CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 0.9465 0.9475 0.0010 0.1% 0.9475
High 0.9488 0.9477 -0.0012 -0.1% 0.9537
Low 0.9460 0.9431 -0.0029 -0.3% 0.9460
Close 0.9481 0.9438 -0.0043 -0.5% 0.9497
Range 0.0029 0.0046 0.0017 59.6% 0.0077
ATR 0.0048 0.0048 0.0000 0.3% 0.0000
Volume 64,000 75,199 11,199 17.5% 380,276
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9585 0.9557 0.9463
R3 0.9539 0.9511 0.9450
R2 0.9494 0.9494 0.9446
R1 0.9466 0.9466 0.9442 0.9457
PP 0.9448 0.9448 0.9448 0.9444
S1 0.9420 0.9420 0.9433 0.9412
S2 0.9403 0.9403 0.9429
S3 0.9357 0.9375 0.9425
S4 0.9312 0.9329 0.9412
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9729 0.9690 0.9539
R3 0.9652 0.9613 0.9518
R2 0.9575 0.9575 0.9511
R1 0.9536 0.9536 0.9504 0.9555
PP 0.9498 0.9498 0.9498 0.9507
S1 0.9459 0.9459 0.9489 0.9478
S2 0.9421 0.9421 0.9482
S3 0.9344 0.9382 0.9475
S4 0.9267 0.9305 0.9454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9537 0.9431 0.0106 1.1% 0.0041 0.4% 6% False True 75,481
10 0.9537 0.9431 0.0106 1.1% 0.0038 0.4% 6% False True 73,047
20 0.9626 0.9418 0.0207 2.2% 0.0045 0.5% 9% False False 78,650
40 0.9626 0.9356 0.0270 2.9% 0.0053 0.6% 30% False False 42,914
60 0.9626 0.9316 0.0310 3.3% 0.0055 0.6% 39% False False 28,640
80 0.9626 0.9267 0.0359 3.8% 0.0053 0.6% 48% False False 21,495
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 62% False False 17,204
120 0.9626 0.9135 0.0491 5.2% 0.0050 0.5% 62% False False 14,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9670
2.618 0.9596
1.618 0.9550
1.000 0.9522
0.618 0.9505
HIGH 0.9477
0.618 0.9459
0.500 0.9454
0.382 0.9448
LOW 0.9431
0.618 0.9403
1.000 0.9386
1.618 0.9357
2.618 0.9312
4.250 0.9238
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 0.9454 0.9462
PP 0.9448 0.9454
S1 0.9443 0.9446

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

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