CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 0.9380 0.9347 -0.0033 -0.4% 0.9116
High 0.9400 0.9358 -0.0042 -0.4% 0.9350
Low 0.9306 0.9265 -0.0041 -0.4% 0.9034
Close 0.9328 0.9347 0.0020 0.2% 0.9350
Range 0.0094 0.0094 -0.0001 -0.5% 0.0317
ATR 0.0143 0.0139 -0.0004 -2.5% 0.0000
Volume 26 29 3 11.5% 396
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9604 0.9569 0.9398
R3 0.9510 0.9475 0.9373
R2 0.9417 0.9417 0.9364
R1 0.9382 0.9382 0.9356 0.9394
PP 0.9323 0.9323 0.9323 0.9329
S1 0.9288 0.9288 0.9338 0.9300
S2 0.9230 0.9230 0.9330
S3 0.9136 0.9195 0.9321
S4 0.9043 0.9101 0.9296
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% 0.0092 1.0% 86% False False 47
10 0.9431 0.9034 0.0398 4.3% 0.0124 1.3% 79% False False 58
20 0.9939 0.9034 0.0905 9.7% 0.0157 1.7% 35% False False 93
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 False
Stretch 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9755
2.618 0.9603
1.618 0.9509
1.000 0.9452
0.618 0.9416
HIGH 0.9358
0.618 0.9322
0.500 0.9311
0.382 0.9300
LOW 0.9265
0.618 0.9207
1.000 0.9171
1.618 0.9113
2.618 0.9020
4.250 0.8867
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 0.9335 0.9333
PP 0.9323 0.9318
S1 0.9311 0.9304

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

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