CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.9517 0.9557 0.0040 0.4% 0.9684
High 0.9567 0.9585 0.0019 0.2% 0.9691
Low 0.9513 0.9514 0.0002 0.0% 0.9466
Close 0.9561 0.9564 0.0004 0.0% 0.9561
Range 0.0054 0.0071 0.0017 31.5% 0.0226
ATR 0.0062 0.0062 0.0001 1.1% 0.0000
Volume 85,373 101,506 16,133 18.9% 588,207
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9767 0.9737 0.9603
R3 0.9696 0.9666 0.9584
R2 0.9625 0.9625 0.9577
R1 0.9595 0.9595 0.9571 0.9610
PP 0.9554 0.9554 0.9554 0.9562
S1 0.9524 0.9524 0.9557 0.9539
S2 0.9483 0.9483 0.9551
S3 0.9412 0.9453 0.9544
S4 0.9341 0.9382 0.9525
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0250 1.0131 0.9685
R3 1.0024 0.9905 0.9623
R2 0.9798 0.9798 0.9602
R1 0.9679 0.9679 0.9581 0.9626
PP 0.9572 0.9572 0.9572 0.9546
S1 0.9454 0.9454 0.9540 0.9400
S2 0.9347 0.9347 0.9519
S3 0.9121 0.9228 0.9498
S4 0.8895 0.9002 0.9436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9585 0.9466 0.0120 1.2% 0.0057 0.6% 82% True False 98,987
10 0.9696 0.9466 0.0231 2.4% 0.0080 0.8% 43% False False 113,525
20 0.9696 0.9462 0.0235 2.5% 0.0065 0.7% 44% False False 103,455
40 0.9696 0.9431 0.0266 2.8% 0.0051 0.5% 50% False False 86,717
60 0.9696 0.9363 0.0333 3.5% 0.0053 0.6% 60% False False 71,632
80 0.9696 0.9356 0.0340 3.6% 0.0055 0.6% 61% False False 53,758
100 0.9696 0.9267 0.0429 4.5% 0.0054 0.6% 69% False False 43,015
120 0.9696 0.9135 0.0561 5.9% 0.0054 0.6% 76% False False 35,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9887
2.618 0.9771
1.618 0.9700
1.000 0.9656
0.618 0.9629
HIGH 0.9585
0.618 0.9558
0.500 0.9550
0.382 0.9541
LOW 0.9514
0.618 0.9470
1.000 0.9443
1.618 0.9399
2.618 0.9328
4.250 0.9212
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.9559 0.9554
PP 0.9554 0.9544
S1 0.9550 0.9534

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

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