CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 04-Mar-2020
Day Change Summary
Previous Current
03-Mar-2020 04-Mar-2020 Change Change % Previous Week
Open 0.9349 0.9378 0.0029 0.3% 0.9082
High 0.9414 0.9422 0.0008 0.1% 0.9376
Low 0.9303 0.9359 0.0057 0.6% 0.9055
Close 0.9393 0.9385 -0.0008 -0.1% 0.9360
Range 0.0111 0.0063 -0.0049 -43.7% 0.0321
ATR 0.0066 0.0066 0.0000 -0.4% 0.0000
Volume 23 10 -13 -56.5% 86
Daily Pivots for day following 04-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9576 0.9543 0.9419
R3 0.9514 0.9481 0.9402
R2 0.9451 0.9451 0.9396
R1 0.9418 0.9418 0.9391 0.9435
PP 0.9389 0.9389 0.9389 0.9397
S1 0.9356 0.9356 0.9379 0.9372
S2 0.9326 0.9326 0.9374
S3 0.9264 0.9293 0.9368
S4 0.9201 0.9231 0.9351
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 0.9422 0.9152 0.0270 2.9% 0.0082 0.9% 86% True False 22
10 0.9422 0.9015 0.0407 4.3% 0.0074 0.8% 91% True False 18
Crabel Price Patterns
NR True
NR4 True
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9687
2.618 0.9585
1.618 0.9523
1.000 0.9484
0.618 0.9460
HIGH 0.9422
0.618 0.9398
0.500 0.9390
0.382 0.9383
LOW 0.9359
0.618 0.9320
1.000 0.9297
1.618 0.9258
2.618 0.9195
4.250 0.9093
Fisher Pivots for day following 04-Mar-2020
Pivot 1 day 3 day
R1 0.9390 0.9375
PP 0.9389 0.9365
S1 0.9387 0.9356

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

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