CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 0.9633 0.9628 -0.0005 -0.1% 0.9614
High 0.9675 0.9666 -0.0010 -0.1% 0.9647
Low 0.9619 0.9614 -0.0005 -0.1% 0.9577
Close 0.9623 0.9658 0.0035 0.4% 0.9630
Range 0.0056 0.0052 -0.0005 -8.0% 0.0070
ATR 0.0049 0.0049 0.0000 0.4% 0.0000
Volume 115,837 84,865 -30,972 -26.7% 454,152
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9800 0.9780 0.9686
R3 0.9749 0.9729 0.9672
R2 0.9697 0.9697 0.9667
R1 0.9677 0.9677 0.9662 0.9687
PP 0.9646 0.9646 0.9646 0.9651
S1 0.9626 0.9626 0.9653 0.9636
S2 0.9594 0.9594 0.9648
S3 0.9543 0.9574 0.9643
S4 0.9491 0.9523 0.9629
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 0.9675 0.9577 0.0098 1.0% 0.0044 0.5% 82% False False 112,223
10 0.9675 0.9562 0.0113 1.2% 0.0045 0.5% 85% False False 67,517
20 0.9675 0.9562 0.0113 1.2% 0.0046 0.5% 85% False False 33,998
40 0.9708 0.9478 0.0230 2.4% 0.0054 0.6% 78% False False 17,083
60 0.9708 0.9444 0.0264 2.7% 0.0048 0.5% 81% False False 11,405
80 0.9708 0.9386 0.0322 3.3% 0.0048 0.5% 84% False False 8,557
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9884
2.618 0.9800
1.618 0.9749
1.000 0.9717
0.618 0.9697
HIGH 0.9666
0.618 0.9646
0.500 0.9640
0.382 0.9634
LOW 0.9614
0.618 0.9582
1.000 0.9563
1.618 0.9531
2.618 0.9479
4.250 0.9395
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 0.9652 0.9652
PP 0.9646 0.9646
S1 0.9640 0.9640

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

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