CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	0.9566	0.9540	-0.0026	-0.3%	0.9436
High	0.9589	0.9541	-0.0048	-0.5%	0.9601
Low	0.9527	0.9485	-0.0042	-0.4%	0.9431
Close	0.9541	0.9496	-0.0045	-0.5%	0.9576
Range	0.0062	0.0056	-0.0006	-9.8%	0.0170
ATR	0.0057	0.0057	0.0000	-0.2%	0.0000
Volume	69,247	86,366	17,119	24.7%	426,386

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9674	0.9640	0.9526
R3	0.9618	0.9585	0.9511
R2	0.9563	0.9563	0.9506
R1	0.9529	0.9529	0.9501	0.9518
PP	0.9507	0.9507	0.9507	0.9502
S1	0.9474	0.9474	0.9490	0.9463
S2	0.9452	0.9452	0.9485
S3	0.9396	0.9418	0.9480
S4	0.9341	0.9363	0.9465

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	0.9485	0.0141	1.5%	0.0063	0.7%	7%	False	True	90,311
10	0.9626	0.9418	0.0207	2.2%	0.0052	0.6%	37%	False	False	84,254
20	0.9626	0.9363	0.0263	2.8%	0.0059	0.6%	50%	False	False	49,217
40	0.9626	0.9356	0.0270	2.8%	0.0059	0.6%	52%	False	False	24,682
60	0.9626	0.9267	0.0359	3.8%	0.0056	0.6%	64%	False	False	16,471
80	0.9626	0.9135	0.0491	5.2%	0.0056	0.6%	73%	False	False	12,374
100	0.9626	0.9135	0.0491	5.2%	0.0051	0.5%	73%	False	False	9,899

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9776
2.618	0.9686
1.618	0.9630
1.000	0.9596
0.618	0.9575
HIGH	0.9541
0.618	0.9519
0.500	0.9513
0.382	0.9506
LOW	0.9485
0.618	0.9451
1.000	0.9430
1.618	0.9395
2.618	0.9340
4.250	0.9249

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	0.9513	0.9555
PP	0.9507	0.9535
S1	0.9501	0.9515

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