CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 0.9487 0.9520 0.0033 0.3% 0.9490
High 0.9527 0.9521 -0.0007 -0.1% 0.9494
Low 0.9484 0.9485 0.0002 0.0% 0.9431
Close 0.9521 0.9489 -0.0032 -0.3% 0.9474
Range 0.0044 0.0036 -0.0008 -18.4% 0.0063
ATR 0.0044 0.0044 -0.0001 -1.4% 0.0000
Volume 74,692 78,805 4,113 5.5% 319,928
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9605 0.9582 0.9509
R3 0.9569 0.9547 0.9499
R2 0.9534 0.9534 0.9496
R1 0.9511 0.9511 0.9492 0.9505
PP 0.9498 0.9498 0.9498 0.9495
S1 0.9476 0.9476 0.9486 0.9469
S2 0.9463 0.9463 0.9482
S3 0.9427 0.9440 0.9479
S4 0.9392 0.9405 0.9469
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 0.9527 0.9437 0.0090 0.9% 0.0039 0.4% 58% False False 69,207
10 0.9537 0.9431 0.0106 1.1% 0.0039 0.4% 55% False False 70,066
20 0.9626 0.9431 0.0195 2.1% 0.0043 0.4% 30% False False 73,842
40 0.9626 0.9363 0.0263 2.8% 0.0049 0.5% 48% False False 52,679
60 0.9626 0.9344 0.0282 3.0% 0.0054 0.6% 52% False False 35,162
80 0.9626 0.9267 0.0359 3.8% 0.0052 0.5% 62% False False 26,379
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.6% 72% False False 21,118
120 0.9626 0.9135 0.0491 5.2% 0.0050 0.5% 72% False False 17,599
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9671
2.618 0.9613
1.618 0.9578
1.000 0.9556
0.618 0.9542
HIGH 0.9521
0.618 0.9507
0.500 0.9503
0.382 0.9499
LOW 0.9485
0.618 0.9463
1.000 0.9450
1.618 0.9428
2.618 0.9392
4.250 0.9334
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 0.9503 0.9500
PP 0.9498 0.9497
S1 0.9494 0.9493

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

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