CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 0.9347 0.9315 -0.0032 -0.3% 0.9116
High 0.9358 0.9398 0.0040 0.4% 0.9350
Low 0.9265 0.9315 0.0051 0.5% 0.9034
Close 0.9347 0.9379 0.0032 0.3% 0.9350
Range 0.0094 0.0083 -0.0011 -11.2% 0.0317
ATR 0.0139 0.0135 -0.0004 -2.9% 0.0000
Volume 29 3 -26 -89.7% 396
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9613 0.9579 0.9425
R3 0.9530 0.9496 0.9402
R2 0.9447 0.9447 0.9394
R1 0.9413 0.9413 0.9387 0.9430
PP 0.9364 0.9364 0.9364 0.9372
S1 0.9330 0.9330 0.9371 0.9347
S2 0.9281 0.9281 0.9364
S3 0.9198 0.9247 0.9356
S4 0.9115 0.9164 0.9333
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 0.9160 0.0240 2.6% 0.0095 1.0% 91% False False 14
10 0.9400 0.9034 0.0366 3.9% 0.0116 1.2% 94% False False 51
20 0.9939 0.9034 0.0905 9.6% 0.0158 1.7% 38% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9751
2.618 0.9615
1.618 0.9532
1.000 0.9481
0.618 0.9449
HIGH 0.9398
0.618 0.9366
0.500 0.9357
0.382 0.9347
LOW 0.9315
0.618 0.9264
1.000 0.9232
1.618 0.9181
2.618 0.9098
4.250 0.8962
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 0.9371 0.9363
PP 0.9364 0.9348
S1 0.9357 0.9332

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

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