CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 0.9597 0.9671 0.0074 0.8% 0.9571
High 0.9683 0.9708 0.0025 0.3% 0.9708
Low 0.9587 0.9655 0.0068 0.7% 0.9511
Close 0.9678 0.9704 0.0026 0.3% 0.9704
Range 0.0096 0.0053 -0.0044 -45.3% 0.0197
ATR 0.0050 0.0050 0.0000 0.3% 0.0000
Volume 116 93 -23 -19.8% 401
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9846 0.9828 0.9733
R3 0.9794 0.9775 0.9718
R2 0.9741 0.9741 0.9714
R1 0.9723 0.9723 0.9709 0.9732
PP 0.9689 0.9689 0.9689 0.9694
S1 0.9670 0.9670 0.9699 0.9680
S2 0.9636 0.9636 0.9694
S3 0.9584 0.9618 0.9690
S4 0.9531 0.9565 0.9675
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0230 1.0164 0.9812
R3 1.0034 0.9967 0.9758
R2 0.9837 0.9837 0.9740
R1 0.9771 0.9771 0.9722 0.9804
PP 0.9641 0.9641 0.9641 0.9658
S1 0.9574 0.9574 0.9686 0.9608
S2 0.9444 0.9444 0.9668
S3 0.9248 0.9378 0.9650
S4 0.9051 0.9181 0.9596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9708 0.9511 0.0197 2.0% 0.0061 0.6% 98% True False 80
10 0.9708 0.9511 0.0197 2.0% 0.0054 0.6% 98% True False 250
20 0.9708 0.9478 0.0230 2.4% 0.0046 0.5% 98% True False 131
40 0.9708 0.9444 0.0264 2.7% 0.0045 0.5% 99% True False 95
60 0.9708 0.9380 0.0328 3.4% 0.0044 0.5% 99% True False 64
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9931
2.618 0.9845
1.618 0.9792
1.000 0.9760
0.618 0.9740
HIGH 0.9708
0.618 0.9687
0.500 0.9681
0.382 0.9675
LOW 0.9655
0.618 0.9623
1.000 0.9603
1.618 0.9570
2.618 0.9518
4.250 0.9432
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 0.9696 0.9672
PP 0.9689 0.9641
S1 0.9681 0.9609

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

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