CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 0.9544 0.9562 0.0018 0.2% 0.9495
High 0.9570 0.9563 -0.0008 -0.1% 0.9590
Low 0.9535 0.9524 -0.0011 -0.1% 0.9462
Close 0.9553 0.9542 -0.0011 -0.1% 0.9553
Range 0.0036 0.0039 0.0003 8.5% 0.0129
ATR 0.0044 0.0043 0.0000 -0.9% 0.0000
Volume 74,672 84,074 9,402 12.6% 449,516
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9658 0.9639 0.9563
R3 0.9620 0.9600 0.9553
R2 0.9581 0.9581 0.9549
R1 0.9562 0.9562 0.9546 0.9552
PP 0.9543 0.9543 0.9543 0.9538
S1 0.9523 0.9523 0.9538 0.9514
S2 0.9504 0.9504 0.9535
S3 0.9466 0.9485 0.9531
S4 0.9427 0.9446 0.9521
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% 0.0051 0.5% 63% False False 95,552
10 0.9590 0.9462 0.0129 1.3% 0.0041 0.4% 63% False False 81,236
20 0.9590 0.9431 0.0160 1.7% 0.0039 0.4% 70% False False 75,944
40 0.9626 0.9397 0.0229 2.4% 0.0044 0.5% 63% False False 67,514
60 0.9626 0.9356 0.0270 2.8% 0.0050 0.5% 69% False False 45,144
80 0.9626 0.9296 0.0329 3.4% 0.0051 0.5% 75% False False 33,872
100 0.9626 0.9135 0.0491 5.1% 0.0052 0.5% 83% False False 27,116
120 0.9626 0.9135 0.0491 5.1% 0.0050 0.5% 83% False False 22,597
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9726
2.618 0.9663
1.618 0.9625
1.000 0.9601
0.618 0.9586
HIGH 0.9563
0.618 0.9548
0.500 0.9543
0.382 0.9539
LOW 0.9524
0.618 0.9500
1.000 0.9486
1.618 0.9462
2.618 0.9423
4.250 0.9360
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 0.9543 0.9550
PP 0.9543 0.9547
S1 0.9542 0.9545

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

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