CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 0.9436 0.9497 0.0061 0.6% 0.9657
High 0.9580 0.9526 -0.0054 -0.6% 0.9939
Low 0.9424 0.9341 -0.0084 -0.9% 0.9311
Close 0.9507 0.9341 -0.0166 -1.7% 0.9331
Range 0.0156 0.0186 0.0030 19.3% 0.0628
ATR 0.0144 0.0147 0.0003 2.1% 0.0000
Volume 32 383 351 1,096.9% 801
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.9959 0.9835 0.9443
R3 0.9773 0.9650 0.9392
R2 0.9588 0.9588 0.9375
R1 0.9464 0.9464 0.9358 0.9433
PP 0.9402 0.9402 0.9402 0.9387
S1 0.9279 0.9279 0.9323 0.9248
S2 0.9217 0.9217 0.9306
S3 0.9031 0.9093 0.9289
S4 0.8846 0.8908 0.9238
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1409 1.0998 0.9676
R3 1.0782 1.0370 0.9504
R2 1.0154 1.0154 0.9446
R1 0.9743 0.9743 0.9389 0.9635
PP 0.9527 0.9527 0.9527 0.9473
S1 0.9115 0.9115 0.9273 0.9007
S2 0.8899 0.8899 0.9216
S3 0.8272 0.8488 0.9158
S4 0.7644 0.7860 0.8986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9747 0.9311 0.0436 4.7% 0.0198 2.1% 7% False False 174
10 0.9939 0.9311 0.0628 6.7% 0.0189 2.0% 5% False False 127
20 0.9939 0.9015 0.0924 9.9% 0.0129 1.4% 35% False False 73
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0314
2.618 1.0012
1.618 0.9826
1.000 0.9712
0.618 0.9641
HIGH 0.9526
0.618 0.9455
0.500 0.9433
0.382 0.9411
LOW 0.9341
0.618 0.9226
1.000 0.9155
1.618 0.9040
2.618 0.8855
4.250 0.8552
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 0.9433 0.9462
PP 0.9402 0.9422
S1 0.9371 0.9381

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.