CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 0.9065 0.9175 0.0110 1.2% 0.9436
High 0.9102 0.9224 0.0121 1.3% 0.9580
Low 0.9034 0.9160 0.0126 1.4% 0.9035
Close 0.9054 0.9224 0.0170 1.9% 0.9059
Range 0.0069 0.0064 -0.0005 -8.0% 0.0545
ATR 0.0145 0.0147 0.0002 1.2% 0.0000
Volume 172 3 -169 -98.3% 549
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9393 0.9372 0.9258
R3 0.9329 0.9308 0.9241
R2 0.9266 0.9266 0.9235
R1 0.9245 0.9245 0.9229 0.9255
PP 0.9202 0.9202 0.9202 0.9208
S1 0.9181 0.9181 0.9218 0.9192
S2 0.9139 0.9139 0.9212
S3 0.9075 0.9118 0.9206
S4 0.9012 0.9054 0.9189
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 0.9224 0.9034 0.0190 2.1% 0.0112 1.2% 100% True False 79
10 0.9614 0.9034 0.0580 6.3% 0.0155 1.7% 33% False False 116
20 0.9939 0.9034 0.0905 9.8% 0.0155 1.7% 21% False False 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 0.0044
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9493
2.618 0.9390
1.618 0.9326
1.000 0.9287
0.618 0.9263
HIGH 0.9224
0.618 0.9199
0.500 0.9192
0.382 0.9184
LOW 0.9160
0.618 0.9121
1.000 0.9096
1.618 0.9057
2.618 0.8994
4.250 0.8890
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 0.9213 0.9192
PP 0.9202 0.9160
S1 0.9192 0.9129

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

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