CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 0.9476 0.9436 -0.0039 -0.4% 0.9657
High 0.9614 0.9580 -0.0034 -0.4% 0.9939
Low 0.9311 0.9424 0.0113 1.2% 0.9311
Close 0.9331 0.9507 0.0176 1.9% 0.9331
Range 0.0303 0.0156 -0.0147 -48.6% 0.0628
ATR 0.0136 0.0144 0.0008 5.9% 0.0000
Volume 232 32 -200 -86.2% 801
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9970 0.9894 0.9592
R3 0.9814 0.9738 0.9549
R2 0.9659 0.9659 0.9535
R1 0.9583 0.9583 0.9521 0.9621
PP 0.9503 0.9503 0.9503 0.9522
S1 0.9427 0.9427 0.9492 0.9465
S2 0.9348 0.9348 0.9478
S3 0.9192 0.9272 0.9464
S4 0.9037 0.9116 0.9421
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 0.9823 0.9311 0.0512 5.4% 0.0224 2.4% 38% False False 159
10 0.9939 0.9303 0.0636 6.7% 0.0182 1.9% 32% False False 91
20 0.9939 0.9015 0.0924 9.7% 0.0120 1.3% 53% False False 57
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 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0240
2.618 0.9987
1.618 0.9831
1.000 0.9735
0.618 0.9676
HIGH 0.9580
0.618 0.9520
0.500 0.9502
0.382 0.9483
LOW 0.9424
0.618 0.9328
1.000 0.9269
1.618 0.9172
2.618 0.9017
4.250 0.8763
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 0.9505 0.9529
PP 0.9503 0.9521
S1 0.9502 0.9514

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

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