CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 0.9474 0.9490 0.0017 0.2% 0.9573
High 0.9496 0.9495 -0.0001 0.0% 0.9626
Low 0.9460 0.9466 0.0006 0.1% 0.9469
Close 0.9488 0.9481 -0.0007 -0.1% 0.9478
Range 0.0036 0.0030 -0.0007 -18.1% 0.0157
ATR 0.0050 0.0049 -0.0001 -2.9% 0.0000
Volume 88,880 68,170 -20,710 -23.3% 412,651
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9569 0.9555 0.9497
R3 0.9540 0.9525 0.9489
R2 0.9510 0.9510 0.9486
R1 0.9496 0.9496 0.9484 0.9488
PP 0.9481 0.9481 0.9481 0.9477
S1 0.9466 0.9466 0.9478 0.9459
S2 0.9451 0.9451 0.9476
S3 0.9422 0.9437 0.9473
S4 0.9392 0.9407 0.9465
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 0.9510 0.9460 0.0051 0.5% 0.0036 0.4% 43% False False 68,533
10 0.9626 0.9460 0.0166 1.8% 0.0046 0.5% 13% False False 77,619
20 0.9626 0.9397 0.0229 2.4% 0.0046 0.5% 37% False False 69,765
40 0.9626 0.9356 0.0270 2.8% 0.0053 0.6% 46% False False 35,197
60 0.9626 0.9316 0.0310 3.3% 0.0055 0.6% 53% False False 23,487
80 0.9626 0.9267 0.0359 3.8% 0.0053 0.6% 60% False False 17,636
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 71% False False 14,111
120 0.9626 0.9135 0.0491 5.2% 0.0050 0.5% 71% False False 11,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9620
2.618 0.9572
1.618 0.9543
1.000 0.9525
0.618 0.9513
HIGH 0.9495
0.618 0.9484
0.500 0.9480
0.382 0.9477
LOW 0.9466
0.618 0.9447
1.000 0.9436
1.618 0.9418
2.618 0.9388
4.250 0.9340
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 0.9481 0.9481
PP 0.9481 0.9481
S1 0.9480 0.9480

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.