CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 0.9436 0.9401 -0.0036 -0.4% 0.9384
High 0.9448 0.9440 -0.0008 -0.1% 0.9517
Low 0.9385 0.9386 0.0002 0.0% 0.9379
Close 0.9405 0.9434 0.0029 0.3% 0.9453
Range 0.0063 0.0054 -0.0010 -15.1% 0.0139
ATR 0.0058 0.0058 0.0000 -0.6% 0.0000
Volume 83,458 72,060 -11,398 -13.7% 396,297
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9580 0.9561 0.9463
R3 0.9527 0.9507 0.9449
R2 0.9473 0.9473 0.9444
R1 0.9454 0.9454 0.9439 0.9464
PP 0.9420 0.9420 0.9420 0.9425
S1 0.9400 0.9400 0.9429 0.9410
S2 0.9366 0.9366 0.9424
S3 0.9313 0.9347 0.9419
S4 0.9259 0.9293 0.9405
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 0.9486 0.9385 0.0102 1.1% 0.0049 0.5% 49% False False 70,097
10 0.9517 0.9344 0.0173 1.8% 0.0057 0.6% 52% False False 75,134
20 0.9603 0.9344 0.0259 2.7% 0.0061 0.6% 35% False False 84,111
40 0.9603 0.9254 0.0349 3.7% 0.0057 0.6% 52% False False 81,591
60 0.9603 0.9117 0.0486 5.2% 0.0057 0.6% 65% False False 74,750
80 0.9603 0.9117 0.0486 5.2% 0.0056 0.6% 65% False False 56,185
100 0.9603 0.9117 0.0486 5.2% 0.0056 0.6% 65% False False 44,965
120 0.9939 0.9034 0.0905 9.6% 0.0072 0.8% 44% False False 37,487
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9667
2.618 0.9580
1.618 0.9526
1.000 0.9493
0.618 0.9473
HIGH 0.9440
0.618 0.9419
0.500 0.9413
0.382 0.9406
LOW 0.9386
0.618 0.9353
1.000 0.9333
1.618 0.9299
2.618 0.9246
4.250 0.9159
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 0.9427 0.9431
PP 0.9420 0.9427
S1 0.9413 0.9424

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

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