CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 0.9497 0.9391 -0.0107 -1.1% 0.9657
High 0.9526 0.9431 -0.0095 -1.0% 0.9939
Low 0.9341 0.9273 -0.0068 -0.7% 0.9311
Close 0.9341 0.9329 -0.0012 -0.1% 0.9331
Range 0.0186 0.0159 -0.0027 -14.6% 0.0628
ATR 0.0147 0.0148 0.0001 0.6% 0.0000
Volume 383 77 -306 -79.9% 801
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9820 0.9733 0.9416
R3 0.9661 0.9574 0.9373
R2 0.9503 0.9503 0.9358
R1 0.9416 0.9416 0.9344 0.9380
PP 0.9344 0.9344 0.9344 0.9326
S1 0.9257 0.9257 0.9314 0.9222
S2 0.9186 0.9186 0.9300
S3 0.9027 0.9099 0.9285
S4 0.8869 0.8940 0.9242
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 0.9747 0.9273 0.0474 5.1% 0.0210 2.3% 12% False True 188
10 0.9939 0.9273 0.0666 7.1% 0.0199 2.1% 8% False True 134
20 0.9939 0.9015 0.0924 9.9% 0.0136 1.5% 34% False False 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 0.9846
1.618 0.9687
1.000 0.9590
0.618 0.9529
HIGH 0.9431
0.618 0.9370
0.500 0.9352
0.382 0.9333
LOW 0.9273
0.618 0.9175
1.000 0.9114
1.618 0.9016
2.618 0.8858
4.250 0.8599
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 0.9352 0.9426
PP 0.9344 0.9394
S1 0.9337 0.9361

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

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