CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 0.9671 0.9695 0.0025 0.3% 0.9571
High 0.9708 0.9701 -0.0007 -0.1% 0.9708
Low 0.9655 0.9482 -0.0173 -1.8% 0.9511
Close 0.9704 0.9502 -0.0202 -2.1% 0.9704
Range 0.0053 0.0219 0.0166 316.2% 0.0197
ATR 0.0050 0.0063 0.0012 24.3% 0.0000
Volume 93 353 260 279.6% 401
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0217 1.0078 0.9622
R3 0.9999 0.9860 0.9562
R2 0.9780 0.9780 0.9542
R1 0.9641 0.9641 0.9522 0.9601
PP 0.9562 0.9562 0.9562 0.9542
S1 0.9423 0.9423 0.9482 0.9383
S2 0.9343 0.9343 0.9462
S3 0.9125 0.9204 0.9442
S4 0.8906 0.8986 0.9382
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 0.9482 0.0226 2.4% 0.0098 1.0% 9% False True 143
10 0.9708 0.9482 0.0226 2.4% 0.0073 0.8% 9% False True 91
20 0.9708 0.9478 0.0230 2.4% 0.0055 0.6% 11% False False 148
40 0.9708 0.9444 0.0264 2.8% 0.0049 0.5% 22% False False 103
60 0.9708 0.9386 0.0322 3.4% 0.0047 0.5% 36% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.0629
2.618 1.0273
1.618 1.0054
1.000 0.9919
0.618 0.9836
HIGH 0.9701
0.618 0.9617
0.500 0.9591
0.382 0.9565
LOW 0.9482
0.618 0.9347
1.000 0.9264
1.618 0.9128
2.618 0.8910
4.250 0.8553
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 0.9591 0.9595
PP 0.9562 0.9564
S1 0.9532 0.9533

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

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