CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 0.9399 0.9497 0.0099 1.0% 0.9463
High 0.9518 0.9510 -0.0009 -0.1% 0.9518
Low 0.9363 0.9438 0.0075 0.8% 0.9363
Close 0.9498 0.9459 -0.0040 -0.4% 0.9498
Range 0.0155 0.0072 -0.0084 -53.9% 0.0155
ATR 0.0066 0.0066 0.0000 0.6% 0.0000
Volume 2,313 1,754 -559 -24.2% 6,000
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9683 0.9642 0.9498
R3 0.9612 0.9571 0.9478
R2 0.9540 0.9540 0.9472
R1 0.9499 0.9499 0.9465 0.9484
PP 0.9469 0.9469 0.9469 0.9461
S1 0.9428 0.9428 0.9452 0.9413
S2 0.9397 0.9397 0.9445
S3 0.9326 0.9356 0.9439
S4 0.9254 0.9285 0.9419
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% 0.0088 0.9% 62% False False 1,522
10 0.9528 0.9363 0.0165 1.7% 0.0072 0.8% 58% False False 848
20 0.9528 0.9356 0.0172 1.8% 0.0061 0.6% 60% False False 487
40 0.9613 0.9296 0.0317 3.3% 0.0059 0.6% 51% False False 273
60 0.9613 0.9150 0.0463 4.9% 0.0057 0.6% 67% False False 213
80 0.9613 0.9135 0.0478 5.1% 0.0053 0.6% 68% False False 160
100 0.9613 0.9135 0.0478 5.1% 0.0052 0.5% 68% False False 129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9813
2.618 0.9697
1.618 0.9625
1.000 0.9581
0.618 0.9554
HIGH 0.9510
0.618 0.9482
0.500 0.9474
0.382 0.9465
LOW 0.9438
0.618 0.9394
1.000 0.9367
1.618 0.9322
2.618 0.9251
4.250 0.9134
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 0.9474 0.9453
PP 0.9469 0.9447
S1 0.9464 0.9441

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

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