CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 0.9576 0.9566 -0.0010 -0.1% 0.9503
High 0.9590 0.9583 -0.0007 -0.1% 0.9600
Low 0.9551 0.9550 -0.0002 0.0% 0.9478
Close 0.9555 0.9567 0.0012 0.1% 0.9567
Range 0.0038 0.0034 -0.0005 -11.8% 0.0123
ATR 0.0041 0.0041 -0.0001 -1.3% 0.0000
Volume 13 4 -9 -69.2% 61
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9667 0.9650 0.9585
R3 0.9633 0.9617 0.9576
R2 0.9600 0.9600 0.9573
R1 0.9583 0.9583 0.9570 0.9592
PP 0.9566 0.9566 0.9566 0.9571
S1 0.9550 0.9550 0.9563 0.9558
S2 0.9533 0.9533 0.9560
S3 0.9499 0.9516 0.9557
S4 0.9466 0.9483 0.9548
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9916 0.9864 0.9634
R3 0.9793 0.9741 0.9600
R2 0.9671 0.9671 0.9589
R1 0.9619 0.9619 0.9578 0.9645
PP 0.9548 0.9548 0.9548 0.9561
S1 0.9496 0.9496 0.9555 0.9522
S2 0.9426 0.9426 0.9544
S3 0.9303 0.9374 0.9533
S4 0.9181 0.9251 0.9499
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% 0.0044 0.5% 73% False False 12
10 0.9600 0.9478 0.0123 1.3% 0.0038 0.4% 73% False False 12
20 0.9600 0.9444 0.0157 1.6% 0.0037 0.4% 79% False False 41
40 0.9642 0.9386 0.0256 2.7% 0.0042 0.4% 71% False False 33
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9725
2.618 0.9671
1.618 0.9637
1.000 0.9617
0.618 0.9604
HIGH 0.9583
0.618 0.9570
0.500 0.9566
0.382 0.9562
LOW 0.9550
0.618 0.9529
1.000 0.9516
1.618 0.9495
2.618 0.9462
4.250 0.9407
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 0.9566 0.9560
PP 0.9566 0.9554
S1 0.9566 0.9548

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

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