CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 0.9584 0.9586 0.0002 0.0% 0.9572
High 0.9618 0.9608 -0.0010 -0.1% 0.9664
Low 0.9563 0.9577 0.0015 0.2% 0.9529
Close 0.9580 0.9593 0.0013 0.1% 0.9648
Range 0.0056 0.0031 -0.0025 -44.1% 0.0135
ATR 0.0057 0.0055 -0.0002 -3.3% 0.0000
Volume 208 307 99 47.6% 1,049
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9686 0.9670 0.9610
R3 0.9655 0.9639 0.9602
R2 0.9624 0.9624 0.9599
R1 0.9608 0.9608 0.9596 0.9616
PP 0.9593 0.9593 0.9593 0.9597
S1 0.9577 0.9577 0.9590 0.9585
S2 0.9562 0.9562 0.9587
S3 0.9531 0.9546 0.9584
S4 0.9500 0.9515 0.9576
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 0.9661 0.9563 0.0099 1.0% 0.0047 0.5% 31% False False 288
10 0.9664 0.9497 0.0166 1.7% 0.0048 0.5% 58% False False 191
20 0.9708 0.9478 0.0230 2.4% 0.0062 0.6% 50% False False 150
40 0.9708 0.9444 0.0264 2.8% 0.0050 0.5% 57% False False 143
60 0.9708 0.9420 0.0288 3.0% 0.0047 0.5% 60% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9740
2.618 0.9689
1.618 0.9658
1.000 0.9639
0.618 0.9627
HIGH 0.9608
0.618 0.9596
0.500 0.9593
0.382 0.9589
LOW 0.9577
0.618 0.9558
1.000 0.9546
1.618 0.9527
2.618 0.9496
4.250 0.9445
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 0.9593 0.9612
PP 0.9593 0.9606
S1 0.9593 0.9599

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

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