CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 0.9317 0.9266 -0.0052 -0.6% 0.9380
High 0.9386 0.9277 -0.0109 -1.2% 0.9400
Low 0.9302 0.9247 -0.0055 -0.6% 0.9247
Close 0.9317 0.9277 -0.0040 -0.4% 0.9277
Range 0.0085 0.0030 -0.0055 -64.5% 0.0153
ATR 0.0132 0.0127 -0.0004 -3.3% 0.0000
Volume 0 91 91 149
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9357 0.9347 0.9294
R3 0.9327 0.9317 0.9285
R2 0.9297 0.9297 0.9283
R1 0.9287 0.9287 0.9280 0.9292
PP 0.9267 0.9267 0.9267 0.9270
S1 0.9257 0.9257 0.9274 0.9262
S2 0.9237 0.9237 0.9272
S3 0.9207 0.9227 0.9269
S4 0.9177 0.9197 0.9261
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9765 0.9674 0.9361
R3 0.9613 0.9521 0.9319
R2 0.9460 0.9460 0.9305
R1 0.9369 0.9369 0.9291 0.9338
PP 0.9308 0.9308 0.9308 0.9293
S1 0.9216 0.9216 0.9263 0.9186
S2 0.9155 0.9155 0.9249
S3 0.9003 0.9064 0.9235
S4 0.8850 0.8911 0.9193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9400 0.9247 0.0153 1.6% 0.0077 0.8% 20% False True 29
10 0.9400 0.9034 0.0366 3.9% 0.0092 1.0% 67% False False 54
20 0.9939 0.9034 0.0905 9.8% 0.0152 1.6% 27% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.9405
2.618 0.9356
1.618 0.9326
1.000 0.9307
0.618 0.9296
HIGH 0.9277
0.618 0.9266
0.500 0.9262
0.382 0.9258
LOW 0.9247
0.618 0.9228
1.000 0.9217
1.618 0.9198
2.618 0.9168
4.250 0.9120
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 0.9272 0.9323
PP 0.9267 0.9307
S1 0.9262 0.9292

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

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