CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.9447 0.9438 -0.0009 -0.1% 0.9456
High 0.9472 0.9448 -0.0024 -0.2% 0.9508
Low 0.9421 0.9408 -0.0013 -0.1% 0.9352
Close 0.9439 0.9409 -0.0030 -0.3% 0.9487
Range 0.0051 0.0040 -0.0011 -20.8% 0.0156
ATR 0.0067 0.0065 -0.0002 -2.9% 0.0000
Volume 80,498 67,618 -12,880 -16.0% 519,135
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9542 0.9515 0.9431
R3 0.9502 0.9475 0.9420
R2 0.9462 0.9462 0.9416
R1 0.9435 0.9435 0.9412 0.9428
PP 0.9422 0.9422 0.9422 0.9418
S1 0.9395 0.9395 0.9405 0.9388
S2 0.9382 0.9382 0.9401
S3 0.9342 0.9355 0.9398
S4 0.9302 0.9315 0.9387
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% 0.0084 0.9% 37% False False 112,510
10 0.9508 0.9352 0.0156 1.7% 0.0066 0.7% 37% False False 91,303
20 0.9517 0.9344 0.0173 1.8% 0.0062 0.7% 37% False False 86,129
40 0.9603 0.9304 0.0299 3.2% 0.0061 0.7% 35% False False 86,820
60 0.9603 0.9254 0.0349 3.7% 0.0058 0.6% 44% False False 82,645
80 0.9603 0.9117 0.0486 5.2% 0.0058 0.6% 60% False False 63,214
100 0.9603 0.9117 0.0486 5.2% 0.0058 0.6% 60% False False 50,586
120 0.9603 0.9034 0.0569 6.0% 0.0065 0.7% 66% False False 42,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9618
2.618 0.9553
1.618 0.9513
1.000 0.9488
0.618 0.9473
HIGH 0.9448
0.618 0.9433
0.500 0.9428
0.382 0.9423
LOW 0.9408
0.618 0.9383
1.000 0.9368
1.618 0.9343
2.618 0.9303
4.250 0.9238
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.9428 0.9454
PP 0.9422 0.9439
S1 0.9415 0.9424

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

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