CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 0.9656 0.9699 0.0043 0.4% 0.9699
High 0.9684 0.9731 0.0047 0.5% 0.9710
Low 0.9653 0.9673 0.0021 0.2% 0.9651
Close 0.9679 0.9703 0.0024 0.2% 0.9671
Range 0.0032 0.0057 0.0026 81.0% 0.0060
ATR 0.0042 0.0043 0.0001 2.5% 0.0000
Volume 10 35 25 250.0% 100
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9873 0.9845 0.9734
R3 0.9816 0.9788 0.9718
R2 0.9759 0.9759 0.9713
R1 0.9731 0.9731 0.9708 0.9745
PP 0.9702 0.9702 0.9702 0.9709
S1 0.9674 0.9674 0.9697 0.9688
S2 0.9645 0.9645 0.9692
S3 0.9588 0.9617 0.9687
S4 0.9531 0.9560 0.9671
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9856 0.9823 0.9703
R3 0.9796 0.9763 0.9687
R2 0.9737 0.9737 0.9681
R1 0.9704 0.9704 0.9676 0.9690
PP 0.9677 0.9677 0.9677 0.9670
S1 0.9644 0.9644 0.9665 0.9631
S2 0.9618 0.9618 0.9660
S3 0.9558 0.9585 0.9654
S4 0.9499 0.9525 0.9638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9731 0.9647 0.0084 0.9% 0.0037 0.4% 66% True False 22
10 0.9745 0.9647 0.0098 1.0% 0.0040 0.4% 56% False False 22
20 0.9745 0.9575 0.0170 1.8% 0.0037 0.4% 75% False False 17
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 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9880
1.618 0.9823
1.000 0.9788
0.618 0.9766
HIGH 0.9731
0.618 0.9709
0.500 0.9702
0.382 0.9695
LOW 0.9673
0.618 0.9638
1.000 0.9616
1.618 0.9581
2.618 0.9524
4.250 0.9431
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 0.9702 0.9698
PP 0.9702 0.9693
S1 0.9702 0.9689

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

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