CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 0.9630 0.9678 0.0048 0.5% 0.9624
High 0.9676 0.9709 0.0033 0.3% 0.9656
Low 0.9627 0.9650 0.0023 0.2% 0.9594
Close 0.9668 0.9676 0.0008 0.1% 0.9641
Range 0.0050 0.0059 0.0010 19.2% 0.0063
ATR
Volume 68 6 -62 -91.2% 51
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9855 0.9824 0.9708
R3 0.9796 0.9765 0.9692
R2 0.9737 0.9737 0.9686
R1 0.9706 0.9706 0.9681 0.9692
PP 0.9678 0.9678 0.9678 0.9671
S1 0.9647 0.9647 0.9670 0.9633
S2 0.9619 0.9619 0.9665
S3 0.9560 0.9588 0.9659
S4 0.9501 0.9529 0.9643
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 0.9709 0.9594 0.0115 1.2% 0.0045 0.5% 71% True False 16
10 0.9709 0.9594 0.0115 1.2% 0.0036 0.4% 71% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9959
2.618 0.9863
1.618 0.9804
1.000 0.9768
0.618 0.9745
HIGH 0.9709
0.618 0.9686
0.500 0.9679
0.382 0.9672
LOW 0.9650
0.618 0.9613
1.000 0.9591
1.618 0.9554
2.618 0.9495
4.250 0.9399
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 0.9679 0.9673
PP 0.9678 0.9670
S1 0.9677 0.9668

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

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