CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 0.9597 0.9710 0.0113 1.2% 0.9355
High 0.9657 0.9747 0.0090 0.9% 0.9587
Low 0.9559 0.9497 -0.0061 -0.6% 0.9290
Close 0.9620 0.9572 -0.0048 -0.5% 0.9572
Range 0.0098 0.0249 0.0151 154.1% 0.0298
ATR 0.0113 0.0123 0.0010 8.6% 0.0000
Volume 11 216 205 1,863.6% 147
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0352 1.0211 0.9709
R3 1.0103 0.9962 0.9640
R2 0.9854 0.9854 0.9618
R1 0.9713 0.9713 0.9595 0.9659
PP 0.9605 0.9605 0.9605 0.9578
S1 0.9464 0.9464 0.9549 0.9410
S2 0.9356 0.9356 0.9526
S3 0.9107 0.9215 0.9504
S4 0.8858 0.8966 0.9435
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 0.9497 0.0441 4.6% 0.0209 2.2% 17% False True 117
10 0.9939 0.9290 0.0649 6.8% 0.0155 1.6% 44% False False 71
20 0.9939 0.9015 0.0924 9.7% 0.0098 1.0% 60% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0805
2.618 1.0398
1.618 1.0149
1.000 0.9996
0.618 0.9900
HIGH 0.9747
0.618 0.9651
0.500 0.9622
0.382 0.9593
LOW 0.9497
0.618 0.9344
1.000 0.9248
1.618 0.9095
2.618 0.8846
4.250 0.8439
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 0.9622 0.9660
PP 0.9605 0.9631
S1 0.9589 0.9601

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

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