CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 26-Feb-2020
Day Change Summary
Previous Current
25-Feb-2020 26-Feb-2020 Change Change % Previous Week
Open 0.9183 0.9150 -0.0033 -0.4% 0.9203
High 0.9186 0.9168 -0.0019 -0.2% 0.9216
Low 0.9106 0.9134 0.0028 0.3% 0.9015
Close 0.9178 0.9165 -0.0013 -0.1% 0.9056
Range 0.0080 0.0034 -0.0047 -58.1% 0.0202
ATR
Volume 28 4 -24 -85.7% 77
Daily Pivots for day following 26-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.9256 0.9244 0.9183
R3 0.9222 0.9210 0.9174
R2 0.9189 0.9189 0.9171
R1 0.9177 0.9177 0.9168 0.9183
PP 0.9155 0.9155 0.9155 0.9158
S1 0.9143 0.9143 0.9161 0.9149
S2 0.9122 0.9122 0.9158
S3 0.9088 0.9110 0.9155
S4 0.9055 0.9076 0.9146
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% 0.0066 0.7% 87% False False 14
10 0.9222 0.9015 0.0208 2.3% 0.0037 0.4% 72% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9310
2.618 0.9255
1.618 0.9222
1.000 0.9201
0.618 0.9188
HIGH 0.9168
0.618 0.9155
0.500 0.9151
0.382 0.9147
LOW 0.9134
0.618 0.9113
1.000 0.9101
1.618 0.9080
2.618 0.9046
4.250 0.8992
Fisher Pivots for day following 26-Feb-2020
Pivot 1 day 3 day
R1 0.9160 0.9150
PP 0.9155 0.9135
S1 0.9151 0.9121

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

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