CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 0.9441 0.9461 0.0020 0.2% 0.9437
High 0.9471 0.9499 0.0028 0.3% 0.9603
Low 0.9420 0.9449 0.0029 0.3% 0.9432
Close 0.9458 0.9472 0.0014 0.1% 0.9460
Range 0.0051 0.0050 -0.0001 -2.0% 0.0171
ATR 0.0064 0.0063 -0.0001 -1.7% 0.0000
Volume 70,406 78,597 8,191 11.6% 597,504
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9622 0.9596 0.9499
R3 0.9572 0.9547 0.9485
R2 0.9523 0.9523 0.9481
R1 0.9497 0.9497 0.9476 0.9510
PP 0.9473 0.9473 0.9473 0.9479
S1 0.9448 0.9448 0.9467 0.9460
S2 0.9424 0.9424 0.9462
S3 0.9374 0.9398 0.9458
S4 0.9325 0.9349 0.9444
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% 0.0081 0.9% 37% False False 104,438
10 0.9603 0.9331 0.0272 2.9% 0.0075 0.8% 52% False False 104,739
20 0.9603 0.9304 0.0299 3.2% 0.0061 0.6% 56% False False 87,511
40 0.9603 0.9254 0.0349 3.7% 0.0057 0.6% 62% False False 80,904
60 0.9603 0.9117 0.0486 5.1% 0.0056 0.6% 73% False False 55,575
80 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 73% False False 41,700
100 0.9603 0.9034 0.0569 6.0% 0.0066 0.7% 77% False False 33,376
120 0.9939 0.9015 0.0924 9.8% 0.0074 0.8% 49% False False 27,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9709
2.618 0.9628
1.618 0.9579
1.000 0.9548
0.618 0.9529
HIGH 0.9499
0.618 0.9480
0.500 0.9474
0.382 0.9468
LOW 0.9449
0.618 0.9418
1.000 0.9400
1.618 0.9369
2.618 0.9319
4.250 0.9239
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 0.9474 0.9463
PP 0.9473 0.9455
S1 0.9472 0.9447

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

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