CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 0.9388 0.9360 -0.0029 -0.3% 0.9321
High 0.9419 0.9400 -0.0019 -0.2% 0.9427
Low 0.9323 0.9331 0.0008 0.1% 0.9317
Close 0.9349 0.9379 0.0030 0.3% 0.9379
Range 0.0096 0.0069 -0.0027 -28.1% 0.0110
ATR 0.0078 0.0077 -0.0001 -0.8% 0.0000
Volume 195 36 -159 -81.5% 435
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.9577 0.9547 0.9416
R3 0.9508 0.9478 0.9397
R2 0.9439 0.9439 0.9391
R1 0.9409 0.9409 0.9385 0.9424
PP 0.9370 0.9370 0.9370 0.9377
S1 0.9340 0.9340 0.9372 0.9355
S2 0.9301 0.9301 0.9366
S3 0.9232 0.9271 0.9360
S4 0.9163 0.9202 0.9341
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.9704 0.9651 0.9439
R3 0.9594 0.9541 0.9409
R2 0.9484 0.9484 0.9399
R1 0.9431 0.9431 0.9389 0.9458
PP 0.9374 0.9374 0.9374 0.9387
S1 0.9321 0.9321 0.9368 0.9348
S2 0.9264 0.9264 0.9358
S3 0.9154 0.9211 0.9348
S4 0.9044 0.9101 0.9318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9427 0.9317 0.0110 1.2% 0.0067 0.7% 56% False False 87
10 0.9427 0.9281 0.0146 1.6% 0.0055 0.6% 67% False False 80
20 0.9427 0.9185 0.0242 2.6% 0.0057 0.6% 80% False False 88
40 0.9939 0.9034 0.0905 9.6% 0.0106 1.1% 38% False False 90
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9693
2.618 0.9581
1.618 0.9512
1.000 0.9469
0.618 0.9443
HIGH 0.9400
0.618 0.9374
0.500 0.9366
0.382 0.9357
LOW 0.9331
0.618 0.9288
1.000 0.9262
1.618 0.9219
2.618 0.9150
4.250 0.9038
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 0.9374 0.9377
PP 0.9370 0.9376
S1 0.9366 0.9375

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

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