CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 0.9689 0.9691 0.0002 0.0% 0.9633
High 0.9700 0.9699 -0.0002 0.0% 0.9736
Low 0.9638 0.9655 0.0017 0.2% 0.9614
Close 0.9693 0.9662 -0.0031 -0.3% 0.9695
Range 0.0062 0.0043 -0.0019 -30.6% 0.0122
ATR 0.0052 0.0051 -0.0001 -1.2% 0.0000
Volume 110,821 73,602 -37,219 -33.6% 522,393
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9801 0.9775 0.9686
R3 0.9758 0.9732 0.9674
R2 0.9715 0.9715 0.9670
R1 0.9689 0.9689 0.9666 0.9680
PP 0.9672 0.9672 0.9672 0.9668
S1 0.9645 0.9645 0.9658 0.9637
S2 0.9629 0.9629 0.9654
S3 0.9586 0.9602 0.9650
S4 0.9543 0.9559 0.9638
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.0048 0.9993 0.9762
R3 0.9926 0.9871 0.9728
R2 0.9804 0.9804 0.9717
R1 0.9749 0.9749 0.9706 0.9776
PP 0.9682 0.9682 0.9682 0.9695
S1 0.9627 0.9627 0.9683 0.9654
S2 0.9560 0.9560 0.9672
S3 0.9438 0.9505 0.9661
S4 0.9316 0.9383 0.9627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9736 0.9638 0.0099 1.0% 0.0056 0.6% 25% False False 101,222
10 0.9736 0.9577 0.0159 1.6% 0.0050 0.5% 53% False False 106,723
20 0.9736 0.9562 0.0174 1.8% 0.0048 0.5% 57% False False 59,246
40 0.9736 0.9478 0.0259 2.7% 0.0055 0.6% 71% False False 29,686
60 0.9736 0.9444 0.0293 3.0% 0.0049 0.5% 75% False False 19,836
80 0.9736 0.9420 0.0317 3.3% 0.0047 0.5% 77% False False 14,883
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9881
2.618 0.9811
1.618 0.9768
1.000 0.9742
0.618 0.9725
HIGH 0.9699
0.618 0.9682
0.500 0.9677
0.382 0.9672
LOW 0.9655
0.618 0.9629
1.000 0.9612
1.618 0.9586
2.618 0.9543
4.250 0.9473
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 0.9677 0.9675
PP 0.9672 0.9671
S1 0.9667 0.9666

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

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