CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.9461 0.9410 -0.0052 -0.5% 0.9464
High 0.9461 0.9490 0.0029 0.3% 0.9537
Low 0.9420 0.9409 -0.0011 -0.1% 0.9415
Close 0.9461 0.9410 -0.0052 -0.5% 0.9480
Range 0.0042 0.0082 0.0040 97.6% 0.0122
ATR
Volume 0 15 15 0
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9682 0.9628 0.9455
R3 0.9600 0.9546 0.9432
R2 0.9518 0.9518 0.9425
R1 0.9464 0.9464 0.9417 0.9450
PP 0.9436 0.9436 0.9436 0.9429
S1 0.9382 0.9382 0.9402 0.9369
S2 0.9354 0.9354 0.9394
S3 0.9272 0.9300 0.9387
S4 0.9190 0.9218 0.9364
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9843 0.9784 0.9547
R3 0.9721 0.9662 0.9514
R2 0.9599 0.9599 0.9502
R1 0.9540 0.9540 0.9491 0.9569
PP 0.9477 0.9477 0.9477 0.9492
S1 0.9418 0.9418 0.9469 0.9447
S2 0.9355 0.9355 0.9458
S3 0.9233 0.9296 0.9446
S4 0.9111 0.9174 0.9413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9507 0.9409 0.0099 1.0% 0.0047 0.5% 1% False True 3
10 0.9537 0.9380 0.0157 1.7% 0.0045 0.5% 19% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9839
2.618 0.9705
1.618 0.9623
1.000 0.9572
0.618 0.9541
HIGH 0.9490
0.618 0.9459
0.500 0.9449
0.382 0.9440
LOW 0.9409
0.618 0.9358
1.000 0.9327
1.618 0.9276
2.618 0.9194
4.250 0.9060
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.9449 0.9449
PP 0.9436 0.9436
S1 0.9423 0.9423

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

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