CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 0.9537 0.9550 0.0013 0.1% 0.9437
High 0.9558 0.9603 0.0045 0.5% 0.9603
Low 0.9502 0.9434 -0.0069 -0.7% 0.9432
Close 0.9543 0.9460 -0.0083 -0.9% 0.9460
Range 0.0056 0.0169 0.0114 204.5% 0.0171
ATR 0.0056 0.0064 0.0008 14.3% 0.0000
Volume 93,797 170,438 76,641 81.7% 597,504
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0006 0.9902 0.9552
R3 0.9837 0.9733 0.9506
R2 0.9668 0.9668 0.9490
R1 0.9564 0.9564 0.9475 0.9531
PP 0.9499 0.9499 0.9499 0.9482
S1 0.9395 0.9395 0.9444 0.9362
S2 0.9330 0.9330 0.9429
S3 0.9161 0.9226 0.9413
S4 0.8992 0.9057 0.9367
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0011 0.9906 0.9554
R3 0.9840 0.9735 0.9507
R2 0.9669 0.9669 0.9491
R1 0.9564 0.9564 0.9475 0.9617
PP 0.9498 0.9498 0.9498 0.9524
S1 0.9393 0.9393 0.9444 0.9446
S2 0.9327 0.9327 0.9428
S3 0.9156 0.9222 0.9412
S4 0.8985 0.9051 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9603 0.9432 0.0171 1.8% 0.0084 0.9% 16% True False 119,500
10 0.9603 0.9304 0.0299 3.2% 0.0073 0.8% 52% True False 102,499
20 0.9603 0.9283 0.0320 3.4% 0.0059 0.6% 55% True False 85,036
40 0.9603 0.9117 0.0486 5.1% 0.0059 0.6% 71% True False 76,279
60 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 71% True False 51,279
80 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 71% True False 38,479
100 0.9747 0.9034 0.0713 7.5% 0.0071 0.7% 60% False False 30,801
120 0.9939 0.9015 0.0924 9.8% 0.0072 0.8% 48% False False 25,674
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 0.0015
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 1.0321
2.618 1.0045
1.618 0.9876
1.000 0.9772
0.618 0.9707
HIGH 0.9603
0.618 0.9538
0.500 0.9518
0.382 0.9498
LOW 0.9434
0.618 0.9329
1.000 0.9265
1.618 0.9160
2.618 0.8991
4.250 0.8715
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 0.9518 0.9518
PP 0.9499 0.9499
S1 0.9479 0.9479

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.