CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.9454 0.9475 0.0021 0.2% 0.9444
High 0.9454 0.9503 0.0049 0.5% 0.9480
Low 0.9447 0.9452 0.0005 0.1% 0.9434
Close 0.9454 0.9490 0.0036 0.4% 0.9454
Range 0.0007 0.0051 0.0044 628.6% 0.0046
ATR 0.0043 0.0044 0.0001 1.2% 0.0000
Volume 2 6 4 200.0% 13
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9635 0.9613 0.9518
R3 0.9584 0.9562 0.9504
R2 0.9533 0.9533 0.9499
R1 0.9511 0.9511 0.9494 0.9522
PP 0.9482 0.9482 0.9482 0.9487
S1 0.9460 0.9460 0.9485 0.9471
S2 0.9431 0.9431 0.9480
S3 0.9380 0.9409 0.9475
S4 0.9329 0.9358 0.9461
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9594 0.9570 0.9479
R3 0.9548 0.9524 0.9467
R2 0.9502 0.9502 0.9462
R1 0.9478 0.9478 0.9458 0.9490
PP 0.9456 0.9456 0.9456 0.9462
S1 0.9432 0.9432 0.9450 0.9444
S2 0.9410 0.9410 0.9446
S3 0.9364 0.9386 0.9441
S4 0.9318 0.9340 0.9429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9503 0.9434 0.0069 0.7% 0.0030 0.3% 80% True False 3
10 0.9518 0.9420 0.0098 1.0% 0.0033 0.3% 71% False False 1
20 0.9537 0.9386 0.0151 1.6% 0.0044 0.5% 69% False False 2
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 0.0006
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9720
2.618 0.9637
1.618 0.9586
1.000 0.9554
0.618 0.9535
HIGH 0.9503
0.618 0.9484
0.500 0.9478
0.382 0.9471
LOW 0.9452
0.618 0.9420
1.000 0.9401
1.618 0.9369
2.618 0.9318
4.250 0.9235
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.9486 0.9484
PP 0.9482 0.9479
S1 0.9478 0.9474

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

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