CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	0.9598	0.9613	0.0015	0.2%	0.9613
High	0.9624	0.9621	-0.0003	0.0%	0.9647
Low	0.9587	0.9596	0.0009	0.1%	0.9547
Close	0.9618	0.9600	-0.0018	-0.2%	0.9608
Range	0.0037	0.0025	-0.0012	-31.5%	0.0101
ATR	0.0054	0.0052	-0.0002	-3.9%	0.0000
Volume	109,756	115,022	5,266	4.8%	512,137

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9680	0.9665	0.9614
R3	0.9655	0.9640	0.9607
R2	0.9630	0.9630	0.9605
R1	0.9615	0.9615	0.9602	0.9610
PP	0.9605	0.9605	0.9605	0.9603
S1	0.9590	0.9590	0.9598	0.9585
S2	0.9580	0.9580	0.9595
S3	0.9555	0.9565	0.9593
S4	0.9530	0.9540	0.9586

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%	0.0047	0.5%	53%	False	False	105,639
10	0.9647	0.9547	0.0101	1.0%	0.0047	0.5%	53%	False	False	104,450
20	0.9651	0.9466	0.0185	1.9%	0.0050	0.5%	73%	False	False	98,825
40	0.9696	0.9462	0.0235	2.4%	0.0054	0.6%	59%	False	False	97,132
60	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	64%	False	False	90,312
80	0.9696	0.9363	0.0333	3.5%	0.0053	0.6%	71%	False	False	72,254
100	0.9696	0.9316	0.0380	4.0%	0.0055	0.6%	75%	False	False	57,825
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	78%	False	False	48,195

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9727
2.618	0.9686
1.618	0.9661
1.000	0.9646
0.618	0.9636
HIGH	0.9621
0.618	0.9611
0.500	0.9608
0.382	0.9605
LOW	0.9596
0.618	0.9580
1.000	0.9571
1.618	0.9555
2.618	0.9530
4.250	0.9489

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	0.9608	0.9614
PP	0.9605	0.9609
S1	0.9603	0.9605

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols