CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 05-Mar-2020
Day Change Summary
Previous Current
04-Mar-2020 05-Mar-2020 Change Change % Previous Week
Open 0.9378 0.9382 0.0004 0.0% 0.9082
High 0.9422 0.9500 0.0079 0.8% 0.9376
Low 0.9359 0.9355 -0.0004 0.0% 0.9055
Close 0.9385 0.9465 0.0080 0.8% 0.9360
Range 0.0063 0.0145 0.0083 132.0% 0.0321
ATR 0.0066 0.0072 0.0006 8.5% 0.0000
Volume 10 32 22 220.0% 86
Daily Pivots for day following 05-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9875 0.9815 0.9544
R3 0.9730 0.9670 0.9504
R2 0.9585 0.9585 0.9491
R1 0.9525 0.9525 0.9478 0.9555
PP 0.9440 0.9440 0.9440 0.9455
S1 0.9380 0.9380 0.9451 0.9410
S2 0.9295 0.9295 0.9438
S3 0.9150 0.9235 0.9425
S4 0.9005 0.9090 0.9385
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 0.9500 0.9290 0.0211 2.2% 0.0101 1.1% 83% True False 26
10 0.9500 0.9015 0.0486 5.1% 0.0081 0.9% 93% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0116
2.618 0.9880
1.618 0.9735
1.000 0.9645
0.618 0.9590
HIGH 0.9500
0.618 0.9445
0.500 0.9428
0.382 0.9410
LOW 0.9355
0.618 0.9265
1.000 0.9210
1.618 0.9120
2.618 0.8975
4.250 0.8739
Fisher Pivots for day following 05-Mar-2020
Pivot 1 day 3 day
R1 0.9452 0.9443
PP 0.9440 0.9422
S1 0.9428 0.9401

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

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