CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 0.9447 0.9453 0.0007 0.1% 0.9476
High 0.9480 0.9458 -0.0022 -0.2% 0.9518
Low 0.9443 0.9445 0.0002 0.0% 0.9420
Close 0.9447 0.9453 0.0007 0.1% 0.9445
Range 0.0038 0.0013 -0.0024 -64.0% 0.0098
ATR 0.0049 0.0046 -0.0003 -5.2% 0.0000
Volume
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9492 0.9486 0.9460
R3 0.9479 0.9473 0.9457
R2 0.9465 0.9465 0.9455
R1 0.9459 0.9459 0.9454 0.9460
PP 0.9452 0.9452 0.9452 0.9452
S1 0.9446 0.9446 0.9452 0.9446
S2 0.9438 0.9438 0.9451
S3 0.9425 0.9432 0.9449
S4 0.9411 0.9419 0.9446
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 0.9480 0.9420 0.0061 0.6% 0.0029 0.3% 55% False False 2
10 0.9526 0.9386 0.0140 1.5% 0.0049 0.5% 48% False False 4
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 0.0010
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9515
2.618 0.9493
1.618 0.9480
1.000 0.9471
0.618 0.9466
HIGH 0.9458
0.618 0.9453
0.500 0.9451
0.382 0.9450
LOW 0.9445
0.618 0.9436
1.000 0.9431
1.618 0.9423
2.618 0.9409
4.250 0.9387
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 0.9452 0.9457
PP 0.9452 0.9456
S1 0.9451 0.9454

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

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