CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 30-Apr-2020

Day Change Summary
	Previous	Current
	29-Apr-2020	30-Apr-2020	Change	Change %	Previous Week
Open	0.9406	0.9388	-0.0018	-0.2%	0.9303
High	0.9427	0.9419	-0.0008	-0.1%	0.9352
Low	0.9381	0.9323	-0.0058	-0.6%	0.9281
Close	0.9405	0.9349	-0.0056	-0.6%	0.9333
Range	0.0046	0.0096	0.0051	111.0%	0.0071
ATR	0.0076	0.0078	0.0001	1.8%	0.0000
Volume	81	195	114	140.7%	368

Daily Pivots for day following 30-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9652	0.9596	0.9401
R3	0.9556	0.9500	0.9375
R2	0.9460	0.9460	0.9366
R1	0.9404	0.9404	0.9357	0.9384
PP	0.9364	0.9364	0.9364	0.9353
S1	0.9308	0.9308	0.9340	0.9288
S2	0.9268	0.9268	0.9331
S3	0.9172	0.9212	0.9322
S4	0.9076	0.9116	0.9296

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	0.9306	0.0121	1.3%	0.0059	0.6%	36%	False	False	90
10	0.9427	0.9281	0.0146	1.6%	0.0054	0.6%	46%	False	False	93
20	0.9427	0.9185	0.0242	2.6%	0.0058	0.6%	68%	False	False	87
40	0.9939	0.9034	0.0905	9.7%	0.0108	1.2%	35%	False	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9670
1.618	0.9574
1.000	0.9515
0.618	0.9478
HIGH	0.9419
0.618	0.9382
0.500	0.9371
0.382	0.9360
LOW	0.9323
0.618	0.9264
1.000	0.9227
1.618	0.9168
2.618	0.9072
4.250	0.8915

Fisher Pivots for day following 30-Apr-2020
Pivot	1 day	3 day
R1	0.9371	0.9375
PP	0.9364	0.9366
S1	0.9356	0.9357

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