CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 09-Mar-2020
Day Change Summary
Previous Current
06-Mar-2020 09-Mar-2020 Change Change % Previous Week
Open 0.9500 0.9657 0.0157 1.6% 0.9355
High 0.9587 0.9939 0.0351 3.7% 0.9587
Low 0.9500 0.9644 0.0144 1.5% 0.9290
Close 0.9572 0.9860 0.0288 3.0% 0.9572
Range 0.0087 0.0295 0.0207 236.6% 0.0298
ATR 0.0075 0.0096 0.0021 27.6% 0.0000
Volume 19 37 18 94.7% 147
Daily Pivots for day following 09-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0698 1.0573 1.0021
R3 1.0403 1.0279 0.9940
R2 1.0109 1.0109 0.9913
R1 0.9984 0.9984 0.9886 1.0046
PP 0.9814 0.9814 0.9814 0.9845
S1 0.9690 0.9690 0.9833 0.9752
S2 0.9520 0.9520 0.9806
S3 0.9225 0.9395 0.9779
S4 0.8931 0.9101 0.9698
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0377 1.0272 0.9735
R3 1.0079 0.9974 0.9653
R2 0.9781 0.9781 0.9626
R1 0.9676 0.9676 0.9599 0.9728
PP 0.9483 0.9483 0.9483 0.9509
S1 0.9378 0.9378 0.9544 0.9431
S2 0.9185 0.9185 0.9517
S3 0.8887 0.9080 0.9490
S4 0.8589 0.8782 0.9408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9939 0.9303 0.0636 6.5% 0.0140 1.4% 88% True False 24
10 0.9939 0.9106 0.0833 8.4% 0.0105 1.1% 91% True False 23
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 0.0018
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1190
2.618 1.0710
1.618 1.0415
1.000 1.0233
0.618 1.0121
HIGH 0.9939
0.618 0.9826
0.500 0.9791
0.382 0.9756
LOW 0.9644
0.618 0.9462
1.000 0.9350
1.618 0.9167
2.618 0.8873
4.250 0.8392
Fisher Pivots for day following 09-Mar-2020
Pivot 1 day 3 day
R1 0.9837 0.9789
PP 0.9814 0.9718
S1 0.9791 0.9647

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

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