CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 03-Mar-2020
Day Change Summary
Previous Current
02-Mar-2020 03-Mar-2020 Change Change % Previous Week
Open 0.9355 0.9349 -0.0006 -0.1% 0.9082
High 0.9388 0.9414 0.0026 0.3% 0.9376
Low 0.9290 0.9303 0.0013 0.1% 0.9055
Close 0.9351 0.9393 0.0043 0.5% 0.9360
Range 0.0098 0.0111 0.0013 13.3% 0.0321
ATR 0.0063 0.0066 0.0003 5.5% 0.0000
Volume 63 23 -40 -63.5% 86
Daily Pivots for day following 03-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9703 0.9659 0.9455
R3 0.9592 0.9548 0.9424
R2 0.9481 0.9481 0.9414
R1 0.9437 0.9437 0.9404 0.9459
PP 0.9370 0.9370 0.9370 0.9381
S1 0.9326 0.9326 0.9383 0.9348
S2 0.9259 0.9259 0.9373
S3 0.9148 0.9215 0.9363
S4 0.9037 0.9104 0.9332
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 0.9414 0.9134 0.0280 3.0% 0.0076 0.8% 93% True False 21
10 0.9414 0.9015 0.0399 4.2% 0.0068 0.7% 95% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9704
1.618 0.9593
1.000 0.9525
0.618 0.9482
HIGH 0.9414
0.618 0.9371
0.500 0.9358
0.382 0.9345
LOW 0.9303
0.618 0.9234
1.000 0.9192
1.618 0.9123
2.618 0.9012
4.250 0.8831
Fisher Pivots for day following 03-Mar-2020
Pivot 1 day 3 day
R1 0.9382 0.9379
PP 0.9370 0.9365
S1 0.9358 0.9352

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

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