CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 0.9476 0.9467 -0.0009 -0.1% 0.9467
High 0.9518 0.9493 -0.0025 -0.3% 0.9526
Low 0.9462 0.9458 -0.0004 0.0% 0.9386
Close 0.9476 0.9467 -0.0009 -0.1% 0.9515
Range 0.0056 0.0036 -0.0021 -36.6% 0.0140
ATR 0.0000 0.0055 0.0055 0.0000
Volume
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9579 0.9558 0.9486
R3 0.9543 0.9523 0.9476
R2 0.9508 0.9508 0.9473
R1 0.9487 0.9487 0.9470 0.9484
PP 0.9472 0.9472 0.9472 0.9471
S1 0.9452 0.9452 0.9463 0.9449
S2 0.9437 0.9437 0.9460
S3 0.9401 0.9416 0.9457
S4 0.9366 0.9381 0.9447
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% 0.0071 0.8% 58% False False 6
10 0.9537 0.9386 0.0151 1.6% 0.0058 0.6% 53% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9644
2.618 0.9586
1.618 0.9550
1.000 0.9529
0.618 0.9515
HIGH 0.9493
0.618 0.9479
0.500 0.9475
0.382 0.9471
LOW 0.9458
0.618 0.9436
1.000 0.9422
1.618 0.9400
2.618 0.9365
4.250 0.9307
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 0.9475 0.9463
PP 0.9472 0.9460
S1 0.9469 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