CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 0.9641 0.9646 0.0005 0.1% 0.9572
High 0.9658 0.9659 0.0001 0.0% 0.9664
Low 0.9612 0.9641 0.0029 0.3% 0.9529
Close 0.9651 0.9648 -0.0003 0.0% 0.9648
Range 0.0046 0.0018 -0.0028 -61.5% 0.0135
ATR 0.0058 0.0055 -0.0003 -5.0% 0.0000
Volume 378 379 1 0.3% 1,049
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9702 0.9692 0.9658
R3 0.9684 0.9675 0.9653
R2 0.9667 0.9667 0.9651
R1 0.9657 0.9657 0.9650 0.9662
PP 0.9649 0.9649 0.9649 0.9652
S1 0.9640 0.9640 0.9646 0.9645
S2 0.9632 0.9632 0.9645
S3 0.9614 0.9622 0.9643
S4 0.9597 0.9605 0.9638
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0018 0.9968 0.9722
R3 0.9883 0.9833 0.9685
R2 0.9748 0.9748 0.9673
R1 0.9698 0.9698 0.9660 0.9723
PP 0.9613 0.9613 0.9613 0.9626
S1 0.9563 0.9563 0.9636 0.9588
S2 0.9478 0.9478 0.9623
S3 0.9343 0.9428 0.9611
S4 0.9208 0.9293 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9664 0.9529 0.0135 1.4% 0.0044 0.5% 89% False False 209
10 0.9701 0.9478 0.0223 2.3% 0.0065 0.7% 76% False False 179
20 0.9708 0.9478 0.0230 2.4% 0.0059 0.6% 74% False False 215
40 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 77% False False 128
60 0.9708 0.9386 0.0322 3.3% 0.0048 0.5% 81% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9733
2.618 0.9704
1.618 0.9687
1.000 0.9676
0.618 0.9669
HIGH 0.9659
0.618 0.9652
0.500 0.9650
0.382 0.9648
LOW 0.9641
0.618 0.9630
1.000 0.9624
1.618 0.9613
2.618 0.9595
4.250 0.9567
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 0.9650 0.9645
PP 0.9649 0.9641
S1 0.9649 0.9638

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

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