CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 0.9522 0.9507 -0.0015 -0.2% 0.9506
High 0.9533 0.9525 -0.0008 -0.1% 0.9539
Low 0.9500 0.9507 0.0007 0.1% 0.9478
Close 0.9503 0.9507 0.0005 0.0% 0.9507
Range 0.0033 0.0018 -0.0015 -45.5% 0.0061
ATR 0.0040 0.0039 -0.0001 -3.1% 0.0000
Volume 10 4 -6 -60.0% 61
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9567 0.9555 0.9517
R3 0.9549 0.9537 0.9512
R2 0.9531 0.9531 0.9510
R1 0.9519 0.9519 0.9509 0.9516
PP 0.9513 0.9513 0.9513 0.9512
S1 0.9501 0.9501 0.9505 0.9498
S2 0.9495 0.9495 0.9504
S3 0.9477 0.9483 0.9502
S4 0.9459 0.9465 0.9497
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9691 0.9660 0.9541
R3 0.9630 0.9599 0.9524
R2 0.9569 0.9569 0.9518
R1 0.9538 0.9538 0.9513 0.9554
PP 0.9508 0.9508 0.9508 0.9516
S1 0.9477 0.9477 0.9501 0.9493
S2 0.9447 0.9447 0.9496
S3 0.9386 0.9416 0.9490
S4 0.9325 0.9355 0.9473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9539 0.9478 0.0061 0.6% 0.0033 0.3% 48% False False 12
10 0.9539 0.9444 0.0096 1.0% 0.0032 0.3% 66% False False 56
20 0.9642 0.9444 0.0199 2.1% 0.0039 0.4% 32% False False 51
40 0.9642 0.9386 0.0256 2.7% 0.0042 0.4% 47% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9602
2.618 0.9572
1.618 0.9554
1.000 0.9543
0.618 0.9536
HIGH 0.9525
0.618 0.9518
0.500 0.9516
0.382 0.9514
LOW 0.9507
0.618 0.9496
1.000 0.9489
1.618 0.9478
2.618 0.9460
4.250 0.9431
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 0.9516 0.9518
PP 0.9513 0.9514
S1 0.9510 0.9511

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

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