CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 0.9630 0.9620 -0.0010 -0.1% 0.9628
High 0.9637 0.9628 -0.0009 -0.1% 0.9661
Low 0.9614 0.9593 -0.0021 -0.2% 0.9562
Close 0.9617 0.9610 -0.0008 -0.1% 0.9623
Range 0.0023 0.0035 0.0012 50.0% 0.0099
ATR 0.0051 0.0050 -0.0001 -2.3% 0.0000
Volume 55,977 117,257 61,280 109.5% 23,054
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9714 0.9696 0.9628
R3 0.9679 0.9662 0.9619
R2 0.9645 0.9645 0.9616
R1 0.9627 0.9627 0.9613 0.9619
PP 0.9610 0.9610 0.9610 0.9606
S1 0.9593 0.9593 0.9606 0.9584
S2 0.9576 0.9576 0.9603
S3 0.9541 0.9558 0.9600
S4 0.9507 0.9524 0.9591
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9912 0.9866 0.9677
R3 0.9813 0.9767 0.9650
R2 0.9714 0.9714 0.9641
R1 0.9668 0.9668 0.9632 0.9642
PP 0.9615 0.9615 0.9615 0.9602
S1 0.9569 0.9569 0.9613 0.9543
S2 0.9516 0.9516 0.9604
S3 0.9417 0.9470 0.9595
S4 0.9318 0.9371 0.9568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9661 0.9582 0.0079 0.8% 0.0044 0.5% 35% False False 45,309
10 0.9661 0.9562 0.0099 1.0% 0.0044 0.5% 48% False False 23,473
20 0.9664 0.9478 0.0186 1.9% 0.0047 0.5% 71% False False 11,822
40 0.9708 0.9478 0.0230 2.4% 0.0052 0.5% 57% False False 5,987
60 0.9708 0.9444 0.0264 2.7% 0.0049 0.5% 63% False False 4,009
80 0.9708 0.9386 0.0322 3.3% 0.0047 0.5% 70% False False 3,009
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9774
2.618 0.9718
1.618 0.9683
1.000 0.9662
0.618 0.9649
HIGH 0.9628
0.618 0.9614
0.500 0.9610
0.382 0.9606
LOW 0.9593
0.618 0.9572
1.000 0.9559
1.618 0.9537
2.618 0.9503
4.250 0.9446
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 0.9610 0.9616
PP 0.9610 0.9614
S1 0.9610 0.9612

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

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