CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 0.9710 0.9476 -0.0235 -2.4% 0.9657
High 0.9747 0.9614 -0.0133 -1.4% 0.9939
Low 0.9497 0.9311 -0.0186 -2.0% 0.9311
Close 0.9572 0.9331 -0.0241 -2.5% 0.9331
Range 0.0249 0.0303 0.0053 21.5% 0.0628
ATR 0.0123 0.0136 0.0013 10.4% 0.0000
Volume 216 232 16 7.4% 801
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0326 1.0131 0.9497
R3 1.0024 0.9829 0.9414
R2 0.9721 0.9721 0.9386
R1 0.9526 0.9526 0.9359 0.9472
PP 0.9419 0.9419 0.9419 0.9392
S1 0.9224 0.9224 0.9303 0.9170
S2 0.9116 0.9116 0.9276
S3 0.8814 0.8921 0.9248
S4 0.8511 0.8619 0.9165
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1409 1.0998 0.9676
R3 1.0782 1.0370 0.9504
R2 1.0154 1.0154 0.9446
R1 0.9743 0.9743 0.9389 0.9635
PP 0.9527 0.9527 0.9527 0.9473
S1 0.9115 0.9115 0.9273 0.9007
S2 0.8899 0.8899 0.9216
S3 0.8272 0.8488 0.9158
S4 0.7644 0.7860 0.8986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9939 0.9311 0.0628 6.7% 0.0252 2.7% 3% False True 160
10 0.9939 0.9290 0.0649 7.0% 0.0176 1.9% 6% False False 94
20 0.9939 0.9015 0.0924 9.9% 0.0112 1.2% 34% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0899
2.618 1.0405
1.618 1.0103
1.000 0.9916
0.618 0.9800
HIGH 0.9614
0.618 0.9498
0.500 0.9462
0.382 0.9427
LOW 0.9311
0.618 0.9124
1.000 0.9009
1.618 0.8822
2.618 0.8519
4.250 0.8025
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 0.9462 0.9529
PP 0.9419 0.9463
S1 0.9375 0.9397

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

View Archives - Comment on this page... - Back to Index of Symbols