CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 0.8750 0.8748 -0.0002 0.0% 0.8913
High 0.8785 0.8769 -0.0016 -0.2% 0.8919
Low 0.8744 0.8722 -0.0023 -0.3% 0.8740
Close 0.8752 0.8760 0.0009 0.1% 0.8756
Range 0.0041 0.0048 0.0007 17.3% 0.0179
ATR 0.0050 0.0050 0.0000 -0.4% 0.0000
Volume 99,141 101,954 2,813 2.8% 589,692
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8893 0.8874 0.8786
R3 0.8845 0.8826 0.8773
R2 0.8798 0.8798 0.8769
R1 0.8779 0.8779 0.8764 0.8788
PP 0.8750 0.8750 0.8750 0.8755
S1 0.8731 0.8731 0.8756 0.8741
S2 0.8703 0.8703 0.8751
S3 0.8655 0.8684 0.8747
S4 0.8608 0.8636 0.8734
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9342 0.9228 0.8854
R3 0.9163 0.9049 0.8805
R2 0.8984 0.8984 0.8788
R1 0.8870 0.8870 0.8772 0.8837
PP 0.8805 0.8805 0.8805 0.8788
S1 0.8691 0.8691 0.8739 0.8658
S2 0.8626 0.8626 0.8723
S3 0.8447 0.8512 0.8706
S4 0.8268 0.8333 0.8657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8837 0.8722 0.0115 1.3% 0.0045 0.5% 33% False True 108,052
10 0.8995 0.8722 0.0273 3.1% 0.0052 0.6% 14% False True 112,669
20 0.9116 0.8722 0.0395 4.5% 0.0052 0.6% 10% False True 114,621
40 0.9172 0.8722 0.0450 5.1% 0.0047 0.5% 9% False True 88,155
60 0.9206 0.8722 0.0485 5.5% 0.0045 0.5% 8% False True 58,814
80 0.9206 0.8722 0.0485 5.5% 0.0046 0.5% 8% False True 44,124
100 0.9206 0.8722 0.0485 5.5% 0.0044 0.5% 8% False True 35,303
120 0.9246 0.8722 0.0524 6.0% 0.0043 0.5% 7% False True 29,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8971
2.618 0.8893
1.618 0.8846
1.000 0.8817
0.618 0.8798
HIGH 0.8769
0.618 0.8751
0.500 0.8745
0.382 0.8740
LOW 0.8722
0.618 0.8692
1.000 0.8674
1.618 0.8645
2.618 0.8597
4.250 0.8520
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 0.8755 0.8758
PP 0.8750 0.8755
S1 0.8745 0.8753

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

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