CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 0.9628 0.9598 -0.0030 -0.3% 0.9613
High 0.9640 0.9624 -0.0017 -0.2% 0.9647
Low 0.9594 0.9587 -0.0007 -0.1% 0.9547
Close 0.9608 0.9618 0.0011 0.1% 0.9608
Range 0.0047 0.0037 -0.0010 -21.5% 0.0101
ATR 0.0056 0.0054 -0.0001 -2.5% 0.0000
Volume 106,297 109,756 3,459 3.3% 512,137
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9719 0.9705 0.9638
R3 0.9683 0.9669 0.9628
R2 0.9646 0.9646 0.9625
R1 0.9632 0.9632 0.9621 0.9639
PP 0.9610 0.9610 0.9610 0.9613
S1 0.9596 0.9596 0.9615 0.9603
S2 0.9573 0.9573 0.9611
S3 0.9537 0.9559 0.9608
S4 0.9500 0.9523 0.9598
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9902 0.9855 0.9663
R3 0.9801 0.9755 0.9635
R2 0.9701 0.9701 0.9626
R1 0.9654 0.9654 0.9617 0.9627
PP 0.9600 0.9600 0.9600 0.9587
S1 0.9554 0.9554 0.9598 0.9527
S2 0.9500 0.9500 0.9589
S3 0.9399 0.9453 0.9580
S4 0.9299 0.9353 0.9552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9647 0.9547 0.0101 1.0% 0.0050 0.5% 71% False False 102,034
10 0.9648 0.9547 0.0101 1.1% 0.0053 0.6% 71% False False 102,852
20 0.9691 0.9466 0.0226 2.3% 0.0060 0.6% 67% False False 102,813
40 0.9696 0.9462 0.0235 2.4% 0.0055 0.6% 67% False False 95,855
60 0.9696 0.9431 0.0266 2.8% 0.0052 0.5% 71% False False 89,557
80 0.9696 0.9357 0.0340 3.5% 0.0053 0.6% 77% False False 70,818
100 0.9696 0.9316 0.0380 4.0% 0.0055 0.6% 79% False False 56,675
120 0.9696 0.9267 0.0429 4.5% 0.0053 0.6% 82% False False 47,240
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9779
2.618 0.9719
1.618 0.9683
1.000 0.9660
0.618 0.9646
HIGH 0.9624
0.618 0.9610
0.500 0.9605
0.382 0.9601
LOW 0.9587
0.618 0.9564
1.000 0.9551
1.618 0.9528
2.618 0.9491
4.250 0.9432
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 0.9614 0.9614
PP 0.9610 0.9611
S1 0.9605 0.9607

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

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