CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 0.9384 0.9320 -0.0064 -0.7% 0.9200
High 0.9391 0.9365 -0.0026 -0.3% 0.9282
Low 0.9309 0.9288 -0.0021 -0.2% 0.9185
Close 0.9344 0.9326 -0.0018 -0.2% 0.9269
Range 0.0083 0.0078 -0.0005 -6.1% 0.0097
ATR 0.0103 0.0102 -0.0002 -1.8% 0.0000
Volume 108 80 -28 -25.9% 455
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9559 0.9520 0.9369
R3 0.9481 0.9442 0.9347
R2 0.9404 0.9404 0.9340
R1 0.9365 0.9365 0.9333 0.9384
PP 0.9326 0.9326 0.9326 0.9336
S1 0.9287 0.9287 0.9319 0.9307
S2 0.9249 0.9249 0.9312
S3 0.9171 0.9210 0.9305
S4 0.9094 0.9132 0.9283
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 0.9391 0.9211 0.0181 1.9% 0.0075 0.8% 64% False False 93
10 0.9391 0.9185 0.0206 2.2% 0.0061 0.7% 68% False False 81
20 0.9400 0.9034 0.0366 3.9% 0.0089 1.0% 80% False False 66
40 0.9939 0.9015 0.0924 9.9% 0.0113 1.2% 34% False False 71
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9694
2.618 0.9568
1.618 0.9490
1.000 0.9443
0.618 0.9413
HIGH 0.9365
0.618 0.9335
0.500 0.9326
0.382 0.9317
LOW 0.9288
0.618 0.9240
1.000 0.9210
1.618 0.9162
2.618 0.9085
4.250 0.8958
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 0.9326 0.9339
PP 0.9326 0.9335
S1 0.9326 0.9330

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

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