CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 0.9645 0.9655 0.0010 0.1% 0.9619
High 0.9672 0.9666 -0.0005 -0.1% 0.9676
Low 0.9614 0.9640 0.0026 0.3% 0.9596
Close 0.9652 0.9644 -0.0008 -0.1% 0.9644
Range 0.0058 0.0026 -0.0031 -53.9% 0.0081
ATR 0.0050 0.0048 -0.0002 -3.3% 0.0000
Volume 36 22 -14 -38.9% 121
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9730 0.9713 0.9659
R3 0.9703 0.9687 0.9651
R2 0.9677 0.9677 0.9649
R1 0.9660 0.9660 0.9646 0.9655
PP 0.9650 0.9650 0.9650 0.9648
S1 0.9634 0.9634 0.9642 0.9629
S2 0.9624 0.9624 0.9639
S3 0.9597 0.9607 0.9637
S4 0.9571 0.9581 0.9629
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.9880 0.9843 0.9688
R3 0.9800 0.9762 0.9666
R2 0.9719 0.9719 0.9659
R1 0.9682 0.9682 0.9651 0.9700
PP 0.9639 0.9639 0.9639 0.9648
S1 0.9601 0.9601 0.9637 0.9620
S2 0.9558 0.9558 0.9629
S3 0.9478 0.9521 0.9622
S4 0.9397 0.9440 0.9600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9676 0.9596 0.0081 0.8% 0.0041 0.4% 60% False False 24
10 0.9763 0.9596 0.0168 1.7% 0.0053 0.6% 29% False False 30
20 0.9763 0.9596 0.0168 1.7% 0.0045 0.5% 29% False False 26
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9779
2.618 0.9736
1.618 0.9709
1.000 0.9693
0.618 0.9683
HIGH 0.9666
0.618 0.9656
0.500 0.9653
0.382 0.9650
LOW 0.9640
0.618 0.9624
1.000 0.9614
1.618 0.9597
2.618 0.9571
4.250 0.9527
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 0.9653 0.9645
PP 0.9650 0.9645
S1 0.9647 0.9644

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

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