CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.9470 0.9463 -0.0007 -0.1% 0.9393
High 0.9496 0.9474 -0.0023 -0.2% 0.9528
Low 0.9441 0.9446 0.0005 0.1% 0.9390
Close 0.9463 0.9450 -0.0013 -0.1% 0.9463
Range 0.0055 0.0028 -0.0028 -50.0% 0.0138
ATR 0.0058 0.0056 -0.0002 -3.8% 0.0000
Volume 238 142 -96 -40.3% 883
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9539 0.9522 0.9465
R3 0.9512 0.9495 0.9458
R2 0.9484 0.9484 0.9455
R1 0.9467 0.9467 0.9453 0.9462
PP 0.9457 0.9457 0.9457 0.9454
S1 0.9440 0.9440 0.9447 0.9434
S2 0.9429 0.9429 0.9445
S3 0.9402 0.9412 0.9442
S4 0.9374 0.9385 0.9435
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 0.9428 0.0100 1.1% 0.0057 0.6% 23% False False 175
10 0.9528 0.9356 0.0172 1.8% 0.0056 0.6% 55% False False 148
20 0.9613 0.9356 0.0257 2.7% 0.0059 0.6% 37% False False 138
40 0.9613 0.9267 0.0346 3.7% 0.0055 0.6% 53% False False 92
60 0.9613 0.9135 0.0478 5.1% 0.0054 0.6% 66% False False 87
80 0.9613 0.9135 0.0478 5.1% 0.0050 0.5% 66% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9590
2.618 0.9545
1.618 0.9518
1.000 0.9501
0.618 0.9490
HIGH 0.9474
0.618 0.9463
0.500 0.9460
0.382 0.9457
LOW 0.9446
0.618 0.9429
1.000 0.9419
1.618 0.9402
2.618 0.9374
4.250 0.9329
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.9460 0.9462
PP 0.9457 0.9458
S1 0.9453 0.9454

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

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