CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	0.9419	0.9413	-0.0006	-0.1%	0.9487
High	0.9430	0.9448	0.0018	0.2%	0.9499
Low	0.9389	0.9400	0.0011	0.1%	0.9386
Close	0.9417	0.9431	0.0014	0.1%	0.9417
Range	0.0041	0.0048	0.0007	17.3%	0.0114
ATR	0.0062	0.0061	-0.0001	-1.7%	0.0000
Volume	90,403	125,625	35,222	39.0%	428,558

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9569	0.9547	0.9457
R3	0.9521	0.9500	0.9444
R2	0.9474	0.9474	0.9439
R1	0.9452	0.9452	0.9435	0.9463
PP	0.9426	0.9426	0.9426	0.9431
S1	0.9405	0.9405	0.9426	0.9415
S2	0.9379	0.9379	0.9422
S3	0.9331	0.9357	0.9417
S4	0.9284	0.9310	0.9404

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9774	0.9709	0.9479
R3	0.9661	0.9595	0.9448
R2	0.9547	0.9547	0.9437
R1	0.9482	0.9482	0.9427	0.9458
PP	0.9434	0.9434	0.9434	0.9422
S1	0.9368	0.9368	0.9406	0.9344
S2	0.9320	0.9320	0.9396
S3	0.9207	0.9255	0.9385
S4	0.9093	0.9141	0.9354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9472	0.9386	0.0086	0.9%	0.0045	0.5%	52%	False	False	90,821
10	0.9508	0.9352	0.0156	1.7%	0.0067	0.7%	51%	False	False	102,405
20	0.9517	0.9344	0.0173	1.8%	0.0062	0.7%	50%	False	False	90,391
40	0.9603	0.9304	0.0299	3.2%	0.0061	0.7%	42%	False	False	89,140
60	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	51%	False	False	82,941
80	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	65%	False	False	67,034
100	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	65%	False	False	53,643
120	0.9603	0.9034	0.0569	6.0%	0.0062	0.7%	70%	False	False	44,714

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9649
2.618	0.9572
1.618	0.9524
1.000	0.9495
0.618	0.9477
HIGH	0.9448
0.618	0.9429
0.500	0.9424
0.382	0.9418
LOW	0.9400
0.618	0.9371
1.000	0.9353
1.618	0.9323
2.618	0.9276
4.250	0.9198

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	0.9428	0.9426
PP	0.9426	0.9421
S1	0.9424	0.9417

Download as Excel Spreadsheet

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

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