CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 0.9475 0.9480 0.0005 0.1% 0.9444
High 0.9503 0.9524 0.0021 0.2% 0.9480
Low 0.9452 0.9480 0.0028 0.3% 0.9434
Close 0.9490 0.9511 0.0022 0.2% 0.9454
Range 0.0051 0.0044 -0.0007 -13.7% 0.0046
ATR 0.0044 0.0044 0.0000 0.0% 0.0000
Volume 6 168 162 2,700.0% 13
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9637 0.9618 0.9535
R3 0.9593 0.9574 0.9523
R2 0.9549 0.9549 0.9519
R1 0.9530 0.9530 0.9515 0.9540
PP 0.9505 0.9505 0.9505 0.9510
S1 0.9486 0.9486 0.9507 0.9496
S2 0.9461 0.9461 0.9503
S3 0.9417 0.9442 0.9499
S4 0.9373 0.9398 0.9487
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9594 0.9570 0.9479
R3 0.9548 0.9524 0.9467
R2 0.9502 0.9502 0.9462
R1 0.9478 0.9478 0.9458 0.9490
PP 0.9456 0.9456 0.9456 0.9462
S1 0.9432 0.9432 0.9450 0.9444
S2 0.9410 0.9410 0.9446
S3 0.9364 0.9386 0.9441
S4 0.9318 0.9340 0.9429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9524 0.9443 0.0082 0.9% 0.0031 0.3% 84% True False 35
10 0.9524 0.9420 0.0105 1.1% 0.0032 0.3% 88% True False 18
20 0.9537 0.9386 0.0151 1.6% 0.0044 0.5% 83% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9711
2.618 0.9639
1.618 0.9595
1.000 0.9568
0.618 0.9551
HIGH 0.9524
0.618 0.9507
0.500 0.9502
0.382 0.9497
LOW 0.9480
0.618 0.9453
1.000 0.9436
1.618 0.9409
2.618 0.9365
4.250 0.9293
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 0.9508 0.9503
PP 0.9505 0.9494
S1 0.9502 0.9486

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

View Archives - Comment on this page... - Back to Index of Symbols