CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 0.9440 0.9476 0.0036 0.4% 0.9467
High 0.9526 0.9518 -0.0009 -0.1% 0.9526
Low 0.9386 0.9462 0.0076 0.8% 0.9386
Close 0.9515 0.9476 -0.0040 -0.4% 0.9515
Range 0.0140 0.0056 -0.0084 -60.0% 0.0140
ATR
Volume 16 0 -16 -100.0% 31
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9653 0.9620 0.9506
R3 0.9597 0.9564 0.9491
R2 0.9541 0.9541 0.9486
R1 0.9508 0.9508 0.9481 0.9504
PP 0.9485 0.9485 0.9485 0.9483
S1 0.9452 0.9452 0.9470 0.9448
S2 0.9429 0.9429 0.9465
S3 0.9373 0.9396 0.9460
S4 0.9317 0.9340 0.9445
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9896 0.9845 0.9592
R3 0.9756 0.9705 0.9554
R2 0.9616 0.9616 0.9541
R1 0.9565 0.9565 0.9528 0.9591
PP 0.9476 0.9476 0.9476 0.9488
S1 0.9425 0.9425 0.9502 0.9451
S2 0.9336 0.9336 0.9489
S3 0.9196 0.9285 0.9477
S4 0.9056 0.9145 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9526 0.9386 0.0140 1.5% 0.0074 0.8% 64% False False 6
10 0.9537 0.9386 0.0151 1.6% 0.0056 0.6% 59% False False 3
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9756
2.618 0.9664
1.618 0.9608
1.000 0.9574
0.618 0.9552
HIGH 0.9518
0.618 0.9496
0.500 0.9490
0.382 0.9483
LOW 0.9462
0.618 0.9427
1.000 0.9406
1.618 0.9371
2.618 0.9315
4.250 0.9224
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 0.9490 0.9469
PP 0.9485 0.9463
S1 0.9480 0.9456

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

View Archives - Comment on this page... - Back to Index of Symbols