CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 0.9595 0.9617 0.0022 0.2% 0.9598
High 0.9632 0.9661 0.0029 0.3% 0.9632
Low 0.9591 0.9610 0.0019 0.2% 0.9562
Close 0.9615 0.9617 0.0002 0.0% 0.9615
Range 0.0041 0.0051 0.0010 24.7% 0.0070
ATR 0.0049 0.0049 0.0000 0.2% 0.0000
Volume 51,792 766 -51,026 -98.5% 597,985
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9781 0.9749 0.9645
R3 0.9730 0.9699 0.9631
R2 0.9680 0.9680 0.9626
R1 0.9648 0.9648 0.9622 0.9664
PP 0.9629 0.9629 0.9629 0.9637
S1 0.9598 0.9598 0.9612 0.9614
S2 0.9579 0.9579 0.9608
S3 0.9528 0.9547 0.9603
S4 0.9478 0.9497 0.9589
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9811 0.9783 0.9653
R3 0.9742 0.9713 0.9634
R2 0.9672 0.9672 0.9628
R1 0.9644 0.9644 0.9621 0.9658
PP 0.9603 0.9603 0.9603 0.9610
S1 0.9574 0.9574 0.9609 0.9589
S2 0.9533 0.9533 0.9602
S3 0.9464 0.9505 0.9596
S4 0.9394 0.9435 0.9577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9661 0.9562 0.0099 1.0% 0.0037 0.4% 56% True False 97,799
10 0.9661 0.9547 0.0114 1.2% 0.0044 0.5% 62% True False 99,916
20 0.9661 0.9514 0.0147 1.5% 0.0048 0.5% 70% True False 97,852
40 0.9696 0.9462 0.0235 2.4% 0.0055 0.6% 66% False False 99,512
60 0.9696 0.9431 0.0266 2.8% 0.0050 0.5% 70% False False 90,600
80 0.9696 0.9363 0.0333 3.5% 0.0052 0.5% 76% False False 76,921
100 0.9696 0.9356 0.0340 3.5% 0.0054 0.6% 77% False False 61,564
120 0.9696 0.9267 0.0429 4.5% 0.0053 0.5% 82% False False 51,309
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 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9875
2.618 0.9793
1.618 0.9742
1.000 0.9711
0.618 0.9692
HIGH 0.9661
0.618 0.9641
0.500 0.9635
0.382 0.9629
LOW 0.9610
0.618 0.9579
1.000 0.9560
1.618 0.9528
2.618 0.9478
4.250 0.9395
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 0.9635 0.9615
PP 0.9629 0.9613
S1 0.9623 0.9611

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

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