CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 0.9597 0.9622 0.0025 0.3% 0.9475
High 0.9617 0.9642 0.0025 0.3% 0.9617
Low 0.9564 0.9560 -0.0004 0.0% 0.9452
Close 0.9593 0.9569 -0.0023 -0.2% 0.9593
Range 0.0054 0.0082 0.0029 53.3% 0.0165
ATR 0.0046 0.0049 0.0003 5.5% 0.0000
Volume 6 36 30 500.0% 208
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9836 0.9785 0.9615
R3 0.9754 0.9703 0.9592
R2 0.9672 0.9672 0.9585
R1 0.9621 0.9621 0.9577 0.9606
PP 0.9590 0.9590 0.9590 0.9583
S1 0.9539 0.9539 0.9562 0.9524
S2 0.9508 0.9508 0.9554
S3 0.9426 0.9457 0.9547
S4 0.9344 0.9375 0.9524
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.0049 0.9986 0.9683
R3 0.9884 0.9821 0.9638
R2 0.9719 0.9719 0.9623
R1 0.9656 0.9656 0.9608 0.9687
PP 0.9554 0.9554 0.9554 0.9570
S1 0.9491 0.9491 0.9577 0.9522
S2 0.9389 0.9389 0.9562
S3 0.9224 0.9326 0.9547
S4 0.9059 0.9161 0.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9642 0.9480 0.0162 1.7% 0.0058 0.6% 55% True False 47
10 0.9642 0.9434 0.0208 2.2% 0.0044 0.5% 65% True False 25
20 0.9642 0.9386 0.0256 2.7% 0.0047 0.5% 72% True False 14
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 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9991
2.618 0.9857
1.618 0.9775
1.000 0.9724
0.618 0.9693
HIGH 0.9642
0.618 0.9611
0.500 0.9601
0.382 0.9591
LOW 0.9560
0.618 0.9509
1.000 0.9478
1.618 0.9427
2.618 0.9345
4.250 0.9212
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 0.9601 0.9590
PP 0.9590 0.9583
S1 0.9580 0.9576

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

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