CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 27-Feb-2020
Day Change Summary
Previous Current
26-Feb-2020 27-Feb-2020 Change Change % Previous Week
Open 0.9150 0.9178 0.0028 0.3% 0.9203
High 0.9168 0.9205 0.0037 0.4% 0.9216
Low 0.9134 0.9152 0.0018 0.2% 0.9015
Close 0.9165 0.9183 0.0019 0.2% 0.9056
Range 0.0034 0.0053 0.0020 58.2% 0.0202
ATR
Volume 4 12 8 200.0% 77
Daily Pivots for day following 27-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.9339 0.9314 0.9212
R3 0.9286 0.9261 0.9198
R2 0.9233 0.9233 0.9193
R1 0.9208 0.9208 0.9188 0.9220
PP 0.9180 0.9180 0.9180 0.9186
S1 0.9155 0.9155 0.9178 0.9167
S2 0.9127 0.9127 0.9173
S3 0.9074 0.9102 0.9168
S4 0.9021 0.9049 0.9154
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 0.9205 0.9015 0.0190 2.1% 0.0062 0.7% 89% True False 16
10 0.9222 0.9015 0.0208 2.3% 0.0041 0.4% 81% False False 23
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 0.9430
2.618 0.9343
1.618 0.9290
1.000 0.9258
0.618 0.9237
HIGH 0.9205
0.618 0.9184
0.500 0.9178
0.382 0.9172
LOW 0.9152
0.618 0.9119
1.000 0.9099
1.618 0.9066
2.618 0.9013
4.250 0.8926
Fisher Pivots for day following 27-Feb-2020
Pivot 1 day 3 day
R1 0.9181 0.9174
PP 0.9180 0.9165
S1 0.9178 0.9155

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

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