CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 0.9208 0.9227 0.0019 0.2% 0.9380
High 0.9241 0.9255 0.0014 0.2% 0.9400
Low 0.9196 0.9213 0.0017 0.2% 0.9247
Close 0.9230 0.9234 0.0004 0.0% 0.9277
Range 0.0045 0.0042 -0.0003 -6.7% 0.0153
ATR 0.0119 0.0114 -0.0006 -4.6% 0.0000
Volume 89 64 -25 -28.1% 149
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9360 0.9339 0.9257
R3 0.9318 0.9297 0.9245
R2 0.9276 0.9276 0.9241
R1 0.9255 0.9255 0.9237 0.9265
PP 0.9234 0.9234 0.9234 0.9239
S1 0.9213 0.9213 0.9230 0.9223
S2 0.9192 0.9192 0.9226
S3 0.9150 0.9171 0.9222
S4 0.9108 0.9129 0.9210
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 0.9386 0.9185 0.0201 2.2% 0.0048 0.5% 24% False False 69
10 0.9400 0.9160 0.0240 2.6% 0.0072 0.8% 31% False False 41
20 0.9747 0.9034 0.0713 7.7% 0.0123 1.3% 28% False False 89
40 0.9939 0.9015 0.0924 10.0% 0.0104 1.1% 24% False False 63
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9433
2.618 0.9364
1.618 0.9322
1.000 0.9297
0.618 0.9280
HIGH 0.9255
0.618 0.9238
0.500 0.9234
0.382 0.9229
LOW 0.9213
0.618 0.9187
1.000 0.9171
1.618 0.9145
2.618 0.9103
4.250 0.9034
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 0.9234 0.9229
PP 0.9234 0.9224
S1 0.9234 0.9220

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

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