CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 0.9587 0.9571 -0.0017 -0.2% 0.9571
High 0.9621 0.9581 -0.0041 -0.4% 0.9631
Low 0.9566 0.9546 -0.0020 -0.2% 0.9539
Close 0.9571 0.9557 -0.0014 -0.1% 0.9571
Range 0.0056 0.0035 -0.0021 -37.8% 0.0093
ATR 0.0043 0.0042 -0.0001 -1.4% 0.0000
Volume 88 38 -50 -56.8% 2,105
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9665 0.9645 0.9576
R3 0.9630 0.9611 0.9566
R2 0.9596 0.9596 0.9563
R1 0.9576 0.9576 0.9560 0.9569
PP 0.9561 0.9561 0.9561 0.9557
S1 0.9542 0.9542 0.9554 0.9534
S2 0.9527 0.9527 0.9551
S3 0.9492 0.9507 0.9548
S4 0.9458 0.9473 0.9538
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9858 0.9807 0.9621
R3 0.9765 0.9714 0.9596
R2 0.9673 0.9673 0.9587
R1 0.9622 0.9622 0.9579 0.9601
PP 0.9580 0.9580 0.9580 0.9570
S1 0.9529 0.9529 0.9562 0.9508
S2 0.9488 0.9488 0.9554
S3 0.9395 0.9437 0.9545
S4 0.9303 0.9344 0.9520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9546 0.0085 0.9% 0.0048 0.5% 13% False True 40
10 0.9631 0.9478 0.0154 1.6% 0.0048 0.5% 52% False False 219
20 0.9631 0.9444 0.0188 2.0% 0.0039 0.4% 61% False False 136
40 0.9642 0.9434 0.0208 2.2% 0.0041 0.4% 59% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9671
1.618 0.9636
1.000 0.9615
0.618 0.9602
HIGH 0.9581
0.618 0.9567
0.500 0.9563
0.382 0.9559
LOW 0.9546
0.618 0.9525
1.000 0.9512
1.618 0.9490
2.618 0.9456
4.250 0.9399
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 0.9563 0.9589
PP 0.9561 0.9578
S1 0.9559 0.9568

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

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