CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 0.9562 0.9543 -0.0019 -0.2% 0.9495
High 0.9563 0.9586 0.0023 0.2% 0.9590
Low 0.9524 0.9539 0.0015 0.2% 0.9462
Close 0.9542 0.9576 0.0034 0.4% 0.9553
Range 0.0039 0.0047 0.0008 20.8% 0.0129
ATR 0.0043 0.0044 0.0000 0.5% 0.0000
Volume 84,074 75,230 -8,844 -10.5% 449,516
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9706 0.9688 0.9602
R3 0.9660 0.9641 0.9589
R2 0.9613 0.9613 0.9585
R1 0.9595 0.9595 0.9580 0.9604
PP 0.9567 0.9567 0.9567 0.9572
S1 0.9548 0.9548 0.9572 0.9558
S2 0.9520 0.9520 0.9567
S3 0.9474 0.9502 0.9563
S4 0.9427 0.9455 0.9550
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9920 0.9865 0.9624
R3 0.9792 0.9737 0.9588
R2 0.9663 0.9663 0.9577
R1 0.9608 0.9608 0.9565 0.9636
PP 0.9535 0.9535 0.9535 0.9549
S1 0.9480 0.9480 0.9541 0.9507
S2 0.9406 0.9406 0.9529
S3 0.9278 0.9351 0.9518
S4 0.9149 0.9223 0.9482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9590 0.9482 0.0109 1.1% 0.0054 0.6% 87% False False 95,626
10 0.9590 0.9462 0.0129 1.3% 0.0042 0.4% 89% False False 82,856
20 0.9590 0.9431 0.0160 1.7% 0.0040 0.4% 91% False False 76,639
40 0.9626 0.9397 0.0229 2.4% 0.0043 0.5% 78% False False 69,351
60 0.9626 0.9356 0.0270 2.8% 0.0049 0.5% 82% False False 46,396
80 0.9626 0.9296 0.0329 3.4% 0.0051 0.5% 85% False False 34,812
100 0.9626 0.9150 0.0476 5.0% 0.0052 0.5% 90% False False 27,868
120 0.9626 0.9135 0.0491 5.1% 0.0050 0.5% 90% False False 23,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9783
2.618 0.9707
1.618 0.9661
1.000 0.9632
0.618 0.9614
HIGH 0.9586
0.618 0.9568
0.500 0.9562
0.382 0.9557
LOW 0.9539
0.618 0.9510
1.000 0.9493
1.618 0.9464
2.618 0.9417
4.250 0.9341
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 0.9571 0.9569
PP 0.9567 0.9562
S1 0.9562 0.9555

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

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