CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 0.9518 0.9503 -0.0016 -0.2% 0.9571
High 0.9539 0.9533 -0.0006 -0.1% 0.9708
Low 0.9478 0.9497 0.0020 0.2% 0.9511
Close 0.9500 0.9531 0.0031 0.3% 0.9704
Range 0.0062 0.0036 -0.0026 -42.3% 0.0197
ATR 0.0062 0.0060 -0.0002 -3.1% 0.0000
Volume 104 91 -13 -12.5% 401
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9627 0.9615 0.9551
R3 0.9592 0.9579 0.9541
R2 0.9556 0.9556 0.9538
R1 0.9544 0.9544 0.9534 0.9550
PP 0.9520 0.9520 0.9520 0.9524
S1 0.9508 0.9508 0.9528 0.9514
S2 0.9485 0.9485 0.9524
S3 0.9449 0.9472 0.9521
S4 0.9414 0.9437 0.9511
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% 0.0086 0.9% 23% False False 151
10 0.9708 0.9478 0.0230 2.4% 0.0074 0.8% 23% False False 115
20 0.9708 0.9478 0.0230 2.4% 0.0058 0.6% 23% False False 161
40 0.9708 0.9444 0.0264 2.8% 0.0049 0.5% 33% False False 106
60 0.9708 0.9386 0.0322 3.4% 0.0048 0.5% 45% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9684
2.618 0.9626
1.618 0.9590
1.000 0.9569
0.618 0.9555
HIGH 0.9533
0.618 0.9519
0.500 0.9515
0.382 0.9511
LOW 0.9497
0.618 0.9476
1.000 0.9462
1.618 0.9440
2.618 0.9405
4.250 0.9347
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 0.9526 0.9526
PP 0.9520 0.9522
S1 0.9515 0.9517

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

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