CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 0.9507 0.9503 -0.0004 0.0% 0.9506
High 0.9525 0.9515 -0.0010 -0.1% 0.9539
Low 0.9507 0.9497 -0.0010 -0.1% 0.9478
Close 0.9507 0.9503 -0.0004 0.0% 0.9507
Range 0.0018 0.0018 0.0000 0.0% 0.0061
ATR 0.0039 0.0037 -0.0001 -3.8% 0.0000
Volume 4 13 9 225.0% 61
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9559 0.9549 0.9513
R3 0.9541 0.9531 0.9508
R2 0.9523 0.9523 0.9506
R1 0.9513 0.9513 0.9505 0.9512
PP 0.9505 0.9505 0.9505 0.9505
S1 0.9495 0.9495 0.9501 0.9494
S2 0.9487 0.9487 0.9500
S3 0.9469 0.9477 0.9498
S4 0.9451 0.9459 0.9493
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 0.9489 0.0051 0.5% 0.0028 0.3% 29% False False 14
10 0.9539 0.9444 0.0096 1.0% 0.0030 0.3% 62% False False 53
20 0.9604 0.9444 0.0161 1.7% 0.0035 0.4% 37% False False 50
40 0.9642 0.9386 0.0256 2.7% 0.0041 0.4% 46% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Fibonacci Retracements and Extensions
4.250 0.9592
2.618 0.9562
1.618 0.9544
1.000 0.9533
0.618 0.9526
HIGH 0.9515
0.618 0.9508
0.500 0.9506
0.382 0.9504
LOW 0.9497
0.618 0.9486
1.000 0.9479
1.618 0.9468
2.618 0.9450
4.250 0.9421
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 0.9506 0.9515
PP 0.9505 0.9511
S1 0.9504 0.9507

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

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