CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 0.9557 0.9573 0.0016 0.2% 0.9436
High 0.9601 0.9626 0.0025 0.3% 0.9601
Low 0.9546 0.9541 -0.0006 -0.1% 0.9431
Close 0.9576 0.9553 -0.0023 -0.2% 0.9576
Range 0.0055 0.0085 0.0031 56.0% 0.0170
ATR 0.0054 0.0057 0.0002 4.0% 0.0000
Volume 87,538 111,809 24,271 27.7% 426,386
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9828 0.9776 0.9600
R3 0.9743 0.9691 0.9576
R2 0.9658 0.9658 0.9569
R1 0.9606 0.9606 0.9561 0.9589
PP 0.9573 0.9573 0.9573 0.9565
S1 0.9521 0.9521 0.9545 0.9504
S2 0.9488 0.9488 0.9537
S3 0.9403 0.9436 0.9530
S4 0.9318 0.9351 0.9506
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.0046 0.9981 0.9669
R3 0.9876 0.9811 0.9622
R2 0.9706 0.9706 0.9607
R1 0.9641 0.9641 0.9591 0.9673
PP 0.9536 0.9536 0.9536 0.9552
S1 0.9471 0.9471 0.9560 0.9503
S2 0.9366 0.9366 0.9544
S3 0.9196 0.9301 0.9529
S4 0.9026 0.9131 0.9482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9626 0.9462 0.0164 1.7% 0.0061 0.6% 56% True False 93,691
10 0.9626 0.9412 0.0214 2.2% 0.0050 0.5% 66% True False 80,649
20 0.9626 0.9363 0.0263 2.7% 0.0057 0.6% 72% True False 41,461
40 0.9626 0.9356 0.0270 2.8% 0.0060 0.6% 73% True False 20,799
60 0.9626 0.9267 0.0359 3.8% 0.0056 0.6% 80% True False 13,880
80 0.9626 0.9135 0.0491 5.1% 0.0056 0.6% 85% True False 10,429
100 0.9626 0.9135 0.0491 5.1% 0.0052 0.5% 85% True False 8,343
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 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9987
2.618 0.9848
1.618 0.9763
1.000 0.9711
0.618 0.9678
HIGH 0.9626
0.618 0.9593
0.500 0.9583
0.382 0.9573
LOW 0.9541
0.618 0.9488
1.000 0.9456
1.618 0.9403
2.618 0.9318
4.250 0.9179
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 0.9583 0.9572
PP 0.9573 0.9566
S1 0.9563 0.9559

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

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