CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 0.9647 0.9619 -0.0028 -0.3% 0.9721
High 0.9669 0.9620 -0.0049 -0.5% 0.9763
Low 0.9624 0.9596 -0.0029 -0.3% 0.9624
Close 0.9641 0.9618 -0.0023 -0.2% 0.9641
Range 0.0045 0.0024 -0.0021 -46.1% 0.0139
ATR 0.0049 0.0049 0.0000 -0.6% 0.0000
Volume 52 28 -24 -46.2% 186
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9683 0.9674 0.9631
R3 0.9659 0.9650 0.9624
R2 0.9635 0.9635 0.9622
R1 0.9626 0.9626 0.9620 0.9619
PP 0.9611 0.9611 0.9611 0.9607
S1 0.9602 0.9602 0.9615 0.9595
S2 0.9587 0.9587 0.9613
S3 0.9563 0.9578 0.9611
S4 0.9539 0.9554 0.9604
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.0094 1.0007 0.9717
R3 0.9955 0.9867 0.9679
R2 0.9815 0.9815 0.9666
R1 0.9728 0.9728 0.9653 0.9702
PP 0.9676 0.9676 0.9676 0.9663
S1 0.9589 0.9589 0.9628 0.9563
S2 0.9537 0.9537 0.9615
S3 0.9397 0.9449 0.9602
S4 0.9258 0.9310 0.9564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9763 0.9596 0.0168 1.7% 0.0059 0.6% 13% False True 37
10 0.9763 0.9596 0.0168 1.7% 0.0051 0.5% 13% False True 30
20 0.9763 0.9596 0.0168 1.7% 0.0046 0.5% 13% False True 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9722
2.618 0.9682
1.618 0.9658
1.000 0.9644
0.618 0.9634
HIGH 0.9620
0.618 0.9610
0.500 0.9608
0.382 0.9605
LOW 0.9596
0.618 0.9581
1.000 0.9572
1.618 0.9557
2.618 0.9533
4.250 0.9494
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 0.9614 0.9663
PP 0.9611 0.9648
S1 0.9608 0.9633

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

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