CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 0.9604 0.9589 -0.0015 -0.2% 0.9651
High 0.9611 0.9661 0.0051 0.5% 0.9661
Low 0.9562 0.9582 0.0020 0.2% 0.9563
Close 0.9581 0.9634 0.0053 0.6% 0.9630
Range 0.0049 0.0079 0.0031 62.9% 0.0099
ATR 0.0053 0.0055 0.0002 3.7% 0.0000
Volume 4,773 4,165 -608 -12.7% 1,070
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9863 0.9827 0.9677
R3 0.9784 0.9748 0.9656
R2 0.9705 0.9705 0.9648
R1 0.9669 0.9669 0.9641 0.9687
PP 0.9626 0.9626 0.9626 0.9634
S1 0.9590 0.9590 0.9627 0.9608
S2 0.9547 0.9547 0.9620
S3 0.9468 0.9511 0.9612
S4 0.9389 0.9432 0.9591
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 0.9562 0.0099 1.0% 0.0053 0.5% 73% True False 2,410
10 0.9661 0.9562 0.0099 1.0% 0.0050 0.5% 73% True False 1,349
20 0.9708 0.9478 0.0230 2.4% 0.0062 0.6% 68% False False 737
40 0.9708 0.9444 0.0264 2.7% 0.0052 0.5% 72% False False 429
60 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 72% False False 305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9997
2.618 0.9868
1.618 0.9789
1.000 0.9740
0.618 0.9710
HIGH 0.9661
0.618 0.9631
0.500 0.9622
0.382 0.9612
LOW 0.9582
0.618 0.9533
1.000 0.9503
1.618 0.9454
2.618 0.9375
4.250 0.9246
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 0.9630 0.9626
PP 0.9626 0.9619
S1 0.9622 0.9612

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

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