CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 0.9700 0.9703 0.0004 0.0% 0.9665
High 0.9744 0.9754 0.0010 0.1% 0.9721
Low 0.9687 0.9698 0.0012 0.1% 0.9636
Close 0.9705 0.9750 0.0045 0.5% 0.9689
Range 0.0057 0.0056 -0.0002 -2.6% 0.0086
ATR 0.0047 0.0048 0.0001 1.2% 0.0000
Volume 92,839 81,996 -10,843 -11.7% 277,041
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9900 0.9880 0.9780
R3 0.9845 0.9825 0.9765
R2 0.9789 0.9789 0.9760
R1 0.9769 0.9769 0.9755 0.9779
PP 0.9734 0.9734 0.9734 0.9739
S1 0.9714 0.9714 0.9744 0.9724
S2 0.9678 0.9678 0.9739
S3 0.9623 0.9658 0.9734
S4 0.9567 0.9603 0.9719
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 0.9754 0.9641 0.0113 1.2% 0.0047 0.5% 96% True False 75,287
10 0.9754 0.9636 0.0118 1.2% 0.0044 0.5% 97% True False 76,704
20 0.9754 0.9577 0.0177 1.8% 0.0045 0.5% 98% True False 87,179
40 0.9754 0.9478 0.0276 2.8% 0.0052 0.5% 99% True False 44,240
60 0.9754 0.9450 0.0304 3.1% 0.0050 0.5% 99% True False 29,535
80 0.9754 0.9444 0.0310 3.2% 0.0048 0.5% 99% True False 22,166
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9989
2.618 0.9899
1.618 0.9843
1.000 0.9809
0.618 0.9788
HIGH 0.9754
0.618 0.9732
0.500 0.9726
0.382 0.9719
LOW 0.9698
0.618 0.9664
1.000 0.9643
1.618 0.9608
2.618 0.9553
4.250 0.9462
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 0.9742 0.9740
PP 0.9734 0.9730
S1 0.9726 0.9720

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

View Archives - Comment on this page... - Back to Index of Symbols