CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 0.9587 0.9620 0.0033 0.3% 0.9695
High 0.9625 0.9664 0.0039 0.4% 0.9701
Low 0.9585 0.9619 0.0034 0.4% 0.9478
Close 0.9612 0.9648 0.0036 0.4% 0.9575
Range 0.0040 0.0045 0.0005 12.5% 0.0223
ATR 0.0060 0.0059 -0.0001 -1.0% 0.0000
Volume 130 113 -17 -13.1% 749
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9778 0.9758 0.9673
R3 0.9733 0.9713 0.9661
R2 0.9688 0.9688 0.9657
R1 0.9668 0.9668 0.9653 0.9678
PP 0.9643 0.9643 0.9643 0.9648
S1 0.9623 0.9623 0.9644 0.9633
S2 0.9598 0.9598 0.9640
S3 0.9553 0.9578 0.9636
S4 0.9508 0.9533 0.9624
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 0.9664 0.9497 0.0166 1.7% 0.0049 0.5% 91% True False 93
10 0.9708 0.9478 0.0230 2.4% 0.0073 0.8% 74% False False 125
20 0.9708 0.9478 0.0230 2.4% 0.0060 0.6% 74% False False 178
40 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 78% False False 112
60 0.9708 0.9386 0.0322 3.3% 0.0049 0.5% 82% False False 81
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9855
2.618 0.9781
1.618 0.9736
1.000 0.9709
0.618 0.9691
HIGH 0.9664
0.618 0.9646
0.500 0.9641
0.382 0.9636
LOW 0.9619
0.618 0.9591
1.000 0.9574
1.618 0.9546
2.618 0.9501
4.250 0.9427
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 0.9646 0.9631
PP 0.9643 0.9613
S1 0.9641 0.9596

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

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