CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 0.9566 0.9544 -0.0022 -0.2% 0.9495
High 0.9576 0.9570 -0.0006 -0.1% 0.9590
Low 0.9536 0.9535 -0.0002 0.0% 0.9462
Close 0.9542 0.9553 0.0012 0.1% 0.9553
Range 0.0040 0.0036 -0.0005 -12.3% 0.0129
ATR 0.0044 0.0044 -0.0001 -1.4% 0.0000
Volume 97,770 74,672 -23,098 -23.6% 449,516
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9659 0.9642 0.9573
R3 0.9624 0.9606 0.9563
R2 0.9588 0.9588 0.9560
R1 0.9571 0.9571 0.9556 0.9579
PP 0.9553 0.9553 0.9553 0.9557
S1 0.9535 0.9535 0.9550 0.9544
S2 0.9517 0.9517 0.9546
S3 0.9482 0.9500 0.9543
S4 0.9446 0.9464 0.9533
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9920 0.9865 0.9624
R3 0.9792 0.9737 0.9588
R2 0.9663 0.9663 0.9577
R1 0.9608 0.9608 0.9565 0.9636
PP 0.9535 0.9535 0.9535 0.9549
S1 0.9480 0.9480 0.9541 0.9507
S2 0.9406 0.9406 0.9529
S3 0.9278 0.9351 0.9518
S4 0.9149 0.9223 0.9482
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% 0.0047 0.5% 71% False False 89,903
10 0.9590 0.9462 0.0129 1.3% 0.0041 0.4% 71% False False 79,223
20 0.9590 0.9431 0.0160 1.7% 0.0039 0.4% 77% False False 74,621
40 0.9626 0.9363 0.0263 2.7% 0.0047 0.5% 72% False False 65,470
60 0.9626 0.9356 0.0270 2.8% 0.0052 0.5% 73% False False 43,748
80 0.9626 0.9296 0.0329 3.4% 0.0051 0.5% 78% False False 32,822
100 0.9626 0.9135 0.0491 5.1% 0.0052 0.5% 85% False False 26,275
120 0.9626 0.9135 0.0491 5.1% 0.0049 0.5% 85% False False 21,897
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9721
2.618 0.9663
1.618 0.9627
1.000 0.9606
0.618 0.9592
HIGH 0.9570
0.618 0.9556
0.500 0.9552
0.382 0.9548
LOW 0.9535
0.618 0.9513
1.000 0.9499
1.618 0.9477
2.618 0.9442
4.250 0.9384
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 0.9553 0.9547
PP 0.9553 0.9542
S1 0.9552 0.9536

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

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