CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 0.9711 0.9699 -0.0013 -0.1% 0.9673
High 0.9713 0.9710 -0.0003 0.0% 0.9745
Low 0.9679 0.9651 -0.0028 -0.3% 0.9627
Close 0.9705 0.9704 -0.0002 0.0% 0.9705
Range 0.0034 0.0060 0.0026 75.0% 0.0119
ATR 0.0045 0.0046 0.0001 2.3% 0.0000
Volume 17 49 32 188.2% 117
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9867 0.9845 0.9736
R3 0.9807 0.9785 0.9720
R2 0.9748 0.9748 0.9714
R1 0.9726 0.9726 0.9709 0.9737
PP 0.9688 0.9688 0.9688 0.9694
S1 0.9666 0.9666 0.9698 0.9677
S2 0.9629 0.9629 0.9693
S3 0.9569 0.9607 0.9687
S4 0.9510 0.9547 0.9671
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.0049 0.9996 0.9770
R3 0.9930 0.9877 0.9738
R2 0.9811 0.9811 0.9727
R1 0.9758 0.9758 0.9716 0.9785
PP 0.9692 0.9692 0.9692 0.9706
S1 0.9639 0.9639 0.9694 0.9666
S2 0.9573 0.9573 0.9683
S3 0.9454 0.9520 0.9672
S4 0.9335 0.9401 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9745 0.9627 0.0119 1.2% 0.0045 0.5% 65% False False 32
10 0.9745 0.9594 0.0152 1.6% 0.0038 0.4% 72% False False 19
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9963
2.618 0.9866
1.618 0.9806
1.000 0.9770
0.618 0.9747
HIGH 0.9710
0.618 0.9687
0.500 0.9680
0.382 0.9673
LOW 0.9651
0.618 0.9614
1.000 0.9591
1.618 0.9554
2.618 0.9495
4.250 0.9398
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 0.9696 0.9702
PP 0.9688 0.9700
S1 0.9680 0.9698

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

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