CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 0.9563 0.9547 -0.0016 -0.2% 0.9493
High 0.9568 0.9551 -0.0017 -0.2% 0.9580
Low 0.9544 0.9509 -0.0035 -0.4% 0.9466
Close 0.9548 0.9528 -0.0020 -0.2% 0.9528
Range 0.0024 0.0042 0.0018 72.9% 0.0114
ATR 0.0044 0.0044 0.0000 -0.4% 0.0000
Volume 49,800 76,741 26,941 54.1% 396,600
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9654 0.9632 0.9551
R3 0.9612 0.9591 0.9539
R2 0.9571 0.9571 0.9536
R1 0.9549 0.9549 0.9532 0.9539
PP 0.9529 0.9529 0.9529 0.9524
S1 0.9508 0.9508 0.9524 0.9498
S2 0.9488 0.9488 0.9520
S3 0.9446 0.9466 0.9517
S4 0.9405 0.9425 0.9505
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9865 0.9810 0.9590
R3 0.9752 0.9697 0.9559
R2 0.9638 0.9638 0.9549
R1 0.9583 0.9583 0.9538 0.9611
PP 0.9525 0.9525 0.9525 0.9538
S1 0.9470 0.9470 0.9518 0.9497
S2 0.9411 0.9411 0.9507
S3 0.9298 0.9356 0.9497
S4 0.9184 0.9243 0.9466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9580 0.9466 0.0114 1.2% 0.0046 0.5% 55% False False 79,320
10 0.9580 0.9458 0.0122 1.3% 0.0041 0.4% 58% False False 81,124
20 0.9683 0.9458 0.0225 2.4% 0.0040 0.4% 31% False False 83,495
40 0.9755 0.9458 0.0297 3.1% 0.0046 0.5% 24% False False 86,073
60 0.9755 0.9458 0.0297 3.1% 0.0046 0.5% 24% False False 68,715
80 0.9755 0.9458 0.0297 3.1% 0.0050 0.5% 24% False False 51,578
100 0.9755 0.9444 0.0311 3.3% 0.0047 0.5% 27% False False 41,272
120 0.9755 0.9386 0.0369 3.9% 0.0047 0.5% 39% False False 34,396
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9659
1.618 0.9618
1.000 0.9592
0.618 0.9576
HIGH 0.9551
0.618 0.9535
0.500 0.9530
0.382 0.9525
LOW 0.9509
0.618 0.9483
1.000 0.9468
1.618 0.9442
2.618 0.9400
4.250 0.9333
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 0.9530 0.9544
PP 0.9529 0.9539
S1 0.9529 0.9533

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

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