CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 0.9605 0.9610 0.0005 0.1% 0.9614
High 0.9615 0.9647 0.0032 0.3% 0.9647
Low 0.9577 0.9606 0.0029 0.3% 0.9577
Close 0.9613 0.9630 0.0017 0.2% 0.9630
Range 0.0038 0.0041 0.0004 9.3% 0.0070
ATR 0.0049 0.0048 -0.0001 -1.2% 0.0000
Volume 109,455 133,704 24,249 22.2% 454,152
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9750 0.9731 0.9652
R3 0.9709 0.9690 0.9641
R2 0.9668 0.9668 0.9637
R1 0.9649 0.9649 0.9633 0.9659
PP 0.9627 0.9627 0.9627 0.9632
S1 0.9608 0.9608 0.9626 0.9618
S2 0.9586 0.9586 0.9622
S3 0.9545 0.9567 0.9618
S4 0.9504 0.9526 0.9607
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9826 0.9797 0.9668
R3 0.9757 0.9728 0.9649
R2 0.9687 0.9687 0.9642
R1 0.9658 0.9658 0.9636 0.9673
PP 0.9618 0.9618 0.9618 0.9625
S1 0.9589 0.9589 0.9623 0.9603
S2 0.9548 0.9548 0.9617
S3 0.9479 0.9519 0.9610
S4 0.9409 0.9450 0.9591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9647 0.9577 0.0070 0.7% 0.0035 0.4% 76% True False 90,830
10 0.9661 0.9562 0.0099 1.0% 0.0043 0.5% 68% False False 47,720
20 0.9664 0.9527 0.0137 1.4% 0.0046 0.5% 75% False False 23,970
40 0.9708 0.9478 0.0230 2.4% 0.0052 0.5% 66% False False 12,066
60 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 70% False False 8,061
80 0.9708 0.9386 0.0322 3.3% 0.0047 0.5% 76% False False 6,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9821
2.618 0.9754
1.618 0.9713
1.000 0.9688
0.618 0.9672
HIGH 0.9647
0.618 0.9631
0.500 0.9626
0.382 0.9621
LOW 0.9606
0.618 0.9580
1.000 0.9565
1.618 0.9539
2.618 0.9498
4.250 0.9431
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 0.9628 0.9624
PP 0.9627 0.9618
S1 0.9626 0.9612

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

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