CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 0.9578 0.9464 -0.0114 -1.2% 0.9449
High 0.9613 0.9486 -0.0128 -1.3% 0.9613
Low 0.9445 0.9408 -0.0037 -0.4% 0.9445
Close 0.9470 0.9450 -0.0020 -0.2% 0.9470
Range 0.0169 0.0078 -0.0091 -54.0% 0.0169
ATR 0.0061 0.0062 0.0001 1.9% 0.0000
Volume 289 119 -170 -58.8% 636
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9680 0.9643 0.9493
R3 0.9603 0.9565 0.9471
R2 0.9525 0.9525 0.9464
R1 0.9488 0.9488 0.9457 0.9468
PP 0.9448 0.9448 0.9448 0.9438
S1 0.9410 0.9410 0.9443 0.9390
S2 0.9370 0.9370 0.9436
S3 0.9293 0.9333 0.9429
S4 0.9215 0.9255 0.9407
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 0.9408 0.0205 2.2% 0.0081 0.9% 20% False True 126
10 0.9613 0.9332 0.0282 3.0% 0.0074 0.8% 42% False False 105
20 0.9613 0.9296 0.0317 3.3% 0.0058 0.6% 48% False False 59
40 0.9613 0.9150 0.0463 4.9% 0.0055 0.6% 65% False False 76
60 0.9613 0.9135 0.0478 5.1% 0.0050 0.5% 66% False False 52
80 0.9613 0.9135 0.0478 5.1% 0.0049 0.5% 66% False False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9815
2.618 0.9688
1.618 0.9611
1.000 0.9563
0.618 0.9533
HIGH 0.9486
0.618 0.9456
0.500 0.9447
0.382 0.9438
LOW 0.9408
0.618 0.9360
1.000 0.9331
1.618 0.9283
2.618 0.9205
4.250 0.9079
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 0.9449 0.9511
PP 0.9448 0.9490
S1 0.9447 0.9470

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

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