CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 0.9490 0.9433 -0.0058 -0.6% 0.9447
High 0.9517 0.9459 -0.0058 -0.6% 0.9464
Low 0.9423 0.9417 -0.0006 -0.1% 0.9344
Close 0.9445 0.9458 0.0013 0.1% 0.9387
Range 0.0095 0.0043 -0.0052 -55.0% 0.0120
ATR 0.0062 0.0060 -0.0001 -2.2% 0.0000
Volume 91,159 75,277 -15,882 -17.4% 393,829
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9572 0.9557 0.9481
R3 0.9529 0.9515 0.9469
R2 0.9487 0.9487 0.9465
R1 0.9472 0.9472 0.9461 0.9480
PP 0.9444 0.9444 0.9444 0.9448
S1 0.9430 0.9430 0.9454 0.9437
S2 0.9402 0.9402 0.9450
S3 0.9359 0.9387 0.9446
S4 0.9317 0.9345 0.9434
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 0.9345 0.0172 1.8% 0.0065 0.7% 65% False False 78,192
10 0.9517 0.9344 0.0173 1.8% 0.0058 0.6% 66% False False 81,068
20 0.9603 0.9344 0.0259 2.7% 0.0066 0.7% 44% False False 93,667
40 0.9603 0.9254 0.0349 3.7% 0.0057 0.6% 58% False False 81,478
60 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 70% False False 70,261
80 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 70% False False 52,749
100 0.9603 0.9117 0.0486 5.1% 0.0057 0.6% 70% False False 42,214
120 0.9939 0.9034 0.0905 9.6% 0.0074 0.8% 47% False False 35,194
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9640
2.618 0.9570
1.618 0.9528
1.000 0.9502
0.618 0.9485
HIGH 0.9459
0.618 0.9443
0.500 0.9438
0.382 0.9433
LOW 0.9417
0.618 0.9390
1.000 0.9374
1.618 0.9348
2.618 0.9305
4.250 0.9236
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 0.9451 0.9467
PP 0.9444 0.9464
S1 0.9438 0.9461

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

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