CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.9436 0.9387 -0.0049 -0.5% 0.9456
High 0.9472 0.9508 0.0036 0.4% 0.9508
Low 0.9373 0.9352 -0.0021 -0.2% 0.9352
Close 0.9382 0.9487 0.0106 1.1% 0.9487
Range 0.0099 0.0156 0.0057 57.6% 0.0156
ATR 0.0061 0.0068 0.0007 11.2% 0.0000
Volume 131,184 183,174 51,990 39.6% 519,135
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9917 0.9858 0.9573
R3 0.9761 0.9702 0.9530
R2 0.9605 0.9605 0.9516
R1 0.9546 0.9546 0.9501 0.9575
PP 0.9449 0.9449 0.9449 0.9463
S1 0.9390 0.9390 0.9473 0.9419
S2 0.9293 0.9293 0.9458
S3 0.9137 0.9234 0.9444
S4 0.8981 0.9078 0.9401
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.9917 0.9858 0.9573
R3 0.9761 0.9702 0.9530
R2 0.9605 0.9605 0.9516
R1 0.9546 0.9546 0.9501 0.9575
PP 0.9449 0.9449 0.9449 0.9463
S1 0.9390 0.9390 0.9473 0.9419
S2 0.9293 0.9293 0.9458
S3 0.9137 0.9234 0.9444
S4 0.8981 0.9078 0.9401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9508 0.9352 0.0156 1.6% 0.0080 0.8% 87% True True 103,827
10 0.9517 0.9352 0.0166 1.7% 0.0073 0.8% 82% False True 91,543
20 0.9517 0.9344 0.0173 1.8% 0.0063 0.7% 83% False False 86,617
40 0.9603 0.9283 0.0320 3.4% 0.0061 0.6% 64% False False 85,827
60 0.9603 0.9117 0.0486 5.1% 0.0060 0.6% 76% False False 79,725
80 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 76% False False 60,113
100 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 76% False False 48,107
120 0.9747 0.9034 0.0713 7.5% 0.0069 0.7% 64% False False 40,103
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 0.0018
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0171
2.618 0.9916
1.618 0.9760
1.000 0.9664
0.618 0.9604
HIGH 0.9508
0.618 0.9448
0.500 0.9430
0.382 0.9411
LOW 0.9352
0.618 0.9255
1.000 0.9196
1.618 0.9099
2.618 0.8943
4.250 0.8689
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.9468 0.9468
PP 0.9449 0.9449
S1 0.9430 0.9430

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

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