CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 0.9464 0.9501 0.0038 0.4% 0.9458
High 0.9512 0.9528 0.0016 0.2% 0.9474
Low 0.9444 0.9434 -0.0010 -0.1% 0.9356
Close 0.9501 0.9456 -0.0046 -0.5% 0.9398
Range 0.0068 0.0094 0.0026 37.2% 0.0118
ATR 0.0057 0.0060 0.0003 4.6% 0.0000
Volume 119 170 51 42.9% 542
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9754 0.9699 0.9507
R3 0.9660 0.9605 0.9481
R2 0.9566 0.9566 0.9473
R1 0.9511 0.9511 0.9464 0.9492
PP 0.9472 0.9472 0.9472 0.9463
S1 0.9417 0.9417 0.9447 0.9398
S2 0.9378 0.9378 0.9438
S3 0.9284 0.9323 0.9430
S4 0.9190 0.9229 0.9404
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9762 0.9697 0.9463
R3 0.9644 0.9580 0.9430
R2 0.9527 0.9527 0.9420
R1 0.9462 0.9462 0.9409 0.9436
PP 0.9409 0.9409 0.9409 0.9396
S1 0.9345 0.9345 0.9387 0.9318
S2 0.9292 0.9292 0.9376
S3 0.9174 0.9227 0.9366
S4 0.9057 0.9110 0.9333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9528 0.9356 0.0172 1.8% 0.0064 0.7% 58% True False 126
10 0.9528 0.9356 0.0172 1.8% 0.0056 0.6% 58% True False 137
20 0.9613 0.9344 0.0269 2.8% 0.0064 0.7% 41% False False 127
40 0.9613 0.9267 0.0346 3.7% 0.0055 0.6% 54% False False 79
60 0.9613 0.9135 0.0478 5.1% 0.0054 0.6% 67% False False 77
80 0.9613 0.9135 0.0478 5.1% 0.0050 0.5% 67% False False 58
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 0.0012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9927
2.618 0.9774
1.618 0.9680
1.000 0.9622
0.618 0.9586
HIGH 0.9528
0.618 0.9492
0.500 0.9481
0.382 0.9469
LOW 0.9434
0.618 0.9375
1.000 0.9340
1.618 0.9281
2.618 0.9187
4.250 0.9034
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 0.9481 0.9459
PP 0.9472 0.9458
S1 0.9464 0.9457

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

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