CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 0.9436 0.9472 0.0036 0.4% 0.9426
High 0.9488 0.9508 0.0020 0.2% 0.9465
Low 0.9431 0.9462 0.0031 0.3% 0.9412
Close 0.9471 0.9493 0.0022 0.2% 0.9436
Range 0.0058 0.0047 -0.0011 -19.1% 0.0054
ATR 0.0054 0.0053 -0.0001 -1.0% 0.0000
Volume 69,738 70,030 292 0.4% 268,302
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9627 0.9607 0.9519
R3 0.9581 0.9560 0.9506
R2 0.9534 0.9534 0.9502
R1 0.9514 0.9514 0.9497 0.9524
PP 0.9488 0.9488 0.9488 0.9493
S1 0.9467 0.9467 0.9489 0.9477
S2 0.9441 0.9441 0.9484
S3 0.9395 0.9421 0.9480
S4 0.9348 0.9374 0.9467
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9598 0.9570 0.9465
R3 0.9544 0.9517 0.9450
R2 0.9491 0.9491 0.9445
R1 0.9463 0.9463 0.9440 0.9477
PP 0.9437 0.9437 0.9437 0.9444
S1 0.9410 0.9410 0.9431 0.9424
S2 0.9384 0.9384 0.9426
S3 0.9330 0.9356 0.9421
S4 0.9277 0.9303 0.9406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9508 0.9418 0.0090 0.9% 0.0039 0.4% 83% True False 74,691
10 0.9508 0.9397 0.0111 1.2% 0.0042 0.4% 86% True False 42,305
20 0.9528 0.9363 0.0165 1.7% 0.0057 0.6% 79% False False 21,577
40 0.9613 0.9332 0.0282 3.0% 0.0059 0.6% 57% False False 10,846
60 0.9613 0.9267 0.0346 3.6% 0.0055 0.6% 65% False False 7,245
80 0.9613 0.9135 0.0478 5.0% 0.0054 0.6% 75% False False 5,448
100 0.9613 0.9135 0.0478 5.0% 0.0051 0.5% 75% False False 4,359
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9706
2.618 0.9630
1.618 0.9583
1.000 0.9555
0.618 0.9537
HIGH 0.9508
0.618 0.9490
0.500 0.9485
0.382 0.9479
LOW 0.9462
0.618 0.9433
1.000 0.9415
1.618 0.9386
2.618 0.9340
4.250 0.9264
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 0.9490 0.9484
PP 0.9488 0.9474
S1 0.9485 0.9465

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

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