CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 0.9620 0.9605 -0.0015 -0.2% 0.9628
High 0.9628 0.9615 -0.0013 -0.1% 0.9661
Low 0.9593 0.9577 -0.0016 -0.2% 0.9562
Close 0.9610 0.9613 0.0004 0.0% 0.9623
Range 0.0035 0.0038 0.0003 8.7% 0.0099
ATR 0.0050 0.0049 -0.0001 -1.8% 0.0000
Volume 117,257 109,455 -7,802 -6.7% 23,054
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9714 0.9701 0.9634
R3 0.9677 0.9664 0.9623
R2 0.9639 0.9639 0.9620
R1 0.9626 0.9626 0.9616 0.9633
PP 0.9602 0.9602 0.9602 0.9605
S1 0.9589 0.9589 0.9610 0.9595
S2 0.9564 0.9564 0.9606
S3 0.9527 0.9551 0.9603
S4 0.9489 0.9514 0.9592
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 0.9655 0.9577 0.0078 0.8% 0.0036 0.4% 46% False True 66,367
10 0.9661 0.9562 0.0099 1.0% 0.0044 0.5% 52% False False 34,388
20 0.9664 0.9497 0.0166 1.7% 0.0046 0.5% 70% False False 17,289
40 0.9708 0.9478 0.0230 2.4% 0.0052 0.5% 59% False False 8,723
60 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 64% False False 5,833
80 0.9708 0.9386 0.0322 3.3% 0.0048 0.5% 71% False False 4,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9774
2.618 0.9713
1.618 0.9675
1.000 0.9652
0.618 0.9638
HIGH 0.9615
0.618 0.9600
0.500 0.9596
0.382 0.9591
LOW 0.9577
0.618 0.9554
1.000 0.9540
1.618 0.9516
2.618 0.9479
4.250 0.9418
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 0.9607 0.9611
PP 0.9602 0.9609
S1 0.9596 0.9607

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

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