CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 0.9391 0.9259 -0.0132 -1.4% 0.9657
High 0.9431 0.9287 -0.0144 -1.5% 0.9939
Low 0.9273 0.9097 -0.0176 -1.9% 0.9311
Close 0.9329 0.9118 -0.0212 -2.3% 0.9331
Range 0.0159 0.0190 0.0032 19.9% 0.0628
ATR 0.0148 0.0154 0.0006 4.1% 0.0000
Volume 77 49 -28 -36.4% 801
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9737 0.9617 0.9222
R3 0.9547 0.9427 0.9170
R2 0.9357 0.9357 0.9152
R1 0.9237 0.9237 0.9135 0.9202
PP 0.9167 0.9167 0.9167 0.9150
S1 0.9047 0.9047 0.9100 0.9012
S2 0.8977 0.8977 0.9083
S3 0.8787 0.8857 0.9065
S4 0.8597 0.8667 0.9013
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 0.9614 0.9097 0.0517 5.7% 0.0198 2.2% 4% False True 154
10 0.9939 0.9097 0.0842 9.2% 0.0203 2.2% 2% False True 136
20 0.9939 0.9015 0.0924 10.1% 0.0142 1.6% 11% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0095
2.618 0.9784
1.618 0.9594
1.000 0.9477
0.618 0.9404
HIGH 0.9287
0.618 0.9214
0.500 0.9192
0.382 0.9170
LOW 0.9097
0.618 0.8980
1.000 0.8907
1.618 0.8790
2.618 0.8600
4.250 0.8290
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 0.9192 0.9312
PP 0.9167 0.9247
S1 0.9142 0.9182

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

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