CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 0.9571 0.9571 -0.0001 0.0% 0.9503
High 0.9573 0.9599 0.0026 0.3% 0.9600
Low 0.9539 0.9554 0.0015 0.2% 0.9478
Close 0.9556 0.9591 0.0035 0.4% 0.9567
Range 0.0034 0.0046 0.0011 31.9% 0.0123
ATR 0.0040 0.0041 0.0000 0.9% 0.0000
Volume 1,940 10 -1,930 -99.5% 61
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9718 0.9700 0.9616
R3 0.9672 0.9654 0.9603
R2 0.9627 0.9627 0.9599
R1 0.9609 0.9609 0.9595 0.9618
PP 0.9581 0.9581 0.9581 0.9586
S1 0.9563 0.9563 0.9586 0.9572
S2 0.9536 0.9536 0.9582
S3 0.9490 0.9518 0.9578
S4 0.9445 0.9472 0.9565
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 0.9495 0.0105 1.1% 0.0051 0.5% 91% False False 397
10 0.9600 0.9478 0.0123 1.3% 0.0039 0.4% 92% False False 204
20 0.9600 0.9444 0.0157 1.6% 0.0037 0.4% 94% False False 137
40 0.9642 0.9420 0.0223 2.3% 0.0039 0.4% 77% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9718
1.618 0.9673
1.000 0.9645
0.618 0.9627
HIGH 0.9599
0.618 0.9582
0.500 0.9576
0.382 0.9571
LOW 0.9554
0.618 0.9525
1.000 0.9508
1.618 0.9480
2.618 0.9434
4.250 0.9360
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 0.9586 0.9583
PP 0.9581 0.9576
S1 0.9576 0.9569

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

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