CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 0.9626 0.9603 -0.0023 -0.2% 0.9700
High 0.9629 0.9648 0.0019 0.2% 0.9755
Low 0.9585 0.9590 0.0005 0.1% 0.9613
Close 0.9607 0.9638 0.0031 0.3% 0.9630
Range 0.0044 0.0058 0.0014 30.7% 0.0142
ATR 0.0052 0.0053 0.0000 0.7% 0.0000
Volume 64,938 69,910 4,972 7.7% 554,567
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9798 0.9775 0.9670
R3 0.9740 0.9718 0.9654
R2 0.9683 0.9683 0.9649
R1 0.9660 0.9660 0.9643 0.9672
PP 0.9625 0.9625 0.9625 0.9631
S1 0.9603 0.9603 0.9633 0.9614
S2 0.9568 0.9568 0.9627
S3 0.9510 0.9545 0.9622
S4 0.9453 0.9488 0.9606
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.0090 1.0002 0.9708
R3 0.9949 0.9860 0.9669
R2 0.9807 0.9807 0.9656
R1 0.9719 0.9719 0.9643 0.9692
PP 0.9666 0.9666 0.9666 0.9653
S1 0.9577 0.9577 0.9617 0.9551
S2 0.9524 0.9524 0.9604
S3 0.9383 0.9436 0.9591
S4 0.9241 0.9294 0.9552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9585 0.0170 1.8% 0.0065 0.7% 31% False False 102,916
10 0.9755 0.9585 0.0170 1.8% 0.0056 0.6% 31% False False 89,101
20 0.9755 0.9585 0.0170 1.8% 0.0052 0.5% 31% False False 90,200
40 0.9755 0.9527 0.0228 2.4% 0.0049 0.5% 49% False False 57,085
60 0.9755 0.9478 0.0277 2.9% 0.0052 0.5% 58% False False 38,111
80 0.9755 0.9444 0.0311 3.2% 0.0049 0.5% 63% False False 28,596
100 0.9755 0.9386 0.0369 3.8% 0.0048 0.5% 68% False False 22,879
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9892
2.618 0.9798
1.618 0.9741
1.000 0.9705
0.618 0.9683
HIGH 0.9648
0.618 0.9626
0.500 0.9619
0.382 0.9612
LOW 0.9590
0.618 0.9554
1.000 0.9533
1.618 0.9497
2.618 0.9439
4.250 0.9346
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 0.9632 0.9633
PP 0.9625 0.9627
S1 0.9619 0.9622

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

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