CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 0.9497 0.9541 0.0044 0.5% 0.9426
High 0.9553 0.9578 0.0025 0.3% 0.9465
Low 0.9496 0.9519 0.0023 0.2% 0.9412
Close 0.9533 0.9563 0.0029 0.3% 0.9436
Range 0.0058 0.0059 0.0002 2.6% 0.0054
ATR 0.0054 0.0054 0.0000 0.7% 0.0000
Volume 102,483 96,597 -5,886 -5.7% 268,302
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9730 0.9705 0.9595
R3 0.9671 0.9646 0.9579
R2 0.9612 0.9612 0.9573
R1 0.9587 0.9587 0.9568 0.9600
PP 0.9553 0.9553 0.9553 0.9559
S1 0.9528 0.9528 0.9557 0.9541
S2 0.9494 0.9494 0.9552
S3 0.9435 0.9469 0.9546
S4 0.9376 0.9410 0.9530
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9598 0.9570 0.9465
R3 0.9544 0.9517 0.9450
R2 0.9491 0.9491 0.9445
R1 0.9463 0.9463 0.9440 0.9477
PP 0.9437 0.9437 0.9437 0.9444
S1 0.9410 0.9410 0.9431 0.9424
S2 0.9384 0.9384 0.9426
S3 0.9330 0.9356 0.9421
S4 0.9277 0.9303 0.9406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9578 0.9422 0.0156 1.6% 0.0048 0.5% 90% True False 82,448
10 0.9578 0.9397 0.0181 1.9% 0.0045 0.5% 92% True False 61,910
20 0.9578 0.9363 0.0215 2.2% 0.0055 0.6% 93% True False 31,516
40 0.9613 0.9344 0.0269 2.8% 0.0060 0.6% 81% False False 15,822
60 0.9613 0.9267 0.0346 3.6% 0.0055 0.6% 85% False False 10,558
80 0.9613 0.9135 0.0478 5.0% 0.0055 0.6% 89% False False 7,937
100 0.9613 0.9135 0.0478 5.0% 0.0051 0.5% 89% False False 6,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9828
2.618 0.9732
1.618 0.9673
1.000 0.9637
0.618 0.9614
HIGH 0.9578
0.618 0.9555
0.500 0.9548
0.382 0.9541
LOW 0.9519
0.618 0.9482
1.000 0.9460
1.618 0.9423
2.618 0.9364
4.250 0.9268
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 0.9558 0.9548
PP 0.9553 0.9534
S1 0.9548 0.9520

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

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