CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.9467 0.9437 -0.0030 -0.3% 0.9467
High 0.9493 0.9468 -0.0026 -0.3% 0.9526
Low 0.9458 0.9437 -0.0021 -0.2% 0.9386
Close 0.9467 0.9437 -0.0030 -0.3% 0.9515
Range 0.0036 0.0031 -0.0005 -14.1% 0.0140
ATR 0.0055 0.0053 -0.0002 -3.2% 0.0000
Volume
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9539 0.9518 0.9454
R3 0.9508 0.9488 0.9445
R2 0.9478 0.9478 0.9443
R1 0.9457 0.9457 0.9440 0.9452
PP 0.9447 0.9447 0.9447 0.9445
S1 0.9427 0.9427 0.9434 0.9422
S2 0.9417 0.9417 0.9431
S3 0.9386 0.9396 0.9429
S4 0.9356 0.9366 0.9420
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% 0.0069 0.7% 36% False False 6
10 0.9526 0.9386 0.0140 1.5% 0.0053 0.6% 36% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9597
2.618 0.9547
1.618 0.9517
1.000 0.9498
0.618 0.9486
HIGH 0.9468
0.618 0.9456
0.500 0.9452
0.382 0.9449
LOW 0.9437
0.618 0.9418
1.000 0.9407
1.618 0.9388
2.618 0.9357
4.250 0.9307
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.9452 0.9477
PP 0.9447 0.9464
S1 0.9442 0.9450

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

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