CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 0.9550 0.9458 -0.0092 -1.0% 0.9437
High 0.9603 0.9476 -0.0127 -1.3% 0.9603
Low 0.9434 0.9396 -0.0038 -0.4% 0.9432
Close 0.9460 0.9440 -0.0020 -0.2% 0.9460
Range 0.0169 0.0080 -0.0090 -53.0% 0.0171
ATR 0.0064 0.0066 0.0001 1.7% 0.0000
Volume 170,438 108,956 -61,482 -36.1% 597,504
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9676 0.9637 0.9483
R3 0.9596 0.9558 0.9461
R2 0.9517 0.9517 0.9454
R1 0.9478 0.9478 0.9447 0.9458
PP 0.9437 0.9437 0.9437 0.9427
S1 0.9399 0.9399 0.9432 0.9378
S2 0.9358 0.9358 0.9425
S3 0.9278 0.9319 0.9418
S4 0.9199 0.9240 0.9396
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 0.9396 0.0207 2.2% 0.0082 0.9% 21% False True 117,314
10 0.9603 0.9320 0.0283 3.0% 0.0076 0.8% 42% False False 106,122
20 0.9603 0.9283 0.0320 3.4% 0.0060 0.6% 49% False False 86,447
40 0.9603 0.9130 0.0473 5.0% 0.0059 0.6% 66% False False 78,837
60 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 66% False False 53,094
80 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 66% False False 39,840
100 0.9747 0.9034 0.0713 7.6% 0.0070 0.7% 57% False False 31,890
120 0.9939 0.9015 0.0924 9.8% 0.0073 0.8% 46% False False 26,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9813
2.618 0.9684
1.618 0.9604
1.000 0.9555
0.618 0.9525
HIGH 0.9476
0.618 0.9445
0.500 0.9436
0.382 0.9426
LOW 0.9396
0.618 0.9347
1.000 0.9317
1.618 0.9267
2.618 0.9188
4.250 0.9058
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 0.9438 0.9499
PP 0.9437 0.9479
S1 0.9436 0.9459

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

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