CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.9450 0.9399 -0.0051 -0.5% 0.9463
High 0.9481 0.9518 0.0038 0.4% 0.9518
Low 0.9384 0.9363 -0.0021 -0.2% 0.9363
Close 0.9392 0.9498 0.0106 1.1% 0.9498
Range 0.0097 0.0155 0.0059 60.6% 0.0155
ATR 0.0059 0.0066 0.0007 11.6% 0.0000
Volume 1,689 2,313 624 36.9% 6,000
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9925 0.9866 0.9583
R3 0.9770 0.9711 0.9541
R2 0.9615 0.9615 0.9526
R1 0.9556 0.9556 0.9512 0.9586
PP 0.9460 0.9460 0.9460 0.9474
S1 0.9401 0.9401 0.9484 0.9431
S2 0.9305 0.9305 0.9470
S3 0.9150 0.9246 0.9455
S4 0.8995 0.9091 0.9413
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9925 0.9866 0.9583
R3 0.9770 0.9711 0.9541
R2 0.9615 0.9615 0.9526
R1 0.9556 0.9556 0.9512 0.9586
PP 0.9460 0.9460 0.9460 0.9474
S1 0.9401 0.9401 0.9484 0.9431
S2 0.9305 0.9305 0.9470
S3 0.9150 0.9246 0.9455
S4 0.8995 0.9091 0.9413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9518 0.9363 0.0155 1.6% 0.0079 0.8% 87% True True 1,200
10 0.9528 0.9363 0.0165 1.7% 0.0072 0.8% 82% False True 688
20 0.9528 0.9356 0.0172 1.8% 0.0061 0.6% 83% False False 405
40 0.9613 0.9296 0.0317 3.3% 0.0059 0.6% 64% False False 230
60 0.9613 0.9135 0.0478 5.0% 0.0057 0.6% 76% False False 184
80 0.9613 0.9135 0.0478 5.0% 0.0052 0.6% 76% False False 139
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 0.0019
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0177
2.618 0.9924
1.618 0.9769
1.000 0.9673
0.618 0.9614
HIGH 0.9518
0.618 0.9459
0.500 0.9441
0.382 0.9422
LOW 0.9363
0.618 0.9267
1.000 0.9208
1.618 0.9112
2.618 0.8957
4.250 0.8704
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.9479 0.9479
PP 0.9460 0.9460
S1 0.9441 0.9441

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

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