CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 0.9566 0.9540 -0.0026 -0.3% 0.9436
High 0.9589 0.9541 -0.0048 -0.5% 0.9601
Low 0.9527 0.9485 -0.0042 -0.4% 0.9431
Close 0.9541 0.9496 -0.0045 -0.5% 0.9576
Range 0.0062 0.0056 -0.0006 -9.8% 0.0170
ATR 0.0057 0.0057 0.0000 -0.2% 0.0000
Volume 69,247 86,186 16,939 24.5% 426,386
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9674 0.9640 0.9526
R3 0.9618 0.9585 0.9511
R2 0.9563 0.9563 0.9506
R1 0.9529 0.9529 0.9501 0.9518
PP 0.9507 0.9507 0.9507 0.9502
S1 0.9474 0.9474 0.9490 0.9463
S2 0.9452 0.9452 0.9485
S3 0.9396 0.9418 0.9480
S4 0.9341 0.9363 0.9465
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.0046 0.9981 0.9669
R3 0.9876 0.9811 0.9622
R2 0.9706 0.9706 0.9607
R1 0.9641 0.9641 0.9591 0.9673
PP 0.9536 0.9536 0.9536 0.9552
S1 0.9471 0.9471 0.9560 0.9503
S2 0.9366 0.9366 0.9544
S3 0.9196 0.9301 0.9529
S4 0.9026 0.9131 0.9482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9626 0.9485 0.0141 1.5% 0.0063 0.7% 7% False True 90,275
10 0.9626 0.9418 0.0207 2.2% 0.0052 0.6% 37% False False 84,236
20 0.9626 0.9363 0.0263 2.8% 0.0059 0.6% 50% False False 49,208
40 0.9626 0.9356 0.0270 2.8% 0.0059 0.6% 52% False False 24,678
60 0.9626 0.9267 0.0359 3.8% 0.0056 0.6% 64% False False 16,468
80 0.9626 0.9135 0.0491 5.2% 0.0056 0.6% 73% False False 12,371
100 0.9626 0.9135 0.0491 5.2% 0.0051 0.5% 73% False False 9,898
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9776
2.618 0.9686
1.618 0.9630
1.000 0.9596
0.618 0.9575
HIGH 0.9541
0.618 0.9519
0.500 0.9513
0.382 0.9506
LOW 0.9485
0.618 0.9451
1.000 0.9430
1.618 0.9395
2.618 0.9340
4.250 0.9249
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 0.9513 0.9555
PP 0.9507 0.9535
S1 0.9501 0.9515

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

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