CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 0.9577 0.9597 0.0020 0.2% 0.9571
High 0.9619 0.9683 0.0065 0.7% 0.9631
Low 0.9511 0.9587 0.0076 0.8% 0.9539
Close 0.9591 0.9678 0.0087 0.9% 0.9571
Range 0.0108 0.0096 -0.0012 -10.7% 0.0093
ATR 0.0047 0.0050 0.0004 7.5% 0.0000
Volume 97 116 19 19.6% 2,105
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9937 0.9904 0.9731
R3 0.9841 0.9808 0.9704
R2 0.9745 0.9745 0.9696
R1 0.9712 0.9712 0.9687 0.9729
PP 0.9649 0.9649 0.9649 0.9658
S1 0.9616 0.9616 0.9669 0.9633
S2 0.9553 0.9553 0.9660
S3 0.9457 0.9520 0.9652
S4 0.9361 0.9424 0.9625
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 0.9683 0.9511 0.0172 1.8% 0.0062 0.6% 97% True False 79
10 0.9683 0.9511 0.0172 1.8% 0.0052 0.5% 97% True False 241
20 0.9683 0.9450 0.0233 2.4% 0.0046 0.5% 98% True False 127
40 0.9683 0.9444 0.0240 2.5% 0.0044 0.5% 98% True False 93
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0091
2.618 0.9934
1.618 0.9838
1.000 0.9779
0.618 0.9742
HIGH 0.9683
0.618 0.9646
0.500 0.9635
0.382 0.9624
LOW 0.9587
0.618 0.9528
1.000 0.9491
1.618 0.9432
2.618 0.9336
4.250 0.9179
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 0.9664 0.9651
PP 0.9649 0.9624
S1 0.9635 0.9597

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

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