CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 0.9183 0.9168 -0.0016 -0.2% 0.9234
High 0.9190 0.9202 0.0012 0.1% 0.9242
Low 0.9152 0.9158 0.0006 0.1% 0.9163
Close 0.9170 0.9183 0.0014 0.1% 0.9177
Range 0.0039 0.0044 0.0006 14.3% 0.0079
ATR 0.0051 0.0051 -0.0001 -1.0% 0.0000
Volume 77,828 84,961 7,133 9.2% 384,875
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9313 0.9292 0.9207
R3 0.9269 0.9248 0.9195
R2 0.9225 0.9225 0.9191
R1 0.9204 0.9204 0.9187 0.9214
PP 0.9181 0.9181 0.9181 0.9186
S1 0.9160 0.9160 0.9179 0.9170
S2 0.9137 0.9137 0.9175
S3 0.9093 0.9116 0.9171
S4 0.9049 0.9072 0.9159
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9430 0.9382 0.9220
R3 0.9351 0.9303 0.9199
R2 0.9273 0.9273 0.9191
R1 0.9225 0.9225 0.9184 0.9210
PP 0.9194 0.9194 0.9194 0.9186
S1 0.9146 0.9146 0.9170 0.9131
S2 0.9116 0.9116 0.9163
S3 0.9037 0.9068 0.9155
S4 0.8959 0.8989 0.9134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9239 0.9152 0.0087 1.0% 0.0045 0.5% 36% False False 93,478
10 0.9382 0.9152 0.0231 2.5% 0.0055 0.6% 14% False False 56,364
20 0.9541 0.9152 0.0389 4.2% 0.0052 0.6% 8% False False 28,702
40 0.9693 0.9152 0.0541 5.9% 0.0047 0.5% 6% False False 14,399
60 0.9763 0.9152 0.0612 6.7% 0.0047 0.5% 5% False False 9,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9389
2.618 0.9317
1.618 0.9273
1.000 0.9246
0.618 0.9229
HIGH 0.9202
0.618 0.9185
0.500 0.9180
0.382 0.9174
LOW 0.9158
0.618 0.9130
1.000 0.9114
1.618 0.9086
2.618 0.9042
4.250 0.8971
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 0.9182 0.9188
PP 0.9181 0.9186
S1 0.9180 0.9185

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

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