CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 0.9644 0.9635 -0.0009 -0.1% 0.9700
High 0.9666 0.9662 -0.0004 0.0% 0.9755
Low 0.9622 0.9603 -0.0019 -0.2% 0.9613
Close 0.9633 0.9641 0.0008 0.1% 0.9630
Range 0.0045 0.0060 0.0015 32.2% 0.0142
ATR 0.0052 0.0053 0.0001 1.0% 0.0000
Volume 82,266 87,443 5,177 6.3% 554,567
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9814 0.9787 0.9674
R3 0.9754 0.9727 0.9657
R2 0.9695 0.9695 0.9652
R1 0.9668 0.9668 0.9646 0.9681
PP 0.9635 0.9635 0.9635 0.9642
S1 0.9608 0.9608 0.9636 0.9622
S2 0.9576 0.9576 0.9630
S3 0.9516 0.9549 0.9625
S4 0.9457 0.9489 0.9608
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 0.9666 0.9585 0.0081 0.8% 0.0050 0.5% 69% False False 86,143
10 0.9755 0.9585 0.0170 1.8% 0.0057 0.6% 33% False False 90,657
20 0.9755 0.9585 0.0170 1.8% 0.0052 0.5% 33% False False 88,651
40 0.9755 0.9562 0.0193 2.0% 0.0049 0.5% 41% False False 61,325
60 0.9755 0.9478 0.0277 2.9% 0.0053 0.6% 59% False False 40,939
80 0.9755 0.9444 0.0311 3.2% 0.0049 0.5% 64% False False 30,717
100 0.9755 0.9386 0.0369 3.8% 0.0049 0.5% 69% False False 24,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9818
1.618 0.9758
1.000 0.9722
0.618 0.9699
HIGH 0.9662
0.618 0.9639
0.500 0.9632
0.382 0.9625
LOW 0.9603
0.618 0.9566
1.000 0.9543
1.618 0.9506
2.618 0.9447
4.250 0.9350
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 0.9638 0.9637
PP 0.9635 0.9632
S1 0.9632 0.9628

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

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