CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 0.9705 0.9683 -0.0022 -0.2% 0.9673
High 0.9709 0.9702 -0.0008 -0.1% 0.9745
Low 0.9668 0.9673 0.0006 0.1% 0.9627
Close 0.9673 0.9677 0.0004 0.0% 0.9705
Range 0.0042 0.0029 -0.0013 -31.3% 0.0119
ATR 0.0046 0.0044 -0.0001 -2.7% 0.0000
Volume 19 16 -3 -15.8% 117
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9769 0.9751 0.9692
R3 0.9741 0.9723 0.9684
R2 0.9712 0.9712 0.9682
R1 0.9694 0.9694 0.9679 0.9689
PP 0.9684 0.9684 0.9684 0.9681
S1 0.9666 0.9666 0.9674 0.9661
S2 0.9655 0.9655 0.9671
S3 0.9627 0.9637 0.9669
S4 0.9598 0.9609 0.9661
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 0.9651 0.0095 1.0% 0.0037 0.4% 27% False False 25
10 0.9745 0.9594 0.0152 1.6% 0.0041 0.4% 55% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 0.9823
2.618 0.9776
1.618 0.9748
1.000 0.9730
0.618 0.9719
HIGH 0.9702
0.618 0.9691
0.500 0.9687
0.382 0.9684
LOW 0.9673
0.618 0.9655
1.000 0.9645
1.618 0.9627
2.618 0.9598
4.250 0.9552
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 0.9687 0.9680
PP 0.9684 0.9679
S1 0.9680 0.9678

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

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