CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 0.9200 0.9208 0.0008 0.1% 0.9380
High 0.9224 0.9241 0.0017 0.2% 0.9400
Low 0.9185 0.9196 0.0011 0.1% 0.9247
Close 0.9209 0.9230 0.0022 0.2% 0.9277
Range 0.0039 0.0045 0.0007 16.9% 0.0153
ATR 0.0125 0.0119 -0.0006 -4.6% 0.0000
Volume 101 89 -12 -11.9% 149
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9357 0.9339 0.9255
R3 0.9312 0.9294 0.9242
R2 0.9267 0.9267 0.9238
R1 0.9249 0.9249 0.9234 0.9258
PP 0.9222 0.9222 0.9222 0.9227
S1 0.9204 0.9204 0.9226 0.9213
S2 0.9177 0.9177 0.9222
S3 0.9132 0.9159 0.9218
S4 0.9087 0.9114 0.9205
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 0.9398 0.9185 0.0213 2.3% 0.0056 0.6% 21% False False 56
10 0.9400 0.9034 0.0366 4.0% 0.0074 0.8% 54% False False 52
20 0.9747 0.9034 0.0713 7.7% 0.0126 1.4% 28% False False 87
40 0.9939 0.9015 0.0924 10.0% 0.0104 1.1% 23% False False 64
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9432
2.618 0.9358
1.618 0.9313
1.000 0.9286
0.618 0.9268
HIGH 0.9241
0.618 0.9223
0.500 0.9218
0.382 0.9213
LOW 0.9196
0.618 0.9168
1.000 0.9151
1.618 0.9123
2.618 0.9078
4.250 0.9004
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 0.9226 0.9231
PP 0.9222 0.9231
S1 0.9218 0.9230

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

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