CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 0.9266 0.9200 -0.0066 -0.7% 0.9380
High 0.9277 0.9224 -0.0054 -0.6% 0.9400
Low 0.9247 0.9185 -0.0062 -0.7% 0.9247
Close 0.9277 0.9209 -0.0069 -0.7% 0.9277
Range 0.0030 0.0039 0.0009 28.3% 0.0153
ATR 0.0127 0.0125 -0.0003 -2.0% 0.0000
Volume 91 101 10 11.0% 149
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9321 0.9303 0.9230
R3 0.9283 0.9265 0.9219
R2 0.9244 0.9244 0.9216
R1 0.9226 0.9226 0.9212 0.9235
PP 0.9206 0.9206 0.9206 0.9210
S1 0.9188 0.9188 0.9205 0.9197
S2 0.9167 0.9167 0.9201
S3 0.9129 0.9149 0.9198
S4 0.9090 0.9111 0.9187
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.9765 0.9674 0.9361
R3 0.9613 0.9521 0.9319
R2 0.9460 0.9460 0.9305
R1 0.9369 0.9369 0.9291 0.9338
PP 0.9308 0.9308 0.9308 0.9293
S1 0.9216 0.9216 0.9263 0.9186
S2 0.9155 0.9155 0.9249
S3 0.9003 0.9064 0.9235
S4 0.8850 0.8911 0.9193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9398 0.9185 0.0213 2.3% 0.0066 0.7% 11% False True 44
10 0.9400 0.9034 0.0366 4.0% 0.0081 0.9% 48% False False 58
20 0.9823 0.9034 0.0790 8.6% 0.0139 1.5% 22% False False 97
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9387
2.618 0.9324
1.618 0.9286
1.000 0.9262
0.618 0.9247
HIGH 0.9224
0.618 0.9209
0.500 0.9204
0.382 0.9200
LOW 0.9185
0.618 0.9161
1.000 0.9147
1.618 0.9123
2.618 0.9084
4.250 0.9021
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 0.9207 0.9286
PP 0.9206 0.9260
S1 0.9204 0.9234

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

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