CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 0.9669 0.9680 0.0011 0.1% 0.9699
High 0.9685 0.9693 0.0008 0.1% 0.9710
Low 0.9662 0.9647 -0.0015 -0.2% 0.9651
Close 0.9671 0.9653 -0.0018 -0.2% 0.9671
Range 0.0024 0.0046 0.0023 95.7% 0.0060
ATR 0.0043 0.0043 0.0000 0.5% 0.0000
Volume 16 34 18 112.5% 100
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9802 0.9773 0.9678
R3 0.9756 0.9727 0.9665
R2 0.9710 0.9710 0.9661
R1 0.9681 0.9681 0.9657 0.9673
PP 0.9664 0.9664 0.9664 0.9660
S1 0.9635 0.9635 0.9648 0.9627
S2 0.9618 0.9618 0.9644
S3 0.9572 0.9589 0.9640
S4 0.9526 0.9543 0.9627
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9856 0.9823 0.9703
R3 0.9796 0.9763 0.9687
R2 0.9737 0.9737 0.9681
R1 0.9704 0.9704 0.9676 0.9690
PP 0.9677 0.9677 0.9677 0.9670
S1 0.9644 0.9644 0.9665 0.9631
S2 0.9618 0.9618 0.9660
S3 0.9558 0.9585 0.9654
S4 0.9499 0.9525 0.9638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9710 0.9647 0.0063 0.7% 0.0040 0.4% 9% False True 26
10 0.9745 0.9627 0.0119 1.2% 0.0042 0.4% 22% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9889
2.618 0.9813
1.618 0.9767
1.000 0.9739
0.618 0.9721
HIGH 0.9693
0.618 0.9675
0.500 0.9670
0.382 0.9665
LOW 0.9647
0.618 0.9619
1.000 0.9601
1.618 0.9573
2.618 0.9527
4.250 0.9452
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 0.9670 0.9674
PP 0.9664 0.9667
S1 0.9658 0.9660

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

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