CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.9410 0.9440 0.0031 0.3% 0.9467
High 0.9490 0.9526 0.0036 0.4% 0.9526
Low 0.9409 0.9386 -0.0023 -0.2% 0.9386
Close 0.9410 0.9515 0.0106 1.1% 0.9515
Range 0.0082 0.0140 0.0058 70.7% 0.0140
ATR
Volume 15 16 1 6.7% 31
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9896 0.9845 0.9592
R3 0.9756 0.9705 0.9554
R2 0.9616 0.9616 0.9541
R1 0.9565 0.9565 0.9528 0.9591
PP 0.9476 0.9476 0.9476 0.9488
S1 0.9425 0.9425 0.9502 0.9451
S2 0.9336 0.9336 0.9489
S3 0.9196 0.9285 0.9477
S4 0.9056 0.9145 0.9438
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9896 0.9845 0.9592
R3 0.9756 0.9705 0.9554
R2 0.9616 0.9616 0.9541
R1 0.9565 0.9565 0.9528 0.9591
PP 0.9476 0.9476 0.9476 0.9488
S1 0.9425 0.9425 0.9502 0.9451
S2 0.9336 0.9336 0.9489
S3 0.9196 0.9285 0.9477
S4 0.9056 0.9145 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9526 0.9386 0.0140 1.5% 0.0066 0.7% 92% True True 6
10 0.9537 0.9386 0.0151 1.6% 0.0055 0.6% 86% False True 3
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 0.0010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0121
2.618 0.9893
1.618 0.9753
1.000 0.9666
0.618 0.9613
HIGH 0.9526
0.618 0.9473
0.500 0.9456
0.382 0.9439
LOW 0.9386
0.618 0.9299
1.000 0.9246
1.618 0.9159
2.618 0.9019
4.250 0.8791
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.9495 0.9495
PP 0.9476 0.9476
S1 0.9456 0.9456

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

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