CME Japanese Yen Future September 2021


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 0.9198 0.9169 -0.0029 -0.3% 0.9200
High 0.9200 0.9169 -0.0031 -0.3% 0.9240
Low 0.9170 0.9119 -0.0051 -0.6% 0.9119
Close 0.9180 0.9132 -0.0048 -0.5% 0.9132
Range 0.0030 0.0050 0.0020 66.7% 0.0121
ATR 0.0047 0.0048 0.0001 2.0% 0.0000
Volume 11 5 -6 -54.5% 92
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9290 0.9261 0.9160
R3 0.9240 0.9211 0.9146
R2 0.9190 0.9190 0.9141
R1 0.9161 0.9161 0.9137 0.9151
PP 0.9140 0.9140 0.9140 0.9135
S1 0.9111 0.9111 0.9127 0.9101
S2 0.9090 0.9090 0.9123
S3 0.9040 0.9061 0.9118
S4 0.8990 0.9011 0.9105
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9527 0.9450 0.9199
R3 0.9406 0.9329 0.9165
R2 0.9285 0.9285 0.9154
R1 0.9208 0.9208 0.9143 0.9186
PP 0.9164 0.9164 0.9164 0.9153
S1 0.9087 0.9087 0.9121 0.9065
S2 0.9043 0.9043 0.9110
S3 0.8922 0.8966 0.9099
S4 0.8801 0.8845 0.9065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9240 0.9119 0.0121 1.3% 0.0037 0.4% 11% False True 18
10 0.9240 0.9119 0.0121 1.3% 0.0041 0.5% 11% False True 20
20 0.9420 0.9119 0.0301 3.3% 0.0040 0.4% 4% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9382
2.618 0.9300
1.618 0.9250
1.000 0.9219
0.618 0.9200
HIGH 0.9169
0.618 0.9150
0.500 0.9144
0.382 0.9138
LOW 0.9119
0.618 0.9088
1.000 0.9069
1.618 0.9038
2.618 0.8988
4.250 0.8907
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 0.9144 0.9178
PP 0.9140 0.9162
S1 0.9136 0.9147

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

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