CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 0.9464 0.9456 -0.0008 -0.1% 0.9449
High 0.9486 0.9480 -0.0006 -0.1% 0.9613
Low 0.9408 0.9432 0.0024 0.2% 0.9445
Close 0.9450 0.9468 0.0018 0.2% 0.9470
Range 0.0078 0.0048 -0.0030 -38.1% 0.0169
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 119 106 -13 -10.9% 636
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9604 0.9584 0.9494
R3 0.9556 0.9536 0.9481
R2 0.9508 0.9508 0.9477
R1 0.9488 0.9488 0.9472 0.9498
PP 0.9460 0.9460 0.9460 0.9465
S1 0.9440 0.9440 0.9464 0.9450
S2 0.9412 0.9412 0.9459
S3 0.9364 0.9392 0.9455
S4 0.9316 0.9344 0.9442
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% 0.0078 0.8% 29% False False 117
10 0.9613 0.9339 0.0274 2.9% 0.0073 0.8% 47% False False 113
20 0.9613 0.9305 0.0308 3.3% 0.0058 0.6% 53% False False 63
40 0.9613 0.9248 0.0365 3.9% 0.0053 0.6% 60% False False 75
60 0.9613 0.9135 0.0478 5.0% 0.0050 0.5% 70% False False 53
80 0.9613 0.9135 0.0478 5.0% 0.0049 0.5% 70% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9684
2.618 0.9605
1.618 0.9557
1.000 0.9528
0.618 0.9509
HIGH 0.9480
0.618 0.9461
0.500 0.9456
0.382 0.9450
LOW 0.9432
0.618 0.9402
1.000 0.9384
1.618 0.9354
2.618 0.9306
4.250 0.9228
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 0.9464 0.9511
PP 0.9460 0.9496
S1 0.9456 0.9482

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

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