CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 0.9260 0.9380 0.0121 1.3% 0.9116
High 0.9350 0.9400 0.0050 0.5% 0.9350
Low 0.9208 0.9306 0.0098 1.1% 0.9034
Close 0.9350 0.9328 -0.0023 -0.2% 0.9350
Range 0.0142 0.0094 -0.0048 -33.8% 0.0317
ATR 0.0147 0.0143 -0.0004 -2.6% 0.0000
Volume 9 26 17 188.9% 396
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9626 0.9571 0.9379
R3 0.9532 0.9477 0.9353
R2 0.9438 0.9438 0.9345
R1 0.9383 0.9383 0.9336 0.9364
PP 0.9344 0.9344 0.9344 0.9335
S1 0.9289 0.9289 0.9319 0.9270
S2 0.9250 0.9250 0.9310
S3 0.9156 0.9195 0.9302
S4 0.9062 0.9101 0.9276
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 0.9400 0.9034 0.0366 3.9% 0.0096 1.0% 80% True False 71
10 0.9526 0.9034 0.0493 5.3% 0.0133 1.4% 60% False False 93
20 0.9939 0.9034 0.0905 9.7% 0.0158 1.7% 32% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9799
2.618 0.9646
1.618 0.9552
1.000 0.9494
0.618 0.9458
HIGH 0.9400
0.618 0.9364
0.500 0.9353
0.382 0.9341
LOW 0.9306
0.618 0.9247
1.000 0.9212
1.618 0.9153
2.618 0.9059
4.250 0.8906
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 0.9353 0.9312
PP 0.9344 0.9296
S1 0.9336 0.9280

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

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