CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 0.9503 0.9496 -0.0008 -0.1% 0.9506
High 0.9515 0.9504 -0.0011 -0.1% 0.9539
Low 0.9497 0.9478 -0.0020 -0.2% 0.9478
Close 0.9503 0.9502 -0.0002 0.0% 0.9507
Range 0.0018 0.0027 0.0009 47.2% 0.0061
ATR 0.0037 0.0037 -0.0001 -2.1% 0.0000
Volume 13 11 -2 -15.4% 61
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9574 0.9564 0.9516
R3 0.9547 0.9538 0.9509
R2 0.9521 0.9521 0.9506
R1 0.9511 0.9511 0.9504 0.9516
PP 0.9494 0.9494 0.9494 0.9497
S1 0.9485 0.9485 0.9499 0.9490
S2 0.9468 0.9468 0.9497
S3 0.9441 0.9458 0.9494
S4 0.9415 0.9432 0.9487
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9691 0.9660 0.9541
R3 0.9630 0.9599 0.9524
R2 0.9569 0.9569 0.9518
R1 0.9538 0.9538 0.9513 0.9554
PP 0.9508 0.9508 0.9508 0.9516
S1 0.9477 0.9477 0.9501 0.9493
S2 0.9447 0.9447 0.9496
S3 0.9386 0.9416 0.9490
S4 0.9325 0.9355 0.9473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9539 0.9478 0.0062 0.6% 0.0027 0.3% 39% False True 12
10 0.9539 0.9444 0.0096 1.0% 0.0031 0.3% 61% False False 51
20 0.9555 0.9444 0.0111 1.2% 0.0034 0.4% 52% False False 51
40 0.9642 0.9386 0.0256 2.7% 0.0042 0.4% 45% False False 32
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9617
2.618 0.9573
1.618 0.9547
1.000 0.9531
0.618 0.9520
HIGH 0.9504
0.618 0.9494
0.500 0.9491
0.382 0.9488
LOW 0.9478
0.618 0.9461
1.000 0.9451
1.618 0.9435
2.618 0.9408
4.250 0.9365
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 0.9498 0.9501
PP 0.9494 0.9501
S1 0.9491 0.9501

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

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