CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 25-Feb-2020
Day Change Summary
Previous Current
24-Feb-2020 25-Feb-2020 Change Change % Previous Week
Open 0.9082 0.9183 0.0101 1.1% 0.9203
High 0.9151 0.9186 0.0035 0.4% 0.9216
Low 0.9055 0.9106 0.0051 0.6% 0.9015
Close 0.9124 0.9178 0.0054 0.6% 0.9056
Range 0.0096 0.0080 -0.0016 -16.7% 0.0202
ATR
Volume 39 28 -11 -28.2% 77
Daily Pivots for day following 25-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.9397 0.9367 0.9222
R3 0.9317 0.9287 0.9200
R2 0.9237 0.9237 0.9193
R1 0.9207 0.9207 0.9185 0.9182
PP 0.9157 0.9157 0.9157 0.9144
S1 0.9127 0.9127 0.9171 0.9102
S2 0.9077 0.9077 0.9163
S3 0.8997 0.9047 0.9156
S4 0.8917 0.8967 0.9134
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.9700 0.9579 0.9166
R3 0.9498 0.9378 0.9111
R2 0.9297 0.9297 0.9092
R1 0.9176 0.9176 0.9074 0.9136
PP 0.9095 0.9095 0.9095 0.9075
S1 0.8975 0.8975 0.9037 0.8934
S2 0.8894 0.8894 0.9019
S3 0.8692 0.8773 0.9000
S4 0.8491 0.8572 0.8945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9186 0.9015 0.0172 1.9% 0.0059 0.6% 95% True False 16
10 0.9222 0.9015 0.0208 2.3% 0.0035 0.4% 79% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9526
2.618 0.9395
1.618 0.9315
1.000 0.9266
0.618 0.9235
HIGH 0.9186
0.618 0.9155
0.500 0.9146
0.382 0.9137
LOW 0.9106
0.618 0.9057
1.000 0.9026
1.618 0.8977
2.618 0.8897
4.250 0.8766
Fisher Pivots for day following 25-Feb-2020
Pivot 1 day 3 day
R1 0.9167 0.9152
PP 0.9157 0.9126
S1 0.9146 0.9100

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

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