CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 0.9484 0.9457 -0.0027 -0.3% 0.9514
High 0.9488 0.9459 -0.0029 -0.3% 0.9550
Low 0.9444 0.9444 -0.0001 0.0% 0.9476
Close 0.9450 0.9452 0.0002 0.0% 0.9511
Range 0.0044 0.0016 -0.0029 -64.8% 0.0075
ATR 0.0044 0.0042 -0.0002 -4.6% 0.0000
Volume 397 25 -372 -93.7% 209
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9498 0.9490 0.9460
R3 0.9482 0.9475 0.9456
R2 0.9467 0.9467 0.9454
R1 0.9459 0.9459 0.9453 0.9455
PP 0.9451 0.9451 0.9451 0.9449
S1 0.9444 0.9444 0.9450 0.9440
S2 0.9436 0.9436 0.9449
S3 0.9420 0.9428 0.9447
S4 0.9405 0.9413 0.9443
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 0.9444 0.0107 1.1% 0.0037 0.4% 8% False True 111
10 0.9550 0.9444 0.0107 1.1% 0.0035 0.4% 8% False True 74
20 0.9642 0.9444 0.0199 2.1% 0.0042 0.4% 4% False True 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9525
2.618 0.9500
1.618 0.9484
1.000 0.9475
0.618 0.9469
HIGH 0.9459
0.618 0.9453
0.500 0.9451
0.382 0.9449
LOW 0.9444
0.618 0.9434
1.000 0.9428
1.618 0.9418
2.618 0.9403
4.250 0.9378
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 0.9451 0.9471
PP 0.9451 0.9464
S1 0.9451 0.9458

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

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