CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 0.9598 0.9613 0.0015 0.2% 0.9613
High 0.9624 0.9621 -0.0003 0.0% 0.9647
Low 0.9587 0.9596 0.0009 0.1% 0.9547
Close 0.9618 0.9600 -0.0018 -0.2% 0.9608
Range 0.0037 0.0025 -0.0012 -31.5% 0.0101
ATR 0.0054 0.0052 -0.0002 -3.9% 0.0000
Volume 109,756 115,022 5,266 4.8% 512,137
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9680 0.9665 0.9614
R3 0.9655 0.9640 0.9607
R2 0.9630 0.9630 0.9605
R1 0.9615 0.9615 0.9602 0.9610
PP 0.9605 0.9605 0.9605 0.9603
S1 0.9590 0.9590 0.9598 0.9585
S2 0.9580 0.9580 0.9595
S3 0.9555 0.9565 0.9593
S4 0.9530 0.9540 0.9586
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9902 0.9855 0.9663
R3 0.9801 0.9755 0.9635
R2 0.9701 0.9701 0.9626
R1 0.9654 0.9654 0.9617 0.9627
PP 0.9600 0.9600 0.9600 0.9587
S1 0.9554 0.9554 0.9598 0.9527
S2 0.9500 0.9500 0.9589
S3 0.9399 0.9453 0.9580
S4 0.9299 0.9353 0.9552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9647 0.9547 0.0101 1.0% 0.0047 0.5% 53% False False 105,639
10 0.9647 0.9547 0.0101 1.0% 0.0047 0.5% 53% False False 104,450
20 0.9651 0.9466 0.0185 1.9% 0.0050 0.5% 73% False False 98,825
40 0.9696 0.9462 0.0235 2.4% 0.0054 0.6% 59% False False 97,132
60 0.9696 0.9431 0.0266 2.8% 0.0051 0.5% 64% False False 90,312
80 0.9696 0.9363 0.0333 3.5% 0.0053 0.6% 71% False False 72,254
100 0.9696 0.9316 0.0380 4.0% 0.0055 0.6% 75% False False 57,825
120 0.9696 0.9267 0.0429 4.5% 0.0053 0.6% 78% False False 48,195
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9686
1.618 0.9661
1.000 0.9646
0.618 0.9636
HIGH 0.9621
0.618 0.9611
0.500 0.9608
0.382 0.9605
LOW 0.9596
0.618 0.9580
1.000 0.9571
1.618 0.9555
2.618 0.9530
4.250 0.9489
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 0.9608 0.9614
PP 0.9605 0.9609
S1 0.9603 0.9605

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

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