CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	0.9453	0.9431	-0.0022	-0.2%	0.9497
High	0.9465	0.9447	-0.0018	-0.2%	0.9510
Low	0.9421	0.9418	-0.0003	0.0%	0.9397
Close	0.9428	0.9435	0.0007	0.1%	0.9428
Range	0.0044	0.0029	-0.0015	-35.2%	0.0113
ATR	0.0059	0.0056	-0.0002	-3.7%	0.0000
Volume	84,955	75,343	-9,612	-11.3%	16,739

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9519	0.9506	0.9451
R3	0.9491	0.9477	0.9443
R2	0.9462	0.9462	0.9440
R1	0.9449	0.9449	0.9438	0.9455
PP	0.9433	0.9433	0.9433	0.9437
S1	0.9420	0.9420	0.9432	0.9427
S2	0.9405	0.9405	0.9430
S3	0.9376	0.9391	0.9427
S4	0.9348	0.9363	0.9419

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9717	0.9489
R3	0.9670	0.9605	0.9458
R2	0.9557	0.9557	0.9448
R1	0.9492	0.9492	0.9438	0.9469
PP	0.9445	0.9445	0.9445	0.9433
S1	0.9380	0.9380	0.9417	0.9356
S2	0.9332	0.9332	0.9407
S3	0.9220	0.9267	0.9397
S4	0.9107	0.9155	0.9366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9465	0.9397	0.0068	0.7%	0.0042	0.4%	56%	False	False	41,372
10	0.9518	0.9363	0.0155	1.6%	0.0062	0.7%	46%	False	False	21,565
20	0.9528	0.9356	0.0172	1.8%	0.0059	0.6%	46%	False	False	10,936
40	0.9613	0.9316	0.0297	3.1%	0.0059	0.6%	40%	False	False	5,518
60	0.9613	0.9267	0.0346	3.7%	0.0055	0.6%	49%	False	False	3,699
80	0.9613	0.9135	0.0478	5.1%	0.0053	0.6%	63%	False	False	2,784
100	0.9613	0.9135	0.0478	5.1%	0.0051	0.5%	63%	False	False	2,228

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9568
2.618	0.9522
1.618	0.9493
1.000	0.9476
0.618	0.9465
HIGH	0.9447
0.618	0.9436
0.500	0.9433
0.382	0.9429
LOW	0.9418
0.618	0.9401
1.000	0.9390
1.618	0.9372
2.618	0.9344
4.250	0.9297

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	0.9434	0.9438
PP	0.9433	0.9437
S1	0.9433	0.9436

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols