CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 0.9823 0.9597 -0.0226 -2.3% 0.9355
High 0.9823 0.9657 -0.0167 -1.7% 0.9587
Low 0.9510 0.9559 0.0049 0.5% 0.9290
Close 0.9575 0.9620 0.0046 0.5% 0.9572
Range 0.0314 0.0098 -0.0216 -68.7% 0.0298
ATR 0.0114 0.0113 -0.0001 -1.0% 0.0000
Volume 305 11 -294 -96.4% 147
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9906 0.9861 0.9674
R3 0.9808 0.9763 0.9647
R2 0.9710 0.9710 0.9638
R1 0.9665 0.9665 0.9629 0.9687
PP 0.9612 0.9612 0.9612 0.9623
S1 0.9567 0.9567 0.9611 0.9589
S2 0.9514 0.9514 0.9602
S3 0.9416 0.9469 0.9593
S4 0.9318 0.9371 0.9566
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% 0.0188 2.0% 45% False False 80
10 0.9939 0.9152 0.0787 8.2% 0.0135 1.4% 60% False False 51
20 0.9939 0.9015 0.0924 9.6% 0.0086 0.9% 66% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0073
2.618 0.9913
1.618 0.9815
1.000 0.9755
0.618 0.9717
HIGH 0.9657
0.618 0.9619
0.500 0.9608
0.382 0.9596
LOW 0.9559
0.618 0.9498
1.000 0.9461
1.618 0.9400
2.618 0.9302
4.250 0.9142
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 0.9616 0.9724
PP 0.9612 0.9689
S1 0.9608 0.9655

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

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