CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 0.9491 0.9495 0.0004 0.0% 0.9465
High 0.9513 0.9503 -0.0011 -0.1% 0.9527
Low 0.9490 0.9483 -0.0007 -0.1% 0.9464
Close 0.9494 0.9490 -0.0004 0.0% 0.9494
Range 0.0024 0.0020 -0.0004 -14.9% 0.0063
ATR 0.0042 0.0041 -0.0002 -3.8% 0.0000
Volume 66,251 55,829 -10,422 -15.7% 342,716
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9552 0.9541 0.9501
R3 0.9532 0.9521 0.9496
R2 0.9512 0.9512 0.9494
R1 0.9501 0.9501 0.9492 0.9496
PP 0.9492 0.9492 0.9492 0.9489
S1 0.9481 0.9481 0.9488 0.9476
S2 0.9472 0.9472 0.9486
S3 0.9452 0.9461 0.9485
S4 0.9432 0.9441 0.9479
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9684 0.9652 0.9529
R3 0.9621 0.9589 0.9511
R2 0.9558 0.9558 0.9506
R1 0.9526 0.9526 0.9500 0.9542
PP 0.9495 0.9495 0.9495 0.9503
S1 0.9463 0.9463 0.9488 0.9479
S2 0.9432 0.9432 0.9482
S3 0.9369 0.9400 0.9477
S4 0.9306 0.9337 0.9459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9527 0.9474 0.0054 0.6% 0.0031 0.3% 31% False False 66,921
10 0.9527 0.9431 0.0097 1.0% 0.0033 0.3% 62% False False 65,270
20 0.9589 0.9431 0.0158 1.7% 0.0038 0.4% 38% False False 69,979
40 0.9626 0.9363 0.0263 2.8% 0.0048 0.5% 48% False False 55,720
60 0.9626 0.9356 0.0270 2.8% 0.0052 0.6% 50% False False 37,192
80 0.9626 0.9267 0.0359 3.8% 0.0051 0.5% 62% False False 27,905
100 0.9626 0.9135 0.0491 5.2% 0.0052 0.5% 72% False False 22,339
120 0.9626 0.9135 0.0491 5.2% 0.0049 0.5% 72% False False 18,616
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9588
2.618 0.9555
1.618 0.9535
1.000 0.9523
0.618 0.9515
HIGH 0.9503
0.618 0.9495
0.500 0.9493
0.382 0.9490
LOW 0.9483
0.618 0.9470
1.000 0.9463
1.618 0.9450
2.618 0.9430
4.250 0.9398
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 0.9493 0.9502
PP 0.9492 0.9498
S1 0.9491 0.9494

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

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