CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 0.9438 0.9417 -0.0022 -0.2% 0.9487
High 0.9454 0.9436 -0.0018 -0.2% 0.9499
Low 0.9410 0.9408 -0.0003 0.0% 0.9386
Close 0.9416 0.9424 0.0008 0.1% 0.9417
Range 0.0044 0.0028 -0.0016 -35.6% 0.0114
ATR 0.0060 0.0057 -0.0002 -3.8% 0.0000
Volume 145,644 100,089 -45,555 -31.3% 428,558
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9506 0.9493 0.9439
R3 0.9478 0.9465 0.9431
R2 0.9450 0.9450 0.9429
R1 0.9437 0.9437 0.9426 0.9444
PP 0.9422 0.9422 0.9422 0.9426
S1 0.9409 0.9409 0.9421 0.9416
S2 0.9394 0.9394 0.9418
S3 0.9366 0.9381 0.9416
S4 0.9338 0.9353 0.9408
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9774 0.9709 0.9479
R3 0.9661 0.9595 0.9448
R2 0.9547 0.9547 0.9437
R1 0.9482 0.9482 0.9427 0.9458
PP 0.9434 0.9434 0.9434 0.9422
S1 0.9368 0.9368 0.9406 0.9344
S2 0.9320 0.9320 0.9396
S3 0.9207 0.9255 0.9385
S4 0.9093 0.9141 0.9354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9386 0.0068 0.7% 0.0042 0.4% 56% False False 110,344
10 0.9508 0.9352 0.0156 1.7% 0.0063 0.7% 46% False False 111,427
20 0.9517 0.9344 0.0173 1.8% 0.0060 0.6% 46% False False 93,281
40 0.9603 0.9304 0.0299 3.2% 0.0061 0.6% 40% False False 92,008
60 0.9603 0.9254 0.0349 3.7% 0.0057 0.6% 49% False False 84,412
80 0.9603 0.9117 0.0486 5.2% 0.0057 0.6% 63% False False 70,094
100 0.9603 0.9117 0.0486 5.2% 0.0057 0.6% 63% False False 56,099
120 0.9603 0.9034 0.0569 6.0% 0.0060 0.6% 69% False False 46,761
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9509
1.618 0.9481
1.000 0.9464
0.618 0.9453
HIGH 0.9436
0.618 0.9425
0.500 0.9422
0.382 0.9418
LOW 0.9408
0.618 0.9390
1.000 0.9380
1.618 0.9362
2.618 0.9334
4.250 0.9289
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 0.9423 0.9427
PP 0.9422 0.9426
S1 0.9422 0.9425

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

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