CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 0.9571 0.9581 0.0010 0.1% 0.9571
High 0.9581 0.9593 0.0013 0.1% 0.9631
Low 0.9546 0.9578 0.0032 0.3% 0.9539
Close 0.9557 0.9578 0.0021 0.2% 0.9571
Range 0.0035 0.0015 -0.0020 -56.5% 0.0093
ATR 0.0042 0.0042 0.0000 -1.1% 0.0000
Volume 38 57 19 50.0% 2,105
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9628 0.9618 0.9586
R3 0.9613 0.9603 0.9582
R2 0.9598 0.9598 0.9581
R1 0.9588 0.9588 0.9579 0.9586
PP 0.9583 0.9583 0.9583 0.9582
S1 0.9573 0.9573 0.9577 0.9571
S2 0.9568 0.9568 0.9575
S3 0.9553 0.9558 0.9574
S4 0.9538 0.9543 0.9570
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% 0.0042 0.4% 38% False False 50
10 0.9631 0.9495 0.0136 1.4% 0.0046 0.5% 61% False False 223
20 0.9631 0.9444 0.0188 2.0% 0.0039 0.4% 72% False False 137
40 0.9642 0.9443 0.0200 2.1% 0.0040 0.4% 68% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.9657
2.618 0.9632
1.618 0.9617
1.000 0.9608
0.618 0.9602
HIGH 0.9593
0.618 0.9587
0.500 0.9586
0.382 0.9584
LOW 0.9578
0.618 0.9569
1.000 0.9563
1.618 0.9554
2.618 0.9539
4.250 0.9514
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 0.9586 0.9584
PP 0.9583 0.9582
S1 0.9581 0.9580

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

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