CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 0.9443 0.9440 -0.0004 0.0% 0.9490
High 0.9447 0.9478 0.0031 0.3% 0.9494
Low 0.9431 0.9437 0.0007 0.1% 0.9431
Close 0.9439 0.9474 0.0035 0.4% 0.9474
Range 0.0017 0.0041 0.0025 148.5% 0.0063
ATR 0.0046 0.0045 0.0000 -0.7% 0.0000
Volume 45,387 69,573 24,186 53.3% 319,928
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9586 0.9571 0.9496
R3 0.9545 0.9530 0.9485
R2 0.9504 0.9504 0.9481
R1 0.9489 0.9489 0.9477 0.9496
PP 0.9463 0.9463 0.9463 0.9467
S1 0.9448 0.9448 0.9470 0.9455
S2 0.9422 0.9422 0.9466
S3 0.9381 0.9407 0.9462
S4 0.9340 0.9366 0.9451
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9656 0.9628 0.9508
R3 0.9593 0.9565 0.9491
R2 0.9529 0.9529 0.9485
R1 0.9501 0.9501 0.9479 0.9484
PP 0.9466 0.9466 0.9466 0.9457
S1 0.9438 0.9438 0.9468 0.9420
S2 0.9403 0.9403 0.9462
S3 0.9339 0.9375 0.9456
S4 0.9276 0.9311 0.9439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9494 0.9431 0.0063 0.7% 0.0034 0.4% 68% False False 63,985
10 0.9537 0.9431 0.0106 1.1% 0.0037 0.4% 41% False False 70,020
20 0.9626 0.9431 0.0195 2.1% 0.0046 0.5% 22% False False 76,962
40 0.9626 0.9357 0.0269 2.8% 0.0052 0.5% 43% False False 45,782
60 0.9626 0.9316 0.0310 3.3% 0.0054 0.6% 51% False False 30,556
80 0.9626 0.9267 0.0359 3.8% 0.0052 0.6% 58% False False 22,932
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 69% False False 18,353
120 0.9626 0.9135 0.0491 5.2% 0.0050 0.5% 69% False False 15,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9652
2.618 0.9585
1.618 0.9544
1.000 0.9519
0.618 0.9503
HIGH 0.9478
0.618 0.9462
0.500 0.9458
0.382 0.9453
LOW 0.9437
0.618 0.9412
1.000 0.9396
1.618 0.9371
2.618 0.9330
4.250 0.9263
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 0.9468 0.9467
PP 0.9463 0.9461
S1 0.9458 0.9454

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

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