CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.9459 0.9449 -0.0010 -0.1% 0.9463
High 0.9482 0.9459 -0.0024 -0.2% 0.9518
Low 0.9433 0.9418 -0.0014 -0.1% 0.9363
Close 0.9449 0.9420 -0.0030 -0.3% 0.9498
Range 0.0050 0.0040 -0.0009 -19.2% 0.0155
ATR 0.0065 0.0063 -0.0002 -2.8% 0.0000
Volume 1,729 1,302 -427 -24.7% 6,000
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9552 0.9526 0.9442
R3 0.9512 0.9486 0.9431
R2 0.9472 0.9472 0.9427
R1 0.9446 0.9446 0.9423 0.9439
PP 0.9432 0.9432 0.9432 0.9429
S1 0.9406 0.9406 0.9416 0.9399
S2 0.9392 0.9392 0.9412
S3 0.9352 0.9366 0.9408
S4 0.9312 0.9326 0.9397
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% 0.0083 0.9% 36% False False 1,757
10 0.9518 0.9363 0.0155 1.6% 0.0065 0.7% 36% False False 1,123
20 0.9528 0.9356 0.0172 1.8% 0.0061 0.6% 37% False False 630
40 0.9613 0.9316 0.0297 3.2% 0.0059 0.6% 35% False False 348
60 0.9613 0.9267 0.0346 3.7% 0.0055 0.6% 44% False False 260
80 0.9613 0.9135 0.0478 5.1% 0.0053 0.6% 60% False False 198
100 0.9613 0.9135 0.0478 5.1% 0.0051 0.5% 60% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9629
2.618 0.9563
1.618 0.9523
1.000 0.9499
0.618 0.9483
HIGH 0.9459
0.618 0.9443
0.500 0.9438
0.382 0.9434
LOW 0.9418
0.618 0.9394
1.000 0.9378
1.618 0.9354
2.618 0.9314
4.250 0.9248
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.9438 0.9464
PP 0.9432 0.9449
S1 0.9426 0.9434

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

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