CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 0.9620 0.9641 0.0021 0.2% 0.9695
High 0.9664 0.9658 -0.0006 -0.1% 0.9701
Low 0.9619 0.9612 -0.0007 -0.1% 0.9478
Close 0.9648 0.9651 0.0003 0.0% 0.9575
Range 0.0045 0.0046 0.0001 1.1% 0.0223
ATR 0.0059 0.0058 -0.0001 -1.6% 0.0000
Volume 113 378 265 234.5% 749
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9777 0.9759 0.9676
R3 0.9731 0.9714 0.9664
R2 0.9686 0.9686 0.9659
R1 0.9668 0.9668 0.9655 0.9677
PP 0.9640 0.9640 0.9640 0.9645
S1 0.9623 0.9623 0.9647 0.9632
S2 0.9595 0.9595 0.9643
S3 0.9549 0.9577 0.9638
S4 0.9504 0.9532 0.9626
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0253 1.0137 0.9697
R3 1.0030 0.9914 0.9636
R2 0.9807 0.9807 0.9615
R1 0.9691 0.9691 0.9595 0.9638
PP 0.9584 0.9584 0.9584 0.9558
S1 0.9468 0.9468 0.9554 0.9415
S2 0.9361 0.9361 0.9534
S3 0.9138 0.9245 0.9513
S4 0.8915 0.9022 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9664 0.9527 0.0137 1.4% 0.0051 0.5% 91% False False 151
10 0.9708 0.9478 0.0230 2.4% 0.0068 0.7% 75% False False 151
20 0.9708 0.9478 0.0230 2.4% 0.0060 0.6% 75% False False 196
40 0.9708 0.9444 0.0264 2.7% 0.0049 0.5% 79% False False 119
60 0.9708 0.9386 0.0322 3.3% 0.0049 0.5% 82% False False 87
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9851
2.618 0.9777
1.618 0.9731
1.000 0.9703
0.618 0.9686
HIGH 0.9658
0.618 0.9640
0.500 0.9635
0.382 0.9629
LOW 0.9612
0.618 0.9584
1.000 0.9567
1.618 0.9538
2.618 0.9493
4.250 0.9419
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 0.9646 0.9642
PP 0.9640 0.9633
S1 0.9635 0.9624

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

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