CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 0.9461 0.9473 0.0013 0.1% 0.9437
High 0.9499 0.9501 0.0002 0.0% 0.9603
Low 0.9449 0.9464 0.0015 0.2% 0.9432
Close 0.9472 0.9475 0.0004 0.0% 0.9460
Range 0.0050 0.0037 -0.0013 -26.3% 0.0171
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 78,597 74,137 -4,460 -5.7% 597,504
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9589 0.9569 0.9495
R3 0.9553 0.9532 0.9485
R2 0.9516 0.9516 0.9482
R1 0.9496 0.9496 0.9478 0.9506
PP 0.9480 0.9480 0.9480 0.9485
S1 0.9459 0.9459 0.9472 0.9470
S2 0.9443 0.9443 0.9468
S3 0.9407 0.9423 0.9465
S4 0.9370 0.9386 0.9455
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% 0.0077 0.8% 38% False False 100,506
10 0.9603 0.9362 0.0241 2.5% 0.0074 0.8% 47% False False 106,266
20 0.9603 0.9304 0.0299 3.2% 0.0061 0.6% 57% False False 87,751
40 0.9603 0.9254 0.0349 3.7% 0.0056 0.6% 63% False False 80,932
60 0.9603 0.9117 0.0486 5.1% 0.0056 0.6% 74% False False 56,809
80 0.9603 0.9117 0.0486 5.1% 0.0056 0.6% 74% False False 42,626
100 0.9603 0.9034 0.0569 6.0% 0.0065 0.7% 78% False False 34,117
120 0.9939 0.9015 0.0924 9.8% 0.0074 0.8% 50% False False 28,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9656
2.618 0.9596
1.618 0.9560
1.000 0.9537
0.618 0.9523
HIGH 0.9501
0.618 0.9487
0.500 0.9482
0.382 0.9478
LOW 0.9464
0.618 0.9441
1.000 0.9428
1.618 0.9405
2.618 0.9368
4.250 0.9309
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 0.9482 0.9470
PP 0.9480 0.9465
S1 0.9477 0.9460

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

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