CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 0.9566 0.9571 0.0005 0.1% 0.9503
High 0.9583 0.9573 -0.0010 -0.1% 0.9600
Low 0.9550 0.9539 -0.0011 -0.1% 0.9478
Close 0.9567 0.9556 -0.0011 -0.1% 0.9567
Range 0.0034 0.0034 0.0001 3.0% 0.0123
ATR 0.0041 0.0040 0.0000 -1.1% 0.0000
Volume 4 1,940 1,936 48,400.0% 61
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9659 0.9642 0.9575
R3 0.9625 0.9608 0.9565
R2 0.9590 0.9590 0.9562
R1 0.9573 0.9573 0.9559 0.9564
PP 0.9556 0.9556 0.9556 0.9551
S1 0.9539 0.9539 0.9553 0.9530
S2 0.9521 0.9521 0.9550
S3 0.9487 0.9504 0.9547
S4 0.9452 0.9470 0.9537
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9916 0.9864 0.9634
R3 0.9793 0.9741 0.9600
R2 0.9671 0.9671 0.9589
R1 0.9619 0.9619 0.9578 0.9645
PP 0.9548 0.9548 0.9548 0.9561
S1 0.9496 0.9496 0.9555 0.9522
S2 0.9426 0.9426 0.9544
S3 0.9303 0.9374 0.9533
S4 0.9181 0.9251 0.9499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9478 0.0123 1.3% 0.0048 0.5% 64% False False 397
10 0.9600 0.9478 0.0123 1.3% 0.0038 0.4% 64% False False 206
20 0.9600 0.9444 0.0157 1.6% 0.0037 0.4% 72% False False 137
40 0.9642 0.9420 0.0223 2.3% 0.0039 0.4% 61% False False 81
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9720
2.618 0.9663
1.618 0.9629
1.000 0.9607
0.618 0.9594
HIGH 0.9573
0.618 0.9560
0.500 0.9556
0.382 0.9552
LOW 0.9539
0.618 0.9517
1.000 0.9504
1.618 0.9483
2.618 0.9448
4.250 0.9392
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 0.9556 0.9564
PP 0.9556 0.9561
S1 0.9556 0.9559

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

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