CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 0.9596 0.9628 0.0032 0.3% 0.9651
High 0.9640 0.9647 0.0007 0.1% 0.9661
Low 0.9590 0.9594 0.0004 0.0% 0.9563
Close 0.9630 0.9602 -0.0028 -0.3% 0.9630
Range 0.0050 0.0052 0.0003 5.1% 0.0099
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 383 1,489 1,106 288.8% 1,070
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9770 0.9738 0.9630
R3 0.9718 0.9686 0.9616
R2 0.9666 0.9666 0.9611
R1 0.9634 0.9634 0.9606 0.9624
PP 0.9614 0.9614 0.9614 0.9609
S1 0.9582 0.9582 0.9597 0.9572
S2 0.9562 0.9562 0.9592
S3 0.9510 0.9530 0.9587
S4 0.9458 0.9478 0.9573
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9913 0.9870 0.9684
R3 0.9815 0.9771 0.9657
R2 0.9716 0.9716 0.9648
R1 0.9673 0.9673 0.9639 0.9645
PP 0.9618 0.9618 0.9618 0.9604
S1 0.9574 0.9574 0.9620 0.9547
S2 0.9519 0.9519 0.9611
S3 0.9421 0.9476 0.9602
S4 0.9322 0.9377 0.9575
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% 0.0055 0.6% 40% False False 511
10 0.9664 0.9529 0.0135 1.4% 0.0049 0.5% 54% False False 360
20 0.9708 0.9478 0.0230 2.4% 0.0061 0.6% 54% False False 237
40 0.9708 0.9444 0.0264 2.7% 0.0050 0.5% 60% False False 187
60 0.9708 0.9427 0.0281 2.9% 0.0047 0.5% 62% False False 136
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9868
2.618 0.9783
1.618 0.9731
1.000 0.9699
0.618 0.9679
HIGH 0.9647
0.618 0.9627
0.500 0.9620
0.382 0.9614
LOW 0.9594
0.618 0.9562
1.000 0.9542
1.618 0.9510
2.618 0.9458
4.250 0.9373
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 0.9620 0.9612
PP 0.9614 0.9608
S1 0.9608 0.9605

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

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