CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 0.9075 0.9065 -0.0011 -0.1% 0.9436
High 0.9150 0.9102 -0.0048 -0.5% 0.9580
Low 0.9039 0.9034 -0.0006 -0.1% 0.9035
Close 0.9050 0.9054 0.0004 0.0% 0.9059
Range 0.0111 0.0069 -0.0042 -37.8% 0.0545
ATR 0.0151 0.0145 -0.0006 -3.9% 0.0000
Volume 149 172 23 15.4% 549
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9270 0.9231 0.9092
R3 0.9201 0.9162 0.9073
R2 0.9132 0.9132 0.9067
R1 0.9093 0.9093 0.9060 0.9078
PP 0.9063 0.9063 0.9063 0.9056
S1 0.9024 0.9024 0.9048 0.9009
S2 0.8994 0.8994 0.9041
S3 0.8925 0.8955 0.9035
S4 0.8856 0.8886 0.9016
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 0.9287 0.9034 0.0254 2.8% 0.0137 1.5% 8% False True 88
10 0.9747 0.9034 0.0713 7.9% 0.0174 1.9% 3% False True 138
20 0.9939 0.9034 0.0905 10.0% 0.0154 1.7% 2% False True 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0046
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9396
2.618 0.9283
1.618 0.9214
1.000 0.9171
0.618 0.9145
HIGH 0.9102
0.618 0.9076
0.500 0.9068
0.382 0.9060
LOW 0.9034
0.618 0.8991
1.000 0.8965
1.618 0.8922
2.618 0.8853
4.250 0.8740
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 0.9068 0.9110
PP 0.9063 0.9092
S1 0.9059 0.9073

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

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