CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 0.9622 0.9557 -0.0065 -0.7% 0.9475
High 0.9642 0.9604 -0.0038 -0.4% 0.9617
Low 0.9560 0.9546 -0.0015 -0.2% 0.9452
Close 0.9569 0.9557 -0.0013 -0.1% 0.9593
Range 0.0082 0.0059 -0.0024 -28.7% 0.0165
ATR 0.0049 0.0050 0.0001 1.4% 0.0000
Volume 36 5 -31 -86.1% 208
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9744 0.9709 0.9589
R3 0.9686 0.9650 0.9573
R2 0.9627 0.9627 0.9567
R1 0.9592 0.9592 0.9562 0.9586
PP 0.9569 0.9569 0.9569 0.9566
S1 0.9533 0.9533 0.9551 0.9527
S2 0.9510 0.9510 0.9546
S3 0.9452 0.9475 0.9540
S4 0.9393 0.9416 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 0.9515 0.0127 1.3% 0.0061 0.6% 32% False False 15
10 0.9642 0.9443 0.0200 2.1% 0.0046 0.5% 57% False False 25
20 0.9642 0.9386 0.0256 2.7% 0.0049 0.5% 67% False False 14
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9853
2.618 0.9757
1.618 0.9699
1.000 0.9663
0.618 0.9640
HIGH 0.9604
0.618 0.9582
0.500 0.9575
0.382 0.9568
LOW 0.9546
0.618 0.9509
1.000 0.9487
1.618 0.9451
2.618 0.9392
4.250 0.9297
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 0.9575 0.9594
PP 0.9569 0.9581
S1 0.9563 0.9569

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

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