CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.9651 0.9584 -0.0067 -0.7% 0.9572
High 0.9661 0.9618 -0.0043 -0.4% 0.9664
Low 0.9574 0.9563 -0.0012 -0.1% 0.9529
Close 0.9586 0.9580 -0.0006 -0.1% 0.9648
Range 0.0087 0.0056 -0.0032 -36.2% 0.0135
ATR 0.0057 0.0057 0.0000 -0.2% 0.0000
Volume 172 208 36 20.9% 1,049
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9753 0.9722 0.9611
R3 0.9698 0.9667 0.9595
R2 0.9642 0.9642 0.9590
R1 0.9611 0.9611 0.9585 0.9599
PP 0.9587 0.9587 0.9587 0.9581
S1 0.9556 0.9556 0.9575 0.9544
S2 0.9531 0.9531 0.9570
S3 0.9476 0.9500 0.9565
S4 0.9420 0.9445 0.9549
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 0.9563 0.0101 1.1% 0.0050 0.5% 17% False True 250
10 0.9664 0.9478 0.0186 1.9% 0.0051 0.5% 55% False False 171
20 0.9708 0.9478 0.0230 2.4% 0.0063 0.7% 45% False False 136
40 0.9708 0.9444 0.0264 2.8% 0.0050 0.5% 52% False False 137
60 0.9708 0.9420 0.0288 3.0% 0.0047 0.5% 56% False False 100
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9854
2.618 0.9763
1.618 0.9708
1.000 0.9674
0.618 0.9652
HIGH 0.9618
0.618 0.9597
0.500 0.9590
0.382 0.9584
LOW 0.9563
0.618 0.9528
1.000 0.9507
1.618 0.9473
2.618 0.9417
4.250 0.9327
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.9590 0.9612
PP 0.9587 0.9601
S1 0.9583 0.9591

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

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