CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.9546 0.9572 0.0027 0.3% 0.9695
High 0.9580 0.9598 0.0019 0.2% 0.9701
Low 0.9527 0.9529 0.0002 0.0% 0.9478
Close 0.9575 0.9578 0.0004 0.0% 0.9575
Range 0.0053 0.0070 0.0017 32.4% 0.0223
ATR 0.0060 0.0061 0.0001 1.2% 0.0000
Volume 86 49 -37 -43.0% 749
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9777 0.9747 0.9616
R3 0.9707 0.9677 0.9597
R2 0.9638 0.9638 0.9591
R1 0.9608 0.9608 0.9584 0.9623
PP 0.9568 0.9568 0.9568 0.9576
S1 0.9538 0.9538 0.9572 0.9553
S2 0.9499 0.9499 0.9565
S3 0.9429 0.9469 0.9559
S4 0.9360 0.9399 0.9540
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 0.9598 0.9478 0.0121 1.3% 0.0056 0.6% 83% True False 89
10 0.9708 0.9478 0.0230 2.4% 0.0077 0.8% 44% False False 116
20 0.9708 0.9478 0.0230 2.4% 0.0062 0.6% 44% False False 167
40 0.9708 0.9444 0.0264 2.8% 0.0049 0.5% 51% False False 109
60 0.9708 0.9386 0.0322 3.4% 0.0048 0.5% 60% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9893
2.618 0.9780
1.618 0.9710
1.000 0.9668
0.618 0.9641
HIGH 0.9598
0.618 0.9571
0.500 0.9563
0.382 0.9555
LOW 0.9529
0.618 0.9486
1.000 0.9459
1.618 0.9416
2.618 0.9347
4.250 0.9233
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.9573 0.9568
PP 0.9568 0.9558
S1 0.9563 0.9548

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

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