CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.9413 0.9450 0.0037 0.4% 0.9393
High 0.9450 0.9481 0.0031 0.3% 0.9528
Low 0.9397 0.9384 -0.0013 -0.1% 0.9390
Close 0.9444 0.9392 -0.0052 -0.6% 0.9463
Range 0.0054 0.0097 0.0043 80.4% 0.0138
ATR 0.0056 0.0059 0.0003 5.1% 0.0000
Volume 1,501 1,689 188 12.5% 883
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9708 0.9647 0.9445
R3 0.9612 0.9550 0.9419
R2 0.9515 0.9515 0.9410
R1 0.9454 0.9454 0.9401 0.9436
PP 0.9419 0.9419 0.9419 0.9410
S1 0.9357 0.9357 0.9383 0.9340
S2 0.9322 0.9322 0.9374
S3 0.9226 0.9261 0.9365
S4 0.9129 0.9164 0.9339
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 0.9496 0.9384 0.0112 1.2% 0.0059 0.6% 7% False True 785
10 0.9528 0.9357 0.0171 1.8% 0.0061 0.7% 21% False False 468
20 0.9613 0.9356 0.0257 2.7% 0.0062 0.7% 14% False False 304
40 0.9613 0.9296 0.0317 3.4% 0.0055 0.6% 30% False False 173
60 0.9613 0.9135 0.0478 5.1% 0.0055 0.6% 54% False False 145
80 0.9613 0.9135 0.0478 5.1% 0.0051 0.5% 54% False False 110
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 0.0016
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9891
2.618 0.9733
1.618 0.9637
1.000 0.9577
0.618 0.9540
HIGH 0.9481
0.618 0.9444
0.500 0.9432
0.382 0.9421
LOW 0.9384
0.618 0.9324
1.000 0.9288
1.618 0.9228
2.618 0.9131
4.250 0.8974
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.9432 0.9432
PP 0.9419 0.9419
S1 0.9405 0.9405

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

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