CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 28-Feb-2020
Day Change Summary
Previous Current
27-Feb-2020 28-Feb-2020 Change Change % Previous Week
Open 0.9178 0.9290 0.0113 1.2% 0.9082
High 0.9205 0.9376 0.0172 1.9% 0.9376
Low 0.9152 0.9290 0.0139 1.5% 0.9055
Close 0.9183 0.9360 0.0177 1.9% 0.9360
Range 0.0053 0.0086 0.0033 62.3% 0.0321
ATR 0.0000 0.0060 0.0060 0.0000
Volume 12 3 -9 -75.0% 86
Daily Pivots for day following 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.9600 0.9566 0.9407
R3 0.9514 0.9480 0.9383
R2 0.9428 0.9428 0.9375
R1 0.9394 0.9394 0.9367 0.9411
PP 0.9342 0.9342 0.9342 0.9350
S1 0.9308 0.9308 0.9352 0.9325
S2 0.9256 0.9256 0.9344
S3 0.9170 0.9222 0.9336
S4 0.9084 0.9136 0.9312
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.0227 1.0114 0.9536
R3 0.9906 0.9793 0.9448
R2 0.9585 0.9585 0.9418
R1 0.9472 0.9472 0.9389 0.9528
PP 0.9264 0.9264 0.9264 0.9292
S1 0.9151 0.9151 0.9330 0.9207
S2 0.8943 0.8943 0.9301
S3 0.8622 0.8830 0.9271
S4 0.8301 0.8509 0.9183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9376 0.9055 0.0321 3.4% 0.0070 0.7% 95% True False 17
10 0.9376 0.9015 0.0362 3.9% 0.0048 0.5% 95% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9742
2.618 0.9601
1.618 0.9515
1.000 0.9462
0.618 0.9429
HIGH 0.9376
0.618 0.9343
0.500 0.9333
0.382 0.9323
LOW 0.9290
0.618 0.9237
1.000 0.9204
1.618 0.9151
2.618 0.9065
4.250 0.8925
Fisher Pivots for day following 28-Feb-2020
Pivot 1 day 3 day
R1 0.9351 0.9325
PP 0.9342 0.9290
S1 0.9333 0.9255

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

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