CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 0.9501 0.9441 -0.0060 -0.6% 0.9458
High 0.9528 0.9469 -0.0059 -0.6% 0.9474
Low 0.9434 0.9428 -0.0006 -0.1% 0.9356
Close 0.9456 0.9468 0.0012 0.1% 0.9398
Range 0.0094 0.0041 -0.0053 -56.4% 0.0118
ATR 0.0060 0.0058 -0.0001 -2.2% 0.0000
Volume 170 208 38 22.4% 542
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9578 0.9564 0.9490
R3 0.9537 0.9523 0.9479
R2 0.9496 0.9496 0.9475
R1 0.9482 0.9482 0.9471 0.9489
PP 0.9455 0.9455 0.9455 0.9458
S1 0.9441 0.9441 0.9464 0.9448
S2 0.9414 0.9414 0.9460
S3 0.9373 0.9400 0.9456
S4 0.9332 0.9359 0.9445
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 0.9357 0.0171 1.8% 0.0064 0.7% 65% False False 152
10 0.9528 0.9356 0.0172 1.8% 0.0057 0.6% 65% False False 145
20 0.9613 0.9356 0.0257 2.7% 0.0064 0.7% 43% False False 137
40 0.9613 0.9267 0.0346 3.7% 0.0055 0.6% 58% False False 84
60 0.9613 0.9135 0.0478 5.0% 0.0054 0.6% 70% False False 80
80 0.9613 0.9135 0.0478 5.0% 0.0050 0.5% 70% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9643
2.618 0.9576
1.618 0.9535
1.000 0.9510
0.618 0.9494
HIGH 0.9469
0.618 0.9453
0.500 0.9448
0.382 0.9443
LOW 0.9428
0.618 0.9402
1.000 0.9387
1.618 0.9361
2.618 0.9320
4.250 0.9253
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 0.9461 0.9478
PP 0.9455 0.9474
S1 0.9448 0.9471

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

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