CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 0.9351 0.9406 0.0055 0.6% 0.9303
High 0.9410 0.9427 0.0017 0.2% 0.9352
Low 0.9343 0.9381 0.0039 0.4% 0.9281
Close 0.9384 0.9405 0.0021 0.2% 0.9333
Range 0.0067 0.0046 -0.0022 -32.1% 0.0071
ATR 0.0079 0.0076 -0.0002 -3.0% 0.0000
Volume 50 81 31 62.0% 368
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9541 0.9518 0.9430
R3 0.9495 0.9473 0.9417
R2 0.9450 0.9450 0.9413
R1 0.9427 0.9427 0.9409 0.9416
PP 0.9404 0.9404 0.9404 0.9398
S1 0.9382 0.9382 0.9400 0.9370
S2 0.9359 0.9359 0.9396
S3 0.9313 0.9336 0.9392
S4 0.9268 0.9291 0.9379
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 0.9427 0.9281 0.0146 1.5% 0.0052 0.5% 85% True False 60
10 0.9427 0.9281 0.0146 1.5% 0.0052 0.6% 85% True False 81
20 0.9427 0.9185 0.0242 2.6% 0.0057 0.6% 91% True False 77
40 0.9939 0.9034 0.0905 9.6% 0.0107 1.1% 41% False False 85
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9620
2.618 0.9546
1.618 0.9500
1.000 0.9472
0.618 0.9455
HIGH 0.9427
0.618 0.9409
0.500 0.9404
0.382 0.9398
LOW 0.9381
0.618 0.9353
1.000 0.9336
1.618 0.9307
2.618 0.9262
4.250 0.9188
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 0.9404 0.9394
PP 0.9404 0.9383
S1 0.9404 0.9372

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

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