CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 0.9437 0.9458 0.0021 0.2% 0.9467
High 0.9468 0.9458 -0.0010 -0.1% 0.9526
Low 0.9437 0.9420 -0.0018 -0.2% 0.9386
Close 0.9437 0.9458 0.0021 0.2% 0.9515
Range 0.0031 0.0038 0.0008 26.2% 0.0140
ATR 0.0053 0.0052 -0.0001 -1.9% 0.0000
Volume
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9561 0.9548 0.9479
R3 0.9522 0.9509 0.9469
R2 0.9484 0.9484 0.9465
R1 0.9471 0.9471 0.9462 0.9477
PP 0.9445 0.9445 0.9445 0.9448
S1 0.9432 0.9432 0.9454 0.9439
S2 0.9407 0.9407 0.9451
S3 0.9368 0.9394 0.9447
S4 0.9330 0.9355 0.9437
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% 0.0060 0.6% 51% False False 3
10 0.9526 0.9386 0.0140 1.5% 0.0053 0.6% 51% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9622
2.618 0.9559
1.618 0.9520
1.000 0.9496
0.618 0.9482
HIGH 0.9458
0.618 0.9443
0.500 0.9439
0.382 0.9434
LOW 0.9420
0.618 0.9396
1.000 0.9381
1.618 0.9357
2.618 0.9319
4.250 0.9256
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 0.9452 0.9457
PP 0.9445 0.9457
S1 0.9439 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