CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 0.9572 0.9587 0.0015 0.2% 0.9695
High 0.9598 0.9625 0.0027 0.3% 0.9701
Low 0.9529 0.9585 0.0056 0.6% 0.9478
Close 0.9578 0.9612 0.0034 0.4% 0.9575
Range 0.0070 0.0040 -0.0030 -42.4% 0.0223
ATR 0.0061 0.0060 -0.0001 -1.7% 0.0000
Volume 49 130 81 165.3% 749
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9727 0.9710 0.9634
R3 0.9687 0.9670 0.9623
R2 0.9647 0.9647 0.9619
R1 0.9630 0.9630 0.9616 0.9638
PP 0.9607 0.9607 0.9607 0.9611
S1 0.9590 0.9590 0.9608 0.9598
S2 0.9567 0.9567 0.9605
S3 0.9527 0.9550 0.9601
S4 0.9487 0.9510 0.9590
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 0.9625 0.9478 0.0147 1.5% 0.0052 0.5% 91% True False 92
10 0.9708 0.9478 0.0230 2.4% 0.0079 0.8% 58% False False 123
20 0.9708 0.9478 0.0230 2.4% 0.0063 0.7% 58% False False 173
40 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 64% False False 112
60 0.9708 0.9386 0.0322 3.3% 0.0049 0.5% 70% False False 79
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9795
2.618 0.9729
1.618 0.9689
1.000 0.9665
0.618 0.9649
HIGH 0.9625
0.618 0.9609
0.500 0.9605
0.382 0.9600
LOW 0.9585
0.618 0.9560
1.000 0.9545
1.618 0.9520
2.618 0.9480
4.250 0.9415
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 0.9610 0.9600
PP 0.9607 0.9588
S1 0.9605 0.9576

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

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