CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 0.9496 0.9576 0.0080 0.8% 0.9506
High 0.9600 0.9590 -0.0011 -0.1% 0.9539
Low 0.9495 0.9551 0.0056 0.6% 0.9478
Close 0.9584 0.9555 -0.0030 -0.3% 0.9507
Range 0.0105 0.0038 -0.0067 -63.8% 0.0061
ATR 0.0041 0.0041 0.0000 -0.6% 0.0000
Volume 20 13 -7 -35.0% 61
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9679 0.9655 0.9575
R3 0.9641 0.9617 0.9565
R2 0.9603 0.9603 0.9561
R1 0.9579 0.9579 0.9558 0.9572
PP 0.9565 0.9565 0.9565 0.9562
S1 0.9541 0.9541 0.9551 0.9534
S2 0.9527 0.9527 0.9548
S3 0.9489 0.9503 0.9544
S4 0.9451 0.9465 0.9534
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9691 0.9660 0.9541
R3 0.9630 0.9599 0.9524
R2 0.9569 0.9569 0.9518
R1 0.9538 0.9538 0.9513 0.9554
PP 0.9508 0.9508 0.9508 0.9516
S1 0.9477 0.9477 0.9501 0.9493
S2 0.9447 0.9447 0.9496
S3 0.9386 0.9416 0.9490
S4 0.9325 0.9355 0.9473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9600 0.9478 0.0123 1.3% 0.0041 0.4% 63% False False 12
10 0.9600 0.9450 0.0150 1.6% 0.0039 0.4% 70% False False 12
20 0.9600 0.9444 0.0157 1.6% 0.0037 0.4% 71% False False 43
40 0.9642 0.9386 0.0256 2.7% 0.0043 0.4% 66% False False 33
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9751
2.618 0.9689
1.618 0.9651
1.000 0.9628
0.618 0.9613
HIGH 0.9590
0.618 0.9575
0.500 0.9570
0.382 0.9566
LOW 0.9551
0.618 0.9528
1.000 0.9513
1.618 0.9490
2.618 0.9452
4.250 0.9390
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 0.9570 0.9549
PP 0.9565 0.9544
S1 0.9560 0.9539

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

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