CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 0.9315 0.9317 0.0002 0.0% 0.9116
High 0.9398 0.9386 -0.0012 -0.1% 0.9350
Low 0.9315 0.9302 -0.0014 -0.1% 0.9034
Close 0.9379 0.9317 -0.0062 -0.7% 0.9350
Range 0.0083 0.0085 0.0002 1.8% 0.0317
ATR 0.0135 0.0132 -0.0004 -2.7% 0.0000
Volume 3 0 -3 -100.0% 396
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9588 0.9537 0.9363
R3 0.9504 0.9453 0.9340
R2 0.9419 0.9419 0.9332
R1 0.9368 0.9368 0.9325 0.9359
PP 0.9335 0.9335 0.9335 0.9330
S1 0.9284 0.9284 0.9309 0.9275
S2 0.9250 0.9250 0.9302
S3 0.9166 0.9199 0.9294
S4 0.9081 0.9115 0.9271
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 0.9208 0.0192 2.1% 0.0099 1.1% 57% False False 13
10 0.9400 0.9034 0.0366 3.9% 0.0106 1.1% 77% False False 46
20 0.9939 0.9034 0.0905 9.7% 0.0155 1.7% 31% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9745
2.618 0.9607
1.618 0.9523
1.000 0.9471
0.618 0.9438
HIGH 0.9386
0.618 0.9354
0.500 0.9344
0.382 0.9334
LOW 0.9302
0.618 0.9249
1.000 0.9217
1.618 0.9165
2.618 0.9080
4.250 0.8942
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 0.9344 0.9331
PP 0.9335 0.9327
S1 0.9326 0.9322

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

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