CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 0.9613 0.9587 -0.0027 -0.3% 0.9636
High 0.9633 0.9600 -0.0033 -0.3% 0.9648
Low 0.9579 0.9564 -0.0016 -0.2% 0.9548
Close 0.9587 0.9580 -0.0007 -0.1% 0.9615
Range 0.0054 0.0037 -0.0017 -31.8% 0.0100
ATR 0.0056 0.0055 -0.0001 -2.5% 0.0000
Volume 111,722 96,996 -14,726 -13.2% 406,635
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9691 0.9672 0.9600
R3 0.9654 0.9635 0.9590
R2 0.9618 0.9618 0.9586
R1 0.9599 0.9599 0.9583 0.9590
PP 0.9581 0.9581 0.9581 0.9577
S1 0.9562 0.9562 0.9576 0.9553
S2 0.9545 0.9545 0.9573
S3 0.9508 0.9526 0.9569
S4 0.9472 0.9489 0.9559
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9903 0.9859 0.9670
R3 0.9803 0.9759 0.9642
R2 0.9703 0.9703 0.9633
R1 0.9659 0.9659 0.9624 0.9631
PP 0.9603 0.9603 0.9603 0.9589
S1 0.9559 0.9559 0.9605 0.9531
S2 0.9503 0.9503 0.9596
S3 0.9403 0.9459 0.9587
S4 0.9303 0.9359 0.9560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9633 0.9548 0.0085 0.9% 0.0046 0.5% 38% False False 103,262
10 0.9651 0.9548 0.0103 1.1% 0.0048 0.5% 31% False False 95,338
20 0.9696 0.9466 0.0231 2.4% 0.0064 0.7% 49% False False 104,431
40 0.9696 0.9431 0.0266 2.8% 0.0053 0.6% 56% False False 91,879
60 0.9696 0.9412 0.0285 3.0% 0.0051 0.5% 59% False False 87,142
80 0.9696 0.9356 0.0340 3.5% 0.0053 0.6% 66% False False 65,659
100 0.9696 0.9316 0.0380 4.0% 0.0054 0.6% 69% False False 52,544
120 0.9696 0.9267 0.0429 4.5% 0.0053 0.6% 73% False False 43,801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9755
2.618 0.9696
1.618 0.9659
1.000 0.9637
0.618 0.9623
HIGH 0.9600
0.618 0.9586
0.500 0.9582
0.382 0.9577
LOW 0.9564
0.618 0.9541
1.000 0.9527
1.618 0.9504
2.618 0.9468
4.250 0.9408
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 0.9582 0.9598
PP 0.9581 0.9592
S1 0.9580 0.9586

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

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