CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 0.9491 0.9486 -0.0006 -0.1% 0.9465
High 0.9492 0.9590 0.0098 1.0% 0.9527
Low 0.9462 0.9482 0.0020 0.2% 0.9464
Close 0.9489 0.9571 0.0083 0.9% 0.9494
Range 0.0031 0.0109 0.0078 255.7% 0.0063
ATR 0.0040 0.0045 0.0005 12.3% 0.0000
Volume 74,859 146,386 71,527 95.5% 342,716
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9873 0.9831 0.9631
R3 0.9765 0.9722 0.9601
R2 0.9656 0.9656 0.9591
R1 0.9614 0.9614 0.9581 0.9635
PP 0.9548 0.9548 0.9548 0.9558
S1 0.9505 0.9505 0.9561 0.9526
S2 0.9439 0.9439 0.9551
S3 0.9331 0.9397 0.9541
S4 0.9222 0.9288 0.9511
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 0.9590 0.9462 0.0129 1.3% 0.0044 0.5% 85% True False 84,426
10 0.9590 0.9431 0.0160 1.7% 0.0040 0.4% 88% True False 73,475
20 0.9590 0.9431 0.0160 1.7% 0.0039 0.4% 88% True False 73,261
40 0.9626 0.9363 0.0263 2.7% 0.0049 0.5% 79% False False 61,239
60 0.9626 0.9356 0.0270 2.8% 0.0052 0.5% 80% False False 40,875
80 0.9626 0.9267 0.0359 3.7% 0.0052 0.5% 85% False False 30,668
100 0.9626 0.9135 0.0491 5.1% 0.0052 0.5% 89% False False 24,551
120 0.9626 0.9135 0.0491 5.1% 0.0049 0.5% 89% False False 20,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 0.9874
1.618 0.9766
1.000 0.9699
0.618 0.9657
HIGH 0.9590
0.618 0.9549
0.500 0.9536
0.382 0.9523
LOW 0.9482
0.618 0.9414
1.000 0.9373
1.618 0.9306
2.618 0.9197
4.250 0.9020
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 0.9559 0.9556
PP 0.9548 0.9541
S1 0.9536 0.9526

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

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