CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 0.9657 0.9823 0.0167 1.7% 0.9355
High 0.9939 0.9823 -0.0116 -1.2% 0.9587
Low 0.9644 0.9510 -0.0135 -1.4% 0.9290
Close 0.9860 0.9575 -0.0285 -2.9% 0.9572
Range 0.0295 0.0314 0.0019 6.5% 0.0298
ATR 0.0096 0.0114 0.0018 18.8% 0.0000
Volume 37 305 268 724.3% 147
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0576 1.0389 0.9747
R3 1.0263 1.0075 0.9661
R2 0.9949 0.9949 0.9632
R1 0.9762 0.9762 0.9603 0.9699
PP 0.9636 0.9636 0.9636 0.9604
S1 0.9448 0.9448 0.9546 0.9385
S2 0.9322 0.9322 0.9517
S3 0.9009 0.9135 0.9488
S4 0.8695 0.8821 0.9402
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 0.9355 0.0584 6.1% 0.0181 1.9% 38% False False 80
10 0.9939 0.9134 0.0805 8.4% 0.0128 1.3% 55% False False 50
20 0.9939 0.9015 0.0924 9.7% 0.0082 0.9% 61% False False 41
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 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1155
2.618 1.0644
1.618 1.0330
1.000 1.0137
0.618 1.0017
HIGH 0.9823
0.618 0.9703
0.500 0.9666
0.382 0.9629
LOW 0.9510
0.618 0.9316
1.000 0.9196
1.618 0.9002
2.618 0.8689
4.250 0.8177
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 0.9666 0.9719
PP 0.9636 0.9671
S1 0.9605 0.9623

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

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