CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 0.9503 0.9488 -0.0015 -0.2% 0.9561
High 0.9526 0.9521 -0.0006 -0.1% 0.9696
Low 0.9466 0.9484 0.0018 0.2% 0.9497
Close 0.9487 0.9518 0.0032 0.3% 0.9691
Range 0.0061 0.0037 -0.0024 -38.8% 0.0200
ATR 0.0064 0.0062 -0.0002 -3.0% 0.0000
Volume 80,843 91,765 10,922 13.5% 514,602
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9618 0.9605 0.9538
R3 0.9581 0.9568 0.9528
R2 0.9544 0.9544 0.9525
R1 0.9531 0.9531 0.9521 0.9538
PP 0.9507 0.9507 0.9507 0.9511
S1 0.9494 0.9494 0.9515 0.9501
S2 0.9470 0.9470 0.9511
S3 0.9433 0.9457 0.9508
S4 0.9396 0.9420 0.9498
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0226 1.0158 0.9801
R3 1.0027 0.9959 0.9746
R2 0.9827 0.9827 0.9728
R1 0.9759 0.9759 0.9710 0.9793
PP 0.9628 0.9628 0.9628 0.9645
S1 0.9560 0.9560 0.9673 0.9594
S2 0.9428 0.9428 0.9655
S3 0.9229 0.9360 0.9637
S4 0.9029 0.9161 0.9582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9696 0.9466 0.0231 2.4% 0.0087 0.9% 23% False False 124,811
10 0.9696 0.9466 0.0231 2.4% 0.0077 0.8% 23% False False 112,619
20 0.9696 0.9462 0.0235 2.5% 0.0061 0.6% 24% False False 100,215
40 0.9696 0.9431 0.0266 2.8% 0.0052 0.5% 33% False False 87,029
60 0.9696 0.9363 0.0333 3.5% 0.0053 0.6% 47% False False 68,525
80 0.9696 0.9344 0.0352 3.7% 0.0056 0.6% 49% False False 51,425
100 0.9696 0.9267 0.0429 4.5% 0.0054 0.6% 59% False False 41,146
120 0.9696 0.9135 0.0561 5.9% 0.0054 0.6% 68% False False 34,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9678
2.618 0.9617
1.618 0.9580
1.000 0.9558
0.618 0.9543
HIGH 0.9521
0.618 0.9506
0.500 0.9502
0.382 0.9498
LOW 0.9484
0.618 0.9461
1.000 0.9447
1.618 0.9424
2.618 0.9387
4.250 0.9326
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 0.9513 0.9514
PP 0.9507 0.9509
S1 0.9502 0.9505

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

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