CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 0.9571 0.9572 0.0002 0.0% 0.9557
High 0.9605 0.9594 -0.0011 -0.1% 0.9651
Low 0.9548 0.9563 0.0015 0.2% 0.9514
Close 0.9566 0.9579 0.0013 0.1% 0.9634
Range 0.0057 0.0032 -0.0026 -44.7% 0.0137
ATR 0.0059 0.0057 -0.0002 -3.3% 0.0000
Volume 110,409 82,437 -27,972 -25.3% 439,535
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9673 0.9657 0.9596
R3 0.9641 0.9626 0.9587
R2 0.9610 0.9610 0.9584
R1 0.9594 0.9594 0.9581 0.9602
PP 0.9578 0.9578 0.9578 0.9582
S1 0.9563 0.9563 0.9576 0.9571
S2 0.9547 0.9547 0.9573
S3 0.9515 0.9531 0.9570
S4 0.9484 0.9500 0.9561
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0009 0.9958 0.9709
R3 0.9872 0.9821 0.9672
R2 0.9736 0.9736 0.9659
R1 0.9685 0.9685 0.9647 0.9710
PP 0.9599 0.9599 0.9599 0.9612
S1 0.9548 0.9548 0.9621 0.9574
S2 0.9463 0.9463 0.9609
S3 0.9326 0.9412 0.9596
S4 0.9190 0.9275 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9648 0.9548 0.0100 1.0% 0.0049 0.5% 31% False False 92,387
10 0.9651 0.9484 0.0167 1.7% 0.0050 0.5% 57% False False 90,856
20 0.9696 0.9466 0.0231 2.4% 0.0065 0.7% 49% False False 102,068
40 0.9696 0.9431 0.0266 2.8% 0.0053 0.5% 56% False False 89,748
60 0.9696 0.9397 0.0299 3.1% 0.0050 0.5% 61% False False 81,972
80 0.9696 0.9356 0.0340 3.5% 0.0053 0.6% 65% False False 61,621
100 0.9696 0.9305 0.0391 4.1% 0.0054 0.6% 70% False False 49,310
120 0.9696 0.9248 0.0448 4.7% 0.0053 0.6% 74% False False 41,106
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9728
2.618 0.9676
1.618 0.9645
1.000 0.9626
0.618 0.9613
HIGH 0.9594
0.618 0.9582
0.500 0.9578
0.382 0.9575
LOW 0.9563
0.618 0.9543
1.000 0.9531
1.618 0.9512
2.618 0.9480
4.250 0.9429
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 0.9578 0.9598
PP 0.9578 0.9591
S1 0.9578 0.9585

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

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