CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 0.9515 0.9518 0.0003 0.0% 0.9571
High 0.9556 0.9539 -0.0017 -0.2% 0.9708
Low 0.9497 0.9478 -0.0019 -0.2% 0.9511
Close 0.9514 0.9500 -0.0014 -0.1% 0.9704
Range 0.0060 0.0062 0.0002 3.4% 0.0197
ATR 0.0062 0.0062 0.0000 -0.1% 0.0000
Volume 115 104 -11 -9.6% 401
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9690 0.9657 0.9534
R3 0.9629 0.9595 0.9517
R2 0.9567 0.9567 0.9511
R1 0.9534 0.9534 0.9506 0.9520
PP 0.9506 0.9506 0.9506 0.9499
S1 0.9472 0.9472 0.9494 0.9458
S2 0.9444 0.9444 0.9489
S3 0.9383 0.9411 0.9483
S4 0.9321 0.9349 0.9466
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 0.9478 0.0230 2.4% 0.0098 1.0% 10% False True 156
10 0.9708 0.9478 0.0230 2.4% 0.0076 0.8% 10% False True 110
20 0.9708 0.9478 0.0230 2.4% 0.0058 0.6% 10% False True 157
40 0.9708 0.9444 0.0264 2.8% 0.0050 0.5% 21% False False 105
60 0.9708 0.9386 0.0322 3.4% 0.0048 0.5% 35% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9800
2.618 0.9700
1.618 0.9639
1.000 0.9601
0.618 0.9577
HIGH 0.9539
0.618 0.9516
0.500 0.9508
0.382 0.9501
LOW 0.9478
0.618 0.9439
1.000 0.9416
1.618 0.9378
2.618 0.9316
4.250 0.9216
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 0.9508 0.9589
PP 0.9506 0.9559
S1 0.9503 0.9530

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

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