CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 29-Dec-2020
Day Change Summary
Previous Current
28-Dec-2020 29-Dec-2020 Change Change % Previous Week
Open 0.9680 0.9656 -0.0024 -0.2% 0.9699
High 0.9693 0.9684 -0.0009 -0.1% 0.9710
Low 0.9647 0.9653 0.0006 0.1% 0.9651
Close 0.9653 0.9679 0.0027 0.3% 0.9671
Range 0.0046 0.0032 -0.0015 -31.5% 0.0060
ATR 0.0043 0.0042 -0.0001 -1.9% 0.0000
Volume 34 10 -24 -70.6% 100
Daily Pivots for day following 29-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.9766 0.9754 0.9696
R3 0.9735 0.9723 0.9688
R2 0.9703 0.9703 0.9685
R1 0.9691 0.9691 0.9682 0.9697
PP 0.9672 0.9672 0.9672 0.9675
S1 0.9660 0.9660 0.9676 0.9666
S2 0.9640 0.9640 0.9673
S3 0.9609 0.9628 0.9670
S4 0.9577 0.9597 0.9662
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 0.9709 0.9647 0.0062 0.6% 0.0034 0.4% 52% False False 19
10 0.9745 0.9627 0.0119 1.2% 0.0040 0.4% 44% False False 25
20 0.9745 0.9575 0.0170 1.8% 0.0036 0.4% 61% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9818
2.618 0.9766
1.618 0.9735
1.000 0.9716
0.618 0.9703
HIGH 0.9684
0.618 0.9672
0.500 0.9668
0.382 0.9665
LOW 0.9653
0.618 0.9633
1.000 0.9621
1.618 0.9602
2.618 0.9570
4.250 0.9519
Fisher Pivots for day following 29-Dec-2020
Pivot 1 day 3 day
R1 0.9675 0.9676
PP 0.9672 0.9673
S1 0.9668 0.9670

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

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