CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 0.9300 0.9314 0.0014 0.1% 0.9303
High 0.9339 0.9338 -0.0002 0.0% 0.9352
Low 0.9281 0.9306 0.0025 0.3% 0.9281
Close 0.9318 0.9333 0.0016 0.2% 0.9333
Range 0.0058 0.0032 -0.0026 -44.8% 0.0071
ATR 0.0085 0.0081 -0.0004 -4.5% 0.0000
Volume 42 55 13 31.0% 368
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9421 0.9409 0.9351
R3 0.9389 0.9377 0.9342
R2 0.9357 0.9357 0.9339
R1 0.9345 0.9345 0.9336 0.9351
PP 0.9325 0.9325 0.9325 0.9328
S1 0.9313 0.9313 0.9330 0.9319
S2 0.9293 0.9293 0.9327
S3 0.9261 0.9281 0.9324
S4 0.9229 0.9249 0.9315
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9533 0.9504 0.9372
R3 0.9463 0.9433 0.9352
R2 0.9392 0.9392 0.9346
R1 0.9363 0.9363 0.9339 0.9378
PP 0.9322 0.9322 0.9322 0.9329
S1 0.9292 0.9292 0.9327 0.9307
S2 0.9251 0.9251 0.9320
S3 0.9181 0.9222 0.9314
S4 0.9110 0.9151 0.9294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9352 0.9281 0.0071 0.8% 0.0043 0.5% 74% False False 73
10 0.9391 0.9264 0.0128 1.4% 0.0058 0.6% 55% False False 79
20 0.9400 0.9185 0.0215 2.3% 0.0065 0.7% 69% False False 70
40 0.9939 0.9034 0.0905 9.7% 0.0110 1.2% 33% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9474
2.618 0.9421
1.618 0.9389
1.000 0.9370
0.618 0.9357
HIGH 0.9338
0.618 0.9325
0.500 0.9322
0.382 0.9318
LOW 0.9306
0.618 0.9286
1.000 0.9274
1.618 0.9254
2.618 0.9222
4.250 0.9170
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 0.9329 0.9325
PP 0.9325 0.9318
S1 0.9322 0.9310

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

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