CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 0.9673 0.9630 -0.0043 -0.4% 0.9624
High 0.9686 0.9676 -0.0010 -0.1% 0.9656
Low 0.9631 0.9627 -0.0005 0.0% 0.9594
Close 0.9634 0.9668 0.0034 0.4% 0.9641
Range 0.0055 0.0050 -0.0005 -9.2% 0.0063
ATR
Volume 2 68 66 3,300.0% 51
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9805 0.9786 0.9695
R3 0.9756 0.9737 0.9682
R2 0.9706 0.9706 0.9677
R1 0.9687 0.9687 0.9673 0.9697
PP 0.9657 0.9657 0.9657 0.9662
S1 0.9638 0.9638 0.9663 0.9647
S2 0.9607 0.9607 0.9659
S3 0.9558 0.9588 0.9654
S4 0.9508 0.9539 0.9641
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9818 0.9792 0.9675
R3 0.9755 0.9729 0.9658
R2 0.9693 0.9693 0.9652
R1 0.9667 0.9667 0.9646 0.9680
PP 0.9630 0.9630 0.9630 0.9637
S1 0.9604 0.9604 0.9635 0.9617
S2 0.9568 0.9568 0.9629
S3 0.9505 0.9542 0.9623
S4 0.9443 0.9479 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9686 0.9594 0.0092 1.0% 0.0040 0.4% 81% False False 18
10 0.9686 0.9575 0.0111 1.1% 0.0034 0.4% 84% False False 12
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 True
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9886
2.618 0.9806
1.618 0.9756
1.000 0.9726
0.618 0.9707
HIGH 0.9676
0.618 0.9657
0.500 0.9651
0.382 0.9645
LOW 0.9627
0.618 0.9596
1.000 0.9577
1.618 0.9546
2.618 0.9497
4.250 0.9416
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 0.9662 0.9663
PP 0.9657 0.9659
S1 0.9651 0.9654

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

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