CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.9636 0.9571 -0.0066 -0.7% 0.9557
High 0.9648 0.9605 -0.0043 -0.4% 0.9651
Low 0.9559 0.9548 -0.0012 -0.1% 0.9514
Close 0.9572 0.9566 -0.0006 -0.1% 0.9634
Range 0.0089 0.0057 -0.0032 -35.6% 0.0137
ATR 0.0059 0.0059 0.0000 -0.3% 0.0000
Volume 99,043 110,409 11,366 11.5% 439,535
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9744 0.9712 0.9597
R3 0.9687 0.9655 0.9582
R2 0.9630 0.9630 0.9576
R1 0.9598 0.9598 0.9571 0.9585
PP 0.9573 0.9573 0.9573 0.9566
S1 0.9541 0.9541 0.9561 0.9528
S2 0.9516 0.9516 0.9556
S3 0.9459 0.9484 0.9550
S4 0.9402 0.9427 0.9535
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0009 0.9958 0.9709
R3 0.9872 0.9821 0.9672
R2 0.9736 0.9736 0.9659
R1 0.9685 0.9685 0.9647 0.9710
PP 0.9599 0.9599 0.9599 0.9612
S1 0.9548 0.9548 0.9621 0.9574
S2 0.9463 0.9463 0.9609
S3 0.9326 0.9412 0.9596
S4 0.9190 0.9275 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9651 0.9548 0.0103 1.1% 0.0053 0.5% 18% False True 93,726
10 0.9651 0.9466 0.0185 1.9% 0.0053 0.6% 54% False False 90,696
20 0.9696 0.9466 0.0231 2.4% 0.0066 0.7% 44% False False 103,179
40 0.9696 0.9431 0.0266 2.8% 0.0053 0.6% 51% False False 89,909
60 0.9696 0.9397 0.0299 3.1% 0.0051 0.5% 57% False False 80,627
80 0.9696 0.9356 0.0340 3.6% 0.0053 0.6% 62% False False 60,592
100 0.9696 0.9296 0.0400 4.2% 0.0054 0.6% 67% False False 48,485
120 0.9696 0.9150 0.0546 5.7% 0.0054 0.6% 76% False False 40,420
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9847
2.618 0.9754
1.618 0.9697
1.000 0.9662
0.618 0.9640
HIGH 0.9605
0.618 0.9583
0.500 0.9576
0.382 0.9569
LOW 0.9548
0.618 0.9512
1.000 0.9491
1.618 0.9455
2.618 0.9398
4.250 0.9305
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.9576 0.9598
PP 0.9573 0.9587
S1 0.9569 0.9577

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

View Archives - Comment on this page... - Back to Index of Symbols