CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.9401 0.9436 0.0035 0.4% 0.9384
High 0.9440 0.9472 0.0032 0.3% 0.9517
Low 0.9386 0.9373 -0.0014 -0.1% 0.9379
Close 0.9434 0.9382 -0.0053 -0.6% 0.9453
Range 0.0054 0.0099 0.0046 85.0% 0.0139
ATR 0.0058 0.0061 0.0003 5.1% 0.0000
Volume 72,060 131,184 59,124 82.0% 396,297
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9706 0.9643 0.9436
R3 0.9607 0.9544 0.9409
R2 0.9508 0.9508 0.9400
R1 0.9445 0.9445 0.9391 0.9427
PP 0.9409 0.9409 0.9409 0.9400
S1 0.9346 0.9346 0.9372 0.9328
S2 0.9310 0.9310 0.9363
S3 0.9211 0.9247 0.9354
S4 0.9112 0.9148 0.9327
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 0.9373 0.0114 1.2% 0.0060 0.6% 8% False True 81,278
10 0.9517 0.9345 0.0172 1.8% 0.0062 0.7% 21% False False 79,735
20 0.9603 0.9344 0.0259 2.8% 0.0063 0.7% 15% False False 85,980
40 0.9603 0.9283 0.0320 3.4% 0.0058 0.6% 31% False False 82,859
60 0.9603 0.9117 0.0486 5.2% 0.0058 0.6% 55% False False 76,832
80 0.9603 0.9117 0.0486 5.2% 0.0057 0.6% 55% False False 57,825
100 0.9603 0.9117 0.0486 5.2% 0.0057 0.6% 55% False False 46,276
120 0.9823 0.9034 0.0790 8.4% 0.0071 0.8% 44% False False 38,580
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 0.0016
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9892
2.618 0.9731
1.618 0.9632
1.000 0.9571
0.618 0.9533
HIGH 0.9472
0.618 0.9434
0.500 0.9422
0.382 0.9410
LOW 0.9373
0.618 0.9311
1.000 0.9274
1.618 0.9212
2.618 0.9113
4.250 0.8952
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.9422 0.9422
PP 0.9409 0.9409
S1 0.9395 0.9395

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

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