CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 0.9694 0.9700 0.0006 0.1% 0.9665
High 0.9718 0.9744 0.0026 0.3% 0.9721
Low 0.9686 0.9687 0.0001 0.0% 0.9636
Close 0.9689 0.9705 0.0016 0.2% 0.9689
Range 0.0032 0.0057 0.0026 81.0% 0.0086
ATR 0.0047 0.0047 0.0001 1.6% 0.0000
Volume 47,454 92,839 45,385 95.6% 277,041
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9883 0.9851 0.9736
R3 0.9826 0.9794 0.9721
R2 0.9769 0.9769 0.9715
R1 0.9737 0.9737 0.9710 0.9753
PP 0.9712 0.9712 0.9712 0.9720
S1 0.9680 0.9680 0.9700 0.9696
S2 0.9655 0.9655 0.9695
S3 0.9598 0.9623 0.9689
S4 0.9541 0.9566 0.9674
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9938 0.9899 0.9736
R3 0.9853 0.9814 0.9713
R2 0.9767 0.9767 0.9705
R1 0.9728 0.9728 0.9697 0.9748
PP 0.9682 0.9682 0.9682 0.9692
S1 0.9643 0.9643 0.9681 0.9662
S2 0.9596 0.9596 0.9673
S3 0.9511 0.9557 0.9665
S4 0.9425 0.9472 0.9642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9744 0.9636 0.0108 1.1% 0.0045 0.5% 64% True False 73,976
10 0.9744 0.9636 0.0108 1.1% 0.0043 0.4% 64% True False 77,647
20 0.9744 0.9577 0.0167 1.7% 0.0044 0.5% 77% True False 83,648
40 0.9744 0.9478 0.0266 2.7% 0.0053 0.5% 86% True False 42,193
60 0.9744 0.9444 0.0300 3.1% 0.0049 0.5% 87% True False 28,169
80 0.9744 0.9444 0.0300 3.1% 0.0047 0.5% 87% True False 21,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9986
2.618 0.9893
1.618 0.9836
1.000 0.9801
0.618 0.9779
HIGH 0.9744
0.618 0.9722
0.500 0.9715
0.382 0.9708
LOW 0.9687
0.618 0.9651
1.000 0.9630
1.618 0.9594
2.618 0.9537
4.250 0.9444
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 0.9715 0.9704
PP 0.9712 0.9703
S1 0.9708 0.9703

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

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