CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 0.9315 0.9311 -0.0005 0.0% 0.9345
High 0.9352 0.9330 -0.0022 -0.2% 0.9391
Low 0.9300 0.9295 -0.0005 0.0% 0.9264
Close 0.9309 0.9312 0.0003 0.0% 0.9325
Range 0.0052 0.0035 -0.0017 -32.7% 0.0128
ATR 0.0091 0.0087 -0.0004 -4.4% 0.0000
Volume 97 143 46 47.4% 429
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9417 0.9399 0.9331
R3 0.9382 0.9364 0.9321
R2 0.9347 0.9347 0.9318
R1 0.9329 0.9329 0.9315 0.9338
PP 0.9312 0.9312 0.9312 0.9317
S1 0.9294 0.9294 0.9308 0.9303
S2 0.9277 0.9277 0.9305
S3 0.9242 0.9259 0.9302
S4 0.9207 0.9224 0.9292
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9709 0.9645 0.9395
R3 0.9582 0.9517 0.9360
R2 0.9454 0.9454 0.9348
R1 0.9390 0.9390 0.9337 0.9358
PP 0.9327 0.9327 0.9327 0.9311
S1 0.9262 0.9262 0.9313 0.9231
S2 0.9199 0.9199 0.9302
S3 0.9072 0.9135 0.9290
S4 0.8944 0.9007 0.9255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9365 0.9287 0.0079 0.8% 0.0053 0.6% 32% False False 103
10 0.9391 0.9211 0.0181 1.9% 0.0060 0.6% 56% False False 96
20 0.9400 0.9034 0.0366 3.9% 0.0067 0.7% 76% False False 74
40 0.9939 0.9034 0.0905 9.7% 0.0110 1.2% 31% False False 80
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9422
1.618 0.9387
1.000 0.9365
0.618 0.9352
HIGH 0.9330
0.618 0.9317
0.500 0.9313
0.382 0.9308
LOW 0.9295
0.618 0.9273
1.000 0.9260
1.618 0.9238
2.618 0.9203
4.250 0.9146
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 0.9313 0.9323
PP 0.9312 0.9319
S1 0.9312 0.9315

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

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