CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 0.9515 0.9480 -0.0035 -0.4% 0.9622
High 0.9515 0.9508 -0.0007 -0.1% 0.9642
Low 0.9481 0.9476 -0.0006 -0.1% 0.9486
Close 0.9486 0.9502 0.0016 0.2% 0.9493
Range 0.0034 0.0033 -0.0002 -5.8% 0.0156
ATR 0.0046 0.0045 -0.0001 -2.1% 0.0000
Volume 6 68 62 1,033.3% 263
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9593 0.9580 0.9519
R3 0.9560 0.9547 0.9510
R2 0.9528 0.9528 0.9507
R1 0.9515 0.9515 0.9504 0.9521
PP 0.9495 0.9495 0.9495 0.9498
S1 0.9482 0.9482 0.9499 0.9489
S2 0.9463 0.9463 0.9496
S3 0.9430 0.9450 0.9493
S4 0.9398 0.9417 0.9484
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.0008 0.9907 0.9579
R3 0.9852 0.9751 0.9536
R2 0.9696 0.9696 0.9522
R1 0.9595 0.9595 0.9507 0.9568
PP 0.9540 0.9540 0.9540 0.9527
S1 0.9439 0.9439 0.9479 0.9412
S2 0.9384 0.9384 0.9464
S3 0.9228 0.9283 0.9450
S4 0.9072 0.9127 0.9407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9528 0.9476 0.0052 0.5% 0.0033 0.4% 50% False True 43
10 0.9642 0.9476 0.0167 1.8% 0.0047 0.5% 16% False True 39
20 0.9642 0.9420 0.0223 2.3% 0.0040 0.4% 37% False False 29
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9646
2.618 0.9593
1.618 0.9561
1.000 0.9541
0.618 0.9528
HIGH 0.9508
0.618 0.9496
0.500 0.9492
0.382 0.9488
LOW 0.9476
0.618 0.9455
1.000 0.9443
1.618 0.9423
2.618 0.9390
4.250 0.9337
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 0.9498 0.9501
PP 0.9495 0.9500
S1 0.9492 0.9499

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

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