CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 18-Feb-2021
Day Change Summary
Previous Current
17-Feb-2021 18-Feb-2021 Change Change % Previous Week
Open 0.9426 0.9447 0.0021 0.2% 0.9493
High 0.9456 0.9472 0.0016 0.2% 0.9580
Low 0.9416 0.9442 0.0027 0.3% 0.9466
Close 0.9444 0.9463 0.0019 0.2% 0.9528
Range 0.0041 0.0030 -0.0011 -27.2% 0.0114
ATR 0.0047 0.0046 -0.0001 -2.7% 0.0000
Volume 115,088 82,854 -32,234 -28.0% 396,600
Daily Pivots for day following 18-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9547 0.9534 0.9479
R3 0.9518 0.9505 0.9471
R2 0.9488 0.9488 0.9468
R1 0.9475 0.9475 0.9465 0.9482
PP 0.9459 0.9459 0.9459 0.9462
S1 0.9446 0.9446 0.9460 0.9452
S2 0.9429 0.9429 0.9457
S3 0.9400 0.9416 0.9454
S4 0.9370 0.9387 0.9446
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 0.9568 0.9416 0.0152 1.6% 0.0048 0.5% 31% False False 94,846
10 0.9580 0.9416 0.0164 1.7% 0.0049 0.5% 29% False False 93,900
20 0.9683 0.9416 0.0267 2.8% 0.0043 0.5% 18% False False 88,609
40 0.9755 0.9416 0.0339 3.6% 0.0046 0.5% 14% False False 86,723
60 0.9755 0.9416 0.0339 3.6% 0.0047 0.5% 14% False False 74,499
80 0.9755 0.9416 0.0339 3.6% 0.0050 0.5% 14% False False 55,923
100 0.9755 0.9416 0.0339 3.6% 0.0047 0.5% 14% False False 44,747
120 0.9755 0.9386 0.0369 3.9% 0.0048 0.5% 21% False False 37,293
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9597
2.618 0.9549
1.618 0.9519
1.000 0.9501
0.618 0.9490
HIGH 0.9472
0.618 0.9460
0.500 0.9457
0.382 0.9453
LOW 0.9442
0.618 0.9424
1.000 0.9413
1.618 0.9394
2.618 0.9365
4.250 0.9317
Fisher Pivots for day following 18-Feb-2021
Pivot 1 day 3 day
R1 0.9461 0.9474
PP 0.9459 0.9470
S1 0.9457 0.9466

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

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