CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 0.9475 0.9483 0.0008 0.1% 0.9573
High 0.9509 0.9501 -0.0008 -0.1% 0.9626
Low 0.9472 0.9466 -0.0007 -0.1% 0.9469
Close 0.9486 0.9471 -0.0015 -0.2% 0.9478
Range 0.0037 0.0036 -0.0001 -2.7% 0.0157
ATR 0.0053 0.0051 -0.0001 -2.3% 0.0000
Volume 57,626 61,333 3,707 6.4% 412,651
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9586 0.9564 0.9491
R3 0.9550 0.9528 0.9481
R2 0.9515 0.9515 0.9478
R1 0.9493 0.9493 0.9474 0.9486
PP 0.9479 0.9479 0.9479 0.9476
S1 0.9457 0.9457 0.9468 0.9451
S2 0.9444 0.9444 0.9464
S3 0.9408 0.9422 0.9461
S4 0.9373 0.9386 0.9451
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9994 0.9892 0.9564
R3 0.9837 0.9736 0.9521
R2 0.9681 0.9681 0.9507
R1 0.9579 0.9579 0.9492 0.9552
PP 0.9524 0.9524 0.9524 0.9510
S1 0.9423 0.9423 0.9464 0.9395
S2 0.9368 0.9368 0.9449
S3 0.9211 0.9266 0.9435
S4 0.9055 0.9110 0.9392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9541 0.9466 0.0075 0.8% 0.0040 0.4% 7% False True 70,110
10 0.9626 0.9466 0.0160 1.7% 0.0052 0.5% 3% False True 81,822
20 0.9626 0.9397 0.0229 2.4% 0.0047 0.5% 32% False False 62,064
40 0.9626 0.9356 0.0270 2.8% 0.0054 0.6% 43% False False 31,275
60 0.9626 0.9296 0.0329 3.5% 0.0055 0.6% 53% False False 20,870
80 0.9626 0.9150 0.0476 5.0% 0.0054 0.6% 68% False False 15,676
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 69% False False 12,541
120 0.9626 0.9135 0.0491 5.2% 0.0051 0.5% 69% False False 10,452
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9652
2.618 0.9594
1.618 0.9558
1.000 0.9537
0.618 0.9523
HIGH 0.9501
0.618 0.9487
0.500 0.9483
0.382 0.9479
LOW 0.9466
0.618 0.9444
1.000 0.9430
1.618 0.9408
2.618 0.9373
4.250 0.9315
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 0.9483 0.9488
PP 0.9479 0.9482
S1 0.9475 0.9477

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

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