CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 0.9436 0.9490 0.0055 0.6% 0.9447
High 0.9502 0.9517 0.0015 0.2% 0.9464
Low 0.9433 0.9423 -0.0010 -0.1% 0.9344
Close 0.9490 0.9445 -0.0045 -0.5% 0.9387
Range 0.0070 0.0095 0.0025 36.0% 0.0120
ATR 0.0059 0.0062 0.0003 4.3% 0.0000
Volume 87,439 91,159 3,720 4.3% 393,829
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9745 0.9690 0.9497
R3 0.9651 0.9595 0.9471
R2 0.9556 0.9556 0.9462
R1 0.9501 0.9501 0.9454 0.9481
PP 0.9462 0.9462 0.9462 0.9452
S1 0.9406 0.9406 0.9436 0.9387
S2 0.9367 0.9367 0.9428
S3 0.9273 0.9312 0.9419
S4 0.9178 0.9217 0.9393
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9757 0.9691 0.9453
R3 0.9637 0.9572 0.9420
R2 0.9518 0.9518 0.9409
R1 0.9452 0.9452 0.9398 0.9425
PP 0.9398 0.9398 0.9398 0.9385
S1 0.9333 0.9333 0.9376 0.9306
S2 0.9279 0.9279 0.9365
S3 0.9159 0.9213 0.9354
S4 0.9040 0.9094 0.9321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9517 0.9344 0.0173 1.8% 0.0065 0.7% 58% True False 80,172
10 0.9517 0.9344 0.0173 1.8% 0.0058 0.6% 58% True False 80,954
20 0.9603 0.9331 0.0272 2.9% 0.0066 0.7% 42% False False 92,847
40 0.9603 0.9254 0.0349 3.7% 0.0057 0.6% 55% False False 81,369
60 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 68% False False 69,017
80 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 68% False False 51,809
100 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 68% False False 41,462
120 0.9939 0.9034 0.0905 9.6% 0.0074 0.8% 45% False False 34,567
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 0.0010
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9919
2.618 0.9764
1.618 0.9670
1.000 0.9612
0.618 0.9575
HIGH 0.9517
0.618 0.9481
0.500 0.9470
0.382 0.9459
LOW 0.9423
0.618 0.9364
1.000 0.9328
1.618 0.9270
2.618 0.9175
4.250 0.9021
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 0.9470 0.9448
PP 0.9462 0.9447
S1 0.9453 0.9446

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.