CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 0.9521 0.9504 -0.0017 -0.2% 0.9531
High 0.9533 0.9508 -0.0025 -0.3% 0.9532
Low 0.9486 0.9426 -0.0061 -0.6% 0.9416
Close 0.9496 0.9441 -0.0056 -0.6% 0.9481
Range 0.0047 0.0083 0.0036 77.4% 0.0116
ATR 0.0048 0.0051 0.0002 5.1% 0.0000
Volume 84,066 130,195 46,129 54.9% 456,936
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9706 0.9656 0.9486
R3 0.9623 0.9573 0.9463
R2 0.9541 0.9541 0.9456
R1 0.9491 0.9491 0.9448 0.9474
PP 0.9458 0.9458 0.9458 0.9450
S1 0.9408 0.9408 0.9433 0.9392
S2 0.9376 0.9376 0.9425
S3 0.9293 0.9326 0.9418
S4 0.9211 0.9243 0.9395
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 0.9533 0.9426 0.0107 1.1% 0.0057 0.6% 14% False True 103,422
10 0.9580 0.9416 0.0164 1.7% 0.0053 0.6% 15% False False 99,749
20 0.9658 0.9416 0.0243 2.6% 0.0050 0.5% 10% False False 97,151
40 0.9755 0.9416 0.0339 3.6% 0.0048 0.5% 7% False False 89,700
60 0.9755 0.9416 0.0339 3.6% 0.0048 0.5% 7% False False 81,719
80 0.9755 0.9416 0.0339 3.6% 0.0051 0.5% 7% False False 61,327
100 0.9755 0.9416 0.0339 3.6% 0.0049 0.5% 7% False False 49,089
120 0.9755 0.9416 0.0339 3.6% 0.0047 0.5% 7% False False 40,912
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 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9859
2.618 0.9724
1.618 0.9641
1.000 0.9591
0.618 0.9559
HIGH 0.9508
0.618 0.9476
0.500 0.9467
0.382 0.9457
LOW 0.9426
0.618 0.9375
1.000 0.9343
1.618 0.9292
2.618 0.9210
4.250 0.9075
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 0.9467 0.9479
PP 0.9458 0.9466
S1 0.9449 0.9453

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

View Archives - Comment on this page... - Back to Index of Symbols