CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 0.9475 0.9443 -0.0032 -0.3% 0.9475
High 0.9477 0.9447 -0.0030 -0.3% 0.9537
Low 0.9431 0.9431 -0.0001 0.0% 0.9460
Close 0.9438 0.9439 0.0002 0.0% 0.9497
Range 0.0046 0.0017 -0.0029 -63.7% 0.0077
ATR 0.0048 0.0046 -0.0002 -4.7% 0.0000
Volume 75,199 45,387 -29,812 -39.6% 380,276
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9488 0.9480 0.9448
R3 0.9472 0.9464 0.9444
R2 0.9455 0.9455 0.9442
R1 0.9447 0.9447 0.9441 0.9443
PP 0.9439 0.9439 0.9439 0.9437
S1 0.9431 0.9431 0.9437 0.9427
S2 0.9422 0.9422 0.9436
S3 0.9406 0.9414 0.9434
S4 0.9389 0.9398 0.9430
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% 0.0038 0.4% 8% False True 70,924
10 0.9537 0.9431 0.0106 1.1% 0.0037 0.4% 8% False True 69,728
20 0.9626 0.9422 0.0204 2.2% 0.0045 0.5% 9% False False 77,153
40 0.9626 0.9356 0.0270 2.9% 0.0052 0.5% 31% False False 44,044
60 0.9626 0.9316 0.0310 3.3% 0.0055 0.6% 40% False False 29,396
80 0.9626 0.9267 0.0359 3.8% 0.0052 0.6% 48% False False 22,062
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 62% False False 17,658
120 0.9626 0.9135 0.0491 5.2% 0.0050 0.5% 62% False False 14,715
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 0.9517
2.618 0.9490
1.618 0.9474
1.000 0.9464
0.618 0.9457
HIGH 0.9447
0.618 0.9441
0.500 0.9439
0.382 0.9437
LOW 0.9431
0.618 0.9420
1.000 0.9414
1.618 0.9404
2.618 0.9387
4.250 0.9360
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 0.9439 0.9459
PP 0.9439 0.9453
S1 0.9439 0.9446

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

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