CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 0.9487 0.9447 -0.0041 -0.4% 0.9456
High 0.9499 0.9472 -0.0028 -0.3% 0.9508
Low 0.9427 0.9421 -0.0006 -0.1% 0.9352
Close 0.9448 0.9439 -0.0009 -0.1% 0.9487
Range 0.0073 0.0051 -0.0022 -30.3% 0.0156
ATR 0.0068 0.0067 -0.0001 -1.8% 0.0000
Volume 100,078 80,498 -19,580 -19.6% 519,135
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9595 0.9567 0.9466
R3 0.9545 0.9517 0.9452
R2 0.9494 0.9494 0.9448
R1 0.9466 0.9466 0.9443 0.9455
PP 0.9444 0.9444 0.9444 0.9438
S1 0.9416 0.9416 0.9434 0.9405
S2 0.9393 0.9393 0.9429
S3 0.9343 0.9365 0.9425
S4 0.9292 0.9315 0.9411
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 1.7% 0.0086 0.9% 56% False False 113,398
10 0.9517 0.9352 0.0166 1.8% 0.0072 0.8% 53% False False 93,657
20 0.9517 0.9344 0.0173 1.8% 0.0062 0.7% 55% False False 86,678
40 0.9603 0.9292 0.0311 3.3% 0.0061 0.7% 47% False False 86,488
60 0.9603 0.9228 0.0375 4.0% 0.0059 0.6% 56% False False 82,173
80 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 66% False False 62,370
100 0.9603 0.9117 0.0486 5.1% 0.0058 0.6% 66% False False 49,910
120 0.9614 0.9034 0.0580 6.1% 0.0067 0.7% 70% False False 41,606
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9686
2.618 0.9604
1.618 0.9553
1.000 0.9522
0.618 0.9503
HIGH 0.9472
0.618 0.9452
0.500 0.9446
0.382 0.9440
LOW 0.9421
0.618 0.9390
1.000 0.9371
1.618 0.9339
2.618 0.9289
4.250 0.9206
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 0.9446 0.9436
PP 0.9444 0.9433
S1 0.9441 0.9430

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

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