CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 0.9503 0.9546 0.0043 0.5% 0.9695
High 0.9533 0.9580 0.0047 0.5% 0.9701
Low 0.9497 0.9527 0.0030 0.3% 0.9478
Close 0.9531 0.9575 0.0044 0.5% 0.9575
Range 0.0036 0.0053 0.0017 47.9% 0.0223
ATR 0.0060 0.0060 -0.0001 -0.9% 0.0000
Volume 91 86 -5 -5.5% 749
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9718 0.9699 0.9603
R3 0.9665 0.9646 0.9589
R2 0.9613 0.9613 0.9584
R1 0.9594 0.9594 0.9579 0.9603
PP 0.9560 0.9560 0.9560 0.9565
S1 0.9541 0.9541 0.9570 0.9551
S2 0.9508 0.9508 0.9565
S3 0.9455 0.9489 0.9560
S4 0.9403 0.9436 0.9546
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0253 1.0137 0.9697
R3 1.0030 0.9914 0.9636
R2 0.9807 0.9807 0.9615
R1 0.9691 0.9691 0.9595 0.9638
PP 0.9584 0.9584 0.9584 0.9558
S1 0.9468 0.9468 0.9554 0.9415
S2 0.9361 0.9361 0.9534
S3 0.9138 0.9245 0.9513
S4 0.8915 0.9022 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9701 0.9478 0.0223 2.3% 0.0086 0.9% 43% False False 149
10 0.9708 0.9478 0.0230 2.4% 0.0073 0.8% 42% False False 115
20 0.9708 0.9478 0.0230 2.4% 0.0060 0.6% 42% False False 165
40 0.9708 0.9444 0.0264 2.8% 0.0049 0.5% 50% False False 108
60 0.9708 0.9386 0.0322 3.4% 0.0048 0.5% 59% False False 76
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9803
2.618 0.9717
1.618 0.9664
1.000 0.9632
0.618 0.9612
HIGH 0.9580
0.618 0.9559
0.500 0.9553
0.382 0.9547
LOW 0.9527
0.618 0.9495
1.000 0.9475
1.618 0.9442
2.618 0.9390
4.250 0.9304
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 0.9567 0.9559
PP 0.9560 0.9544
S1 0.9553 0.9529

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

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