CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 0.9571 0.9593 0.0022 0.2% 0.9503
High 0.9599 0.9623 0.0024 0.3% 0.9600
Low 0.9554 0.9585 0.0031 0.3% 0.9478
Close 0.9591 0.9603 0.0012 0.1% 0.9567
Range 0.0046 0.0039 -0.0007 -15.4% 0.0123
ATR 0.0041 0.0040 0.0000 -0.4% 0.0000
Volume 10 22 12 120.0% 61
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9719 0.9699 0.9624
R3 0.9680 0.9661 0.9613
R2 0.9642 0.9642 0.9610
R1 0.9622 0.9622 0.9606 0.9632
PP 0.9603 0.9603 0.9603 0.9608
S1 0.9584 0.9584 0.9599 0.9594
S2 0.9565 0.9565 0.9595
S3 0.9526 0.9545 0.9592
S4 0.9488 0.9507 0.9581
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 0.9623 0.9539 0.0085 0.9% 0.0038 0.4% 76% True False 397
10 0.9623 0.9478 0.0146 1.5% 0.0039 0.4% 86% True False 204
20 0.9623 0.9444 0.0180 1.9% 0.0038 0.4% 89% True False 135
40 0.9642 0.9420 0.0223 2.3% 0.0039 0.4% 82% False False 82
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9787
2.618 0.9724
1.618 0.9685
1.000 0.9662
0.618 0.9647
HIGH 0.9623
0.618 0.9608
0.500 0.9604
0.382 0.9599
LOW 0.9585
0.618 0.9561
1.000 0.9546
1.618 0.9522
2.618 0.9484
4.250 0.9421
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 0.9604 0.9595
PP 0.9603 0.9588
S1 0.9603 0.9581

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

View Archives - Comment on this page... - Back to Index of Symbols