CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 0.9503 0.9522 0.0019 0.2% 0.9493
High 0.9539 0.9533 -0.0006 -0.1% 0.9508
Low 0.9497 0.9500 0.0003 0.0% 0.9444
Close 0.9534 0.9503 -0.0032 -0.3% 0.9487
Range 0.0042 0.0033 -0.0009 -20.5% 0.0064
ATR 0.0041 0.0040 0.0000 -1.2% 0.0000
Volume 23 10 -13 -56.5% 504
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9611 0.9590 0.9521
R3 0.9578 0.9557 0.9512
R2 0.9545 0.9545 0.9509
R1 0.9524 0.9524 0.9506 0.9518
PP 0.9512 0.9512 0.9512 0.9509
S1 0.9491 0.9491 0.9499 0.9485
S2 0.9479 0.9479 0.9496
S3 0.9446 0.9458 0.9493
S4 0.9413 0.9425 0.9484
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9671 0.9643 0.9522
R3 0.9607 0.9579 0.9504
R2 0.9543 0.9543 0.9498
R1 0.9515 0.9515 0.9492 0.9497
PP 0.9479 0.9479 0.9479 0.9470
S1 0.9451 0.9451 0.9481 0.9433
S2 0.9415 0.9415 0.9475
S3 0.9351 0.9387 0.9469
S4 0.9287 0.9323 0.9451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9539 0.9450 0.0089 0.9% 0.0037 0.4% 59% False False 12
10 0.9550 0.9444 0.0107 1.1% 0.0037 0.4% 55% False False 62
20 0.9642 0.9444 0.0199 2.1% 0.0040 0.4% 30% False False 51
40 0.9642 0.9386 0.0256 2.7% 0.0042 0.4% 46% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9673
2.618 0.9619
1.618 0.9586
1.000 0.9566
0.618 0.9553
HIGH 0.9533
0.618 0.9520
0.500 0.9517
0.382 0.9513
LOW 0.9500
0.618 0.9480
1.000 0.9467
1.618 0.9447
2.618 0.9414
4.250 0.9360
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 0.9517 0.9514
PP 0.9512 0.9510
S1 0.9507 0.9506

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

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