CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 0.9673 0.9665 -0.0009 -0.1% 0.9689
High 0.9675 0.9683 0.0008 0.1% 0.9700
Low 0.9650 0.9636 -0.0014 -0.1% 0.9638
Close 0.9660 0.9642 -0.0018 -0.2% 0.9660
Range 0.0026 0.0047 0.0022 84.3% 0.0062
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 46,734 75,438 28,704 61.4% 315,167
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9794 0.9765 0.9667
R3 0.9747 0.9718 0.9654
R2 0.9700 0.9700 0.9650
R1 0.9671 0.9671 0.9646 0.9662
PP 0.9653 0.9653 0.9653 0.9649
S1 0.9624 0.9624 0.9637 0.9615
S2 0.9606 0.9606 0.9633
S3 0.9559 0.9577 0.9629
S4 0.9512 0.9530 0.9616
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9852 0.9818 0.9694
R3 0.9790 0.9756 0.9677
R2 0.9728 0.9728 0.9671
R1 0.9694 0.9694 0.9665 0.9680
PP 0.9666 0.9666 0.9666 0.9659
S1 0.9632 0.9632 0.9654 0.9618
S2 0.9604 0.9604 0.9648
S3 0.9542 0.9570 0.9642
S4 0.9480 0.9508 0.9625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9636 0.0065 0.7% 0.0041 0.4% 9% False True 78,121
10 0.9736 0.9614 0.0122 1.3% 0.0049 0.5% 23% False False 91,299
20 0.9736 0.9562 0.0174 1.8% 0.0046 0.5% 46% False False 69,510
40 0.9736 0.9478 0.0259 2.7% 0.0054 0.6% 63% False False 34,839
60 0.9736 0.9444 0.0293 3.0% 0.0049 0.5% 68% False False 23,271
80 0.9736 0.9420 0.0317 3.3% 0.0047 0.5% 70% False False 17,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
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 0.9882
2.618 0.9806
1.618 0.9759
1.000 0.9730
0.618 0.9712
HIGH 0.9683
0.618 0.9665
0.500 0.9659
0.382 0.9653
LOW 0.9636
0.618 0.9606
1.000 0.9589
1.618 0.9559
2.618 0.9512
4.250 0.9436
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 0.9659 0.9663
PP 0.9653 0.9656
S1 0.9647 0.9649

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

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