CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 0.9506 0.9493 -0.0013 -0.1% 0.9493
High 0.9520 0.9517 -0.0003 0.0% 0.9508
Low 0.9478 0.9489 0.0011 0.1% 0.9444
Close 0.9512 0.9499 -0.0013 -0.1% 0.9487
Range 0.0042 0.0029 -0.0013 -31.3% 0.0064
ATR 0.0041 0.0040 -0.0001 -2.2% 0.0000
Volume 2 22 20 1,000.0% 504
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9587 0.9571 0.9514
R3 0.9558 0.9543 0.9506
R2 0.9530 0.9530 0.9504
R1 0.9514 0.9514 0.9501 0.9522
PP 0.9501 0.9501 0.9501 0.9505
S1 0.9486 0.9486 0.9496 0.9494
S2 0.9473 0.9473 0.9493
S3 0.9444 0.9457 0.9491
S4 0.9416 0.9429 0.9483
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9671 0.9643 0.9522
R3 0.9607 0.9579 0.9504
R2 0.9543 0.9543 0.9498
R1 0.9515 0.9515 0.9492 0.9497
PP 0.9479 0.9479 0.9479 0.9470
S1 0.9451 0.9451 0.9481 0.9433
S2 0.9415 0.9415 0.9475
S3 0.9351 0.9387 0.9469
S4 0.9287 0.9323 0.9451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9520 0.9444 0.0076 0.8% 0.0034 0.4% 72% False False 90
10 0.9550 0.9444 0.0107 1.1% 0.0035 0.4% 52% False False 70
20 0.9642 0.9444 0.0199 2.1% 0.0042 0.4% 28% False False 51
40 0.9642 0.9386 0.0256 2.7% 0.0043 0.5% 44% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9638
2.618 0.9592
1.618 0.9563
1.000 0.9546
0.618 0.9535
HIGH 0.9517
0.618 0.9506
0.500 0.9503
0.382 0.9499
LOW 0.9489
0.618 0.9471
1.000 0.9460
1.618 0.9442
2.618 0.9414
4.250 0.9367
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 0.9503 0.9494
PP 0.9501 0.9489
S1 0.9500 0.9485

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

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