CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 0.9441 0.9470 0.0029 0.3% 0.9393
High 0.9469 0.9496 0.0028 0.3% 0.9528
Low 0.9428 0.9441 0.0014 0.1% 0.9390
Close 0.9468 0.9463 -0.0005 0.0% 0.9463
Range 0.0041 0.0055 0.0014 34.1% 0.0138
ATR 0.0058 0.0058 0.0000 -0.4% 0.0000
Volume 208 238 30 14.4% 883
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9632 0.9602 0.9493
R3 0.9577 0.9547 0.9478
R2 0.9522 0.9522 0.9473
R1 0.9492 0.9492 0.9468 0.9480
PP 0.9467 0.9467 0.9467 0.9460
S1 0.9437 0.9437 0.9458 0.9425
S2 0.9412 0.9412 0.9453
S3 0.9357 0.9382 0.9448
S4 0.9302 0.9327 0.9433
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9873 0.9805 0.9539
R3 0.9735 0.9668 0.9501
R2 0.9598 0.9598 0.9488
R1 0.9530 0.9530 0.9476 0.9564
PP 0.9460 0.9460 0.9460 0.9477
S1 0.9393 0.9393 0.9450 0.9427
S2 0.9323 0.9323 0.9438
S3 0.9185 0.9255 0.9425
S4 0.9048 0.9118 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9528 0.9390 0.0138 1.5% 0.0064 0.7% 53% False False 176
10 0.9528 0.9356 0.0172 1.8% 0.0057 0.6% 62% False False 142
20 0.9613 0.9356 0.0257 2.7% 0.0062 0.7% 42% False False 137
40 0.9613 0.9267 0.0346 3.7% 0.0055 0.6% 57% False False 89
60 0.9613 0.9135 0.0478 5.1% 0.0055 0.6% 69% False False 84
80 0.9613 0.9135 0.0478 5.1% 0.0050 0.5% 69% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9730
2.618 0.9640
1.618 0.9585
1.000 0.9551
0.618 0.9530
HIGH 0.9496
0.618 0.9475
0.500 0.9469
0.382 0.9462
LOW 0.9441
0.618 0.9407
1.000 0.9386
1.618 0.9352
2.618 0.9297
4.250 0.9207
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 0.9469 0.9478
PP 0.9467 0.9473
S1 0.9465 0.9468

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

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