CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 0.9116 0.9075 -0.0041 -0.4% 0.9436
High 0.9187 0.9150 -0.0037 -0.4% 0.9580
Low 0.9038 0.9039 0.0001 0.0% 0.9035
Close 0.9042 0.9050 0.0008 0.1% 0.9059
Range 0.0149 0.0111 -0.0038 -25.5% 0.0545
ATR 0.0154 0.0151 -0.0003 -2.0% 0.0000
Volume 63 149 86 136.5% 549
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9413 0.9342 0.9111
R3 0.9302 0.9231 0.9081
R2 0.9191 0.9191 0.9070
R1 0.9120 0.9120 0.9060 0.9100
PP 0.9080 0.9080 0.9080 0.9070
S1 0.9009 0.9009 0.9040 0.8989
S2 0.8969 0.8969 0.9030
S3 0.8858 0.8898 0.9019
S4 0.8747 0.8787 0.8989
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0858 1.0503 0.9358
R3 1.0314 0.9959 0.9209
R2 0.9769 0.9769 0.9159
R1 0.9414 0.9414 0.9109 0.9319
PP 0.9225 0.9225 0.9225 0.9177
S1 0.8870 0.8870 0.9009 0.8775
S2 0.8680 0.8680 0.8959
S3 0.8136 0.8325 0.8909
S4 0.7591 0.7781 0.8760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9431 0.9035 0.0396 4.4% 0.0155 1.7% 4% False False 69
10 0.9747 0.9035 0.0712 7.9% 0.0177 2.0% 2% False False 122
20 0.9939 0.9035 0.0904 10.0% 0.0153 1.7% 2% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0047
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9622
2.618 0.9441
1.618 0.9330
1.000 0.9261
0.618 0.9219
HIGH 0.9150
0.618 0.9108
0.500 0.9095
0.382 0.9081
LOW 0.9039
0.618 0.8970
1.000 0.8928
1.618 0.8859
2.618 0.8748
4.250 0.8567
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 0.9095 0.9119
PP 0.9080 0.9096
S1 0.9065 0.9073

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

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