CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 0.9512 0.9493 -0.0019 -0.2% 0.9514
High 0.9550 0.9508 -0.0043 -0.4% 0.9550
Low 0.9486 0.9472 -0.0014 -0.1% 0.9476
Close 0.9511 0.9480 -0.0031 -0.3% 0.9511
Range 0.0065 0.0036 -0.0029 -45.0% 0.0075
ATR 0.0045 0.0045 0.0000 -1.0% 0.0000
Volume 60 47 -13 -21.7% 209
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9593 0.9572 0.9499
R3 0.9557 0.9536 0.9489
R2 0.9522 0.9522 0.9486
R1 0.9501 0.9501 0.9483 0.9494
PP 0.9486 0.9486 0.9486 0.9483
S1 0.9465 0.9465 0.9476 0.9458
S2 0.9451 0.9451 0.9473
S3 0.9415 0.9430 0.9470
S4 0.9380 0.9394 0.9460
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9736 0.9698 0.9551
R3 0.9661 0.9623 0.9531
R2 0.9587 0.9587 0.9524
R1 0.9549 0.9549 0.9517 0.9530
PP 0.9512 0.9512 0.9512 0.9503
S1 0.9474 0.9474 0.9504 0.9456
S2 0.9438 0.9438 0.9497
S3 0.9363 0.9400 0.9490
S4 0.9289 0.9325 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9550 0.9472 0.0078 0.8% 0.0039 0.4% 10% False True 45
10 0.9604 0.9472 0.0132 1.4% 0.0040 0.4% 6% False True 48
20 0.9642 0.9434 0.0208 2.2% 0.0042 0.4% 22% False False 37
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9658
2.618 0.9600
1.618 0.9565
1.000 0.9543
0.618 0.9529
HIGH 0.9508
0.618 0.9494
0.500 0.9490
0.382 0.9486
LOW 0.9472
0.618 0.9450
1.000 0.9437
1.618 0.9415
2.618 0.9379
4.250 0.9321
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 0.9490 0.9511
PP 0.9486 0.9501
S1 0.9483 0.9490

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

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