CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 0.9175 0.9260 0.0085 0.9% 0.9116
High 0.9224 0.9350 0.0127 1.4% 0.9350
Low 0.9160 0.9208 0.0048 0.5% 0.9034
Close 0.9224 0.9350 0.0127 1.4% 0.9350
Range 0.0064 0.0142 0.0078 123.6% 0.0317
ATR 0.0147 0.0147 0.0000 -0.2% 0.0000
Volume 3 9 6 200.0% 396
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9729 0.9681 0.9428
R3 0.9587 0.9539 0.9389
R2 0.9445 0.9445 0.9376
R1 0.9397 0.9397 0.9363 0.9421
PP 0.9303 0.9303 0.9303 0.9315
S1 0.9255 0.9255 0.9337 0.9279
S2 0.9161 0.9161 0.9324
S3 0.9019 0.9113 0.9311
S4 0.8877 0.8971 0.9272
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.0194 1.0089 0.9524
R3 0.9878 0.9772 0.9437
R2 0.9561 0.9561 0.9408
R1 0.9456 0.9456 0.9379 0.9508
PP 0.9245 0.9245 0.9245 0.9271
S1 0.9139 0.9139 0.9321 0.9192
S2 0.8928 0.8928 0.9292
S3 0.8612 0.8823 0.9263
S4 0.8295 0.8506 0.9176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9034 0.0317 3.4% 0.0107 1.1% 100% True False 79
10 0.9580 0.9034 0.0546 5.8% 0.0139 1.5% 58% False False 94
20 0.9939 0.9034 0.0905 9.7% 0.0158 1.7% 35% False False 94
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 0.0035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9954
2.618 0.9722
1.618 0.9580
1.000 0.9492
0.618 0.9438
HIGH 0.9350
0.618 0.9296
0.500 0.9279
0.382 0.9262
LOW 0.9208
0.618 0.9120
1.000 0.9066
1.618 0.8978
2.618 0.8836
4.250 0.8605
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 0.9326 0.9297
PP 0.9303 0.9245
S1 0.9279 0.9192

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

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