CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 0.9483 0.9484 0.0001 0.0% 0.9514
High 0.9498 0.9488 -0.0010 -0.1% 0.9550
Low 0.9474 0.9444 -0.0030 -0.3% 0.9476
Close 0.9493 0.9450 -0.0043 -0.5% 0.9511
Range 0.0025 0.0044 0.0020 79.6% 0.0075
ATR 0.0043 0.0044 0.0000 1.0% 0.0000
Volume 28 397 369 1,317.9% 209
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9593 0.9565 0.9474
R3 0.9549 0.9521 0.9462
R2 0.9505 0.9505 0.9458
R1 0.9477 0.9477 0.9454 0.9469
PP 0.9461 0.9461 0.9461 0.9457
S1 0.9433 0.9433 0.9446 0.9425
S2 0.9417 0.9417 0.9442
S3 0.9373 0.9389 0.9438
S4 0.9329 0.9345 0.9426
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9736 0.9698 0.9551
R3 0.9661 0.9623 0.9531
R2 0.9587 0.9587 0.9524
R1 0.9549 0.9549 0.9517 0.9530
PP 0.9512 0.9512 0.9512 0.9503
S1 0.9474 0.9474 0.9504 0.9456
S2 0.9438 0.9438 0.9497
S3 0.9363 0.9400 0.9490
S4 0.9289 0.9325 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9550 0.9444 0.0106 1.1% 0.0039 0.4% 6% False True 115
10 0.9550 0.9444 0.0106 1.1% 0.0036 0.4% 6% False True 79
20 0.9642 0.9444 0.0198 2.1% 0.0042 0.4% 3% False True 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9675
2.618 0.9603
1.618 0.9559
1.000 0.9532
0.618 0.9515
HIGH 0.9488
0.618 0.9471
0.500 0.9466
0.382 0.9461
LOW 0.9444
0.618 0.9417
1.000 0.9400
1.618 0.9373
2.618 0.9329
4.250 0.9257
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 0.9466 0.9476
PP 0.9461 0.9467
S1 0.9455 0.9459

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

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