CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 0.9486 0.9489 0.0003 0.0% 0.9464
High 0.9511 0.9494 -0.0017 -0.2% 0.9511
Low 0.9476 0.9444 -0.0032 -0.3% 0.9408
Close 0.9486 0.9454 -0.0032 -0.3% 0.9454
Range 0.0035 0.0050 0.0015 44.3% 0.0103
ATR 0.0059 0.0058 -0.0001 -1.0% 0.0000
Volume 130 266 136 104.6% 681
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9615 0.9585 0.9482
R3 0.9565 0.9535 0.9468
R2 0.9514 0.9514 0.9463
R1 0.9484 0.9484 0.9459 0.9474
PP 0.9464 0.9464 0.9464 0.9459
S1 0.9434 0.9434 0.9449 0.9424
S2 0.9413 0.9413 0.9445
S3 0.9363 0.9383 0.9440
S4 0.9312 0.9333 0.9426
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9765 0.9712 0.9510
R3 0.9663 0.9610 0.9482
R2 0.9560 0.9560 0.9473
R1 0.9507 0.9507 0.9463 0.9482
PP 0.9458 0.9458 0.9458 0.9445
S1 0.9405 0.9405 0.9445 0.9380
S2 0.9355 0.9355 0.9435
S3 0.9253 0.9302 0.9426
S4 0.9150 0.9200 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9511 0.9408 0.0103 1.1% 0.0052 0.5% 45% False False 136
10 0.9613 0.9408 0.0205 2.2% 0.0067 0.7% 22% False False 131
20 0.9613 0.9316 0.0297 3.1% 0.0058 0.6% 46% False False 84
40 0.9613 0.9267 0.0346 3.7% 0.0052 0.6% 54% False False 85
60 0.9613 0.9135 0.0478 5.1% 0.0051 0.5% 67% False False 61
80 0.9613 0.9135 0.0478 5.1% 0.0049 0.5% 67% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9709
2.618 0.9626
1.618 0.9576
1.000 0.9544
0.618 0.9525
HIGH 0.9494
0.618 0.9475
0.500 0.9469
0.382 0.9463
LOW 0.9444
0.618 0.9412
1.000 0.9393
1.618 0.9362
2.618 0.9311
4.250 0.9229
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 0.9469 0.9477
PP 0.9464 0.9469
S1 0.9459 0.9462

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

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