CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 02-Mar-2020
Day Change Summary
Previous Current
28-Feb-2020 02-Mar-2020 Change Change % Previous Week
Open 0.9290 0.9355 0.0065 0.7% 0.9082
High 0.9376 0.9388 0.0012 0.1% 0.9376
Low 0.9290 0.9290 -0.0001 0.0% 0.9055
Close 0.9360 0.9351 -0.0009 -0.1% 0.9360
Range 0.0086 0.0098 0.0012 14.0% 0.0321
ATR 0.0060 0.0063 0.0003 4.5% 0.0000
Volume 3 63 60 2,000.0% 86
Daily Pivots for day following 02-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9637 0.9592 0.9404
R3 0.9539 0.9494 0.9377
R2 0.9441 0.9441 0.9368
R1 0.9396 0.9396 0.9359 0.9369
PP 0.9343 0.9343 0.9343 0.9329
S1 0.9298 0.9298 0.9342 0.9271
S2 0.9245 0.9245 0.9333
S3 0.9147 0.9200 0.9324
S4 0.9049 0.9102 0.9297
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.0227 1.0114 0.9536
R3 0.9906 0.9793 0.9448
R2 0.9585 0.9585 0.9418
R1 0.9472 0.9472 0.9389 0.9528
PP 0.9264 0.9264 0.9264 0.9292
S1 0.9151 0.9151 0.9330 0.9207
S2 0.8943 0.8943 0.9301
S3 0.8622 0.8830 0.9271
S4 0.8301 0.8509 0.9183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9388 0.9106 0.0282 3.0% 0.0070 0.7% 87% True False 22
10 0.9388 0.9015 0.0373 4.0% 0.0058 0.6% 90% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9804
2.618 0.9644
1.618 0.9546
1.000 0.9486
0.618 0.9448
HIGH 0.9388
0.618 0.9350
0.500 0.9339
0.382 0.9327
LOW 0.9290
0.618 0.9229
1.000 0.9192
1.618 0.9131
2.618 0.9033
4.250 0.8873
Fisher Pivots for day following 02-Mar-2020
Pivot 1 day 3 day
R1 0.9347 0.9324
PP 0.9343 0.9297
S1 0.9339 0.9270

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

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