0.9529 0.9529
PP 0.9509 0.9509
S1 0.9490 0.9490

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

View Archives - Comment on this page... - Back to Index of Symbols