CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.9454 0.9456 0.0003 0.0% 0.9384
High 0.9486 0.9464 -0.0023 -0.2% 0.9517
Low 0.9430 0.9436 0.0007 0.1% 0.9379
Close 0.9453 0.9440 -0.0013 -0.1% 0.9453
Range 0.0057 0.0028 -0.0029 -51.3% 0.0139
ATR 0.0060 0.0058 -0.0002 -3.9% 0.0000
Volume 70,432 49,259 -21,173 -30.1% 396,297
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9529 0.9512 0.9455
R3 0.9501 0.9484 0.9447
R2 0.9474 0.9474 0.9445
R1 0.9457 0.9457 0.9442 0.9452
PP 0.9446 0.9446 0.9446 0.9444
S1 0.9429 0.9429 0.9437 0.9424
S2 0.9419 0.9419 0.9434
S3 0.9391 0.9402 0.9432
S4 0.9364 0.9374 0.9424
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9865 0.9797 0.9529
R3 0.9726 0.9659 0.9491
R2 0.9588 0.9588 0.9478
R1 0.9520 0.9520 0.9465 0.9554
PP 0.9449 0.9449 0.9449 0.9466
S1 0.9382 0.9382 0.9440 0.9416
S2 0.9311 0.9311 0.9427
S3 0.9172 0.9243 0.9414
S4 0.9034 0.9105 0.9376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9517 0.9417 0.0101 1.1% 0.0058 0.6% 23% False False 74,713
10 0.9517 0.9344 0.0173 1.8% 0.0057 0.6% 55% False False 78,376
20 0.9603 0.9344 0.0259 2.7% 0.0061 0.6% 37% False False 87,004
40 0.9603 0.9254 0.0349 3.7% 0.0057 0.6% 53% False False 81,517
60 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 66% False False 72,228
80 0.9603 0.9117 0.0486 5.1% 0.0056 0.6% 66% False False 54,242
100 0.9603 0.9117 0.0486 5.1% 0.0056 0.6% 66% False False 43,411
120 0.9939 0.9034 0.0905 9.6% 0.0073 0.8% 45% False False 36,191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.9580
2.618 0.9535
1.618 0.9508
1.000 0.9491
0.618 0.9480
HIGH 0.9464
0.618 0.9453
0.500 0.9450
0.382 0.9447
LOW 0.9436
0.618 0.9419
1.000 0.9409
1.618 0.9392
2.618 0.9364
4.250 0.9319
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.9450 0.9451
PP 0.9446 0.9447
S1 0.9443 0.9443

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

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