CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 22-Feb-2021
Day Change Summary
Previous Current
19-Feb-2021 22-Feb-2021 Change Change % Previous Week
Open 0.9464 0.9481 0.0017 0.2% 0.9531
High 0.9504 0.9527 0.0023 0.2% 0.9532
Low 0.9458 0.9449 -0.0009 -0.1% 0.9416
Close 0.9481 0.9524 0.0043 0.4% 0.9481
Range 0.0047 0.0078 0.0031 66.7% 0.0116
ATR 0.0046 0.0048 0.0002 4.9% 0.0000
Volume 109,246 110,752 1,506 1.4% 456,936
Daily Pivots for day following 22-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9732 0.9705 0.9566
R3 0.9655 0.9628 0.9545
R2 0.9577 0.9577 0.9538
R1 0.9550 0.9550 0.9531 0.9564
PP 0.9500 0.9500 0.9500 0.9506
S1 0.9473 0.9473 0.9516 0.9486
S2 0.9422 0.9422 0.9509
S3 0.9345 0.9395 0.9502
S4 0.9267 0.9318 0.9481
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9824 0.9769 0.9545
R3 0.9708 0.9653 0.9513
R2 0.9592 0.9592 0.9502
R1 0.9537 0.9537 0.9492 0.9506
PP 0.9476 0.9476 0.9476 0.9461
S1 0.9421 0.9421 0.9470 0.9390
S2 0.9360 0.9360 0.9460
S3 0.9244 0.9305 0.9449
S4 0.9128 0.9189 0.9417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9532 0.9416 0.0116 1.2% 0.0059 0.6% 93% False False 113,537
10 0.9580 0.9416 0.0164 1.7% 0.0053 0.6% 66% False False 96,428
20 0.9662 0.9416 0.0246 2.6% 0.0046 0.5% 44% False False 92,672
40 0.9755 0.9416 0.0339 3.6% 0.0047 0.5% 32% False False 87,612
60 0.9755 0.9416 0.0339 3.6% 0.0047 0.5% 32% False False 78,157
80 0.9755 0.9416 0.0339 3.6% 0.0051 0.5% 32% False False 58,649
100 0.9755 0.9416 0.0339 3.6% 0.0048 0.5% 32% False False 46,947
120 0.9755 0.9416 0.0339 3.6% 0.0047 0.5% 32% False False 39,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9856
2.618 0.9729
1.618 0.9652
1.000 0.9604
0.618 0.9574
HIGH 0.9527
0.618 0.9497
0.500 0.9488
0.382 0.9479
LOW 0.9449
0.618 0.9401
1.000 0.9372
1.618 0.9324
2.618 0.9246
4.250 0.9120
Fisher Pivots for day following 22-Feb-2021
Pivot 1 day 3 day
R1 0.9512 0.9510
PP 0.9500 0.9497
S1 0.9488 0.9484

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

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