CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 0.9646 0.9651 0.0005 0.1% 0.9572
High 0.9659 0.9661 0.0003 0.0% 0.9664
Low 0.9641 0.9574 -0.0067 -0.7% 0.9529
Close 0.9648 0.9586 -0.0062 -0.6% 0.9648
Range 0.0018 0.0087 0.0070 397.1% 0.0135
ATR 0.0055 0.0057 0.0002 4.1% 0.0000
Volume 379 172 -207 -54.6% 1,049
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9868 0.9814 0.9634
R3 0.9781 0.9727 0.9610
R2 0.9694 0.9694 0.9602
R1 0.9640 0.9640 0.9594 0.9624
PP 0.9607 0.9607 0.9607 0.9599
S1 0.9553 0.9553 0.9578 0.9537
S2 0.9520 0.9520 0.9570
S3 0.9433 0.9466 0.9562
S4 0.9346 0.9379 0.9538
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0018 0.9968 0.9722
R3 0.9883 0.9833 0.9685
R2 0.9748 0.9748 0.9673
R1 0.9698 0.9698 0.9660 0.9723
PP 0.9613 0.9613 0.9613 0.9626
S1 0.9563 0.9563 0.9636 0.9588
S2 0.9478 0.9478 0.9623
S3 0.9343 0.9428 0.9611
S4 0.9208 0.9293 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9664 0.9574 0.0090 0.9% 0.0047 0.5% 13% False True 234
10 0.9664 0.9478 0.0186 1.9% 0.0051 0.5% 58% False False 161
20 0.9708 0.9478 0.0230 2.4% 0.0062 0.6% 47% False False 126
40 0.9708 0.9444 0.0264 2.8% 0.0049 0.5% 54% False False 132
60 0.9708 0.9420 0.0288 3.0% 0.0047 0.5% 58% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9889
1.618 0.9802
1.000 0.9748
0.618 0.9715
HIGH 0.9661
0.618 0.9628
0.500 0.9618
0.382 0.9607
LOW 0.9574
0.618 0.9520
1.000 0.9487
1.618 0.9433
2.618 0.9346
4.250 0.9204
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.9618 0.9618
PP 0.9607 0.9607
S1 0.9597 0.9597

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

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