CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 14-Apr-2020

Day Change Summary
	Previous	Current
	13-Apr-2020	14-Apr-2020	Change	Change %	Previous Week
Open	0.9345	0.9346	0.0001	0.0%	0.9200
High	0.9345	0.9387	0.0042	0.4%	0.9282
Low	0.9264	0.9326	0.0062	0.7%	0.9185
Close	0.9345	0.9372	0.0027	0.3%	0.9269
Range	0.0082	0.0061	-0.0021	-25.2%	0.0097
ATR	0.0108	0.0105	-0.0003	-3.1%	0.0000
Volume	15	62	47	313.3%	455

Daily Pivots for day following 14-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9544	0.9519	0.9406
R3	0.9483	0.9458	0.9389
R2	0.9422	0.9422	0.9383
R1	0.9397	0.9397	0.9378	0.9410
PP	0.9361	0.9361	0.9361	0.9368
S1	0.9336	0.9336	0.9366	0.9349
S2	0.9300	0.9300	0.9361
S3	0.9239	0.9275	0.9355
S4	0.9178	0.9214	0.9338

Weekly Pivots for week ending 10-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9535	0.9498	0.9322
R3	0.9438	0.9402	0.9296
R2	0.9342	0.9342	0.9287
R1	0.9305	0.9305	0.9278	0.9324
PP	0.9245	0.9245	0.9245	0.9254
S1	0.9209	0.9209	0.9260	0.9227
S2	0.9149	0.9149	0.9251
S3	0.9052	0.9112	0.9242
S4	0.8956	0.9016	0.9216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9387	0.9196	0.0191	2.0%	0.0060	0.6%	92%	True	False	86
10	0.9398	0.9185	0.0213	2.3%	0.0063	0.7%	88%	False	False	65
20	0.9526	0.9034	0.0493	5.3%	0.0098	1.0%	69%	False	False	79
40	0.9939	0.9015	0.0924	9.9%	0.0109	1.2%	39%	False	False	68

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9646
2.618	0.9546
1.618	0.9485
1.000	0.9448
0.618	0.9424
HIGH	0.9387
0.618	0.9363
0.500	0.9356
0.382	0.9349
LOW	0.9326
0.618	0.9288
1.000	0.9265
1.618	0.9227
2.618	0.9166
4.250	0.9066

Fisher Pivots for day following 14-Apr-2020
Pivot	1 day	3 day
R1	0.9367	0.9348
PP	0.9361	0.9323
S1	0.9356	0.9299

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols