CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 0.9458 0.9445 -0.0013 -0.1% 0.9476
High 0.9458 0.9445 -0.0013 -0.1% 0.9518
Low 0.9420 0.9427 0.0008 0.1% 0.9420
Close 0.9458 0.9445 -0.0013 -0.1% 0.9445
Range 0.0038 0.0018 -0.0020 -53.2% 0.0098
ATR 0.0052 0.0050 -0.0001 -2.9% 0.0000
Volume
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9493 0.9487 0.9455
R3 0.9475 0.9469 0.9450
R2 0.9457 0.9457 0.9448
R1 0.9451 0.9451 0.9447 0.9454
PP 0.9439 0.9439 0.9439 0.9441
S1 0.9433 0.9433 0.9443 0.9436
S2 0.9421 0.9421 0.9442
S3 0.9403 0.9415 0.9440
S4 0.9385 0.9397 0.9435
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9755 0.9698 0.9499
R3 0.9657 0.9600 0.9472
R2 0.9559 0.9559 0.9463
R1 0.9502 0.9502 0.9454 0.9481
PP 0.9461 0.9461 0.9461 0.9450
S1 0.9404 0.9404 0.9436 0.9383
S2 0.9363 0.9363 0.9427
S3 0.9265 0.9306 0.9418
S4 0.9167 0.9208 0.9391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9518 0.9420 0.0098 1.0% 0.0036 0.4% 26% False False
10 0.9526 0.9386 0.0140 1.5% 0.0051 0.5% 42% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9522
2.618 0.9492
1.618 0.9474
1.000 0.9463
0.618 0.9456
HIGH 0.9445
0.618 0.9438
0.500 0.9436
0.382 0.9434
LOW 0.9427
0.618 0.9416
1.000 0.9409
1.618 0.9398
2.618 0.9380
4.250 0.9351
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 0.9442 0.9445
PP 0.9439 0.9444
S1 0.9436 0.9444

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

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