CME Japanese Yen Future September 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 0.9417 0.9422 0.0005 0.1% 0.9413
High 0.9436 0.9430 -0.0006 -0.1% 0.9454
Low 0.9408 0.9410 0.0002 0.0% 0.9400
Close 0.9424 0.9424 0.0001 0.0% 0.9424
Range 0.0028 0.0020 -0.0008 -28.6% 0.0054
ATR 0.0057 0.0055 -0.0003 -4.7% 0.0000
Volume 100,089 33,491 -66,598 -66.5% 404,849
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9481 0.9473 0.9435
R3 0.9461 0.9453 0.9430
R2 0.9441 0.9441 0.9428
R1 0.9433 0.9433 0.9426 0.9437
PP 0.9421 0.9421 0.9421 0.9423
S1 0.9413 0.9413 0.9422 0.9417
S2 0.9401 0.9401 0.9420
S3 0.9381 0.9393 0.9419
S4 0.9361 0.9373 0.9413
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9586 0.9559 0.9453
R3 0.9533 0.9505 0.9439
R2 0.9479 0.9479 0.9434
R1 0.9452 0.9452 0.9429 0.9466
PP 0.9426 0.9426 0.9426 0.9433
S1 0.9398 0.9398 0.9419 0.9412
S2 0.9372 0.9372 0.9414
S3 0.9319 0.9345 0.9409
S4 0.9265 0.9291 0.9395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9389 0.0065 0.7% 0.0036 0.4% 54% False False 99,050
10 0.9508 0.9352 0.0156 1.7% 0.0055 0.6% 46% False False 101,658
20 0.9517 0.9345 0.0172 1.8% 0.0059 0.6% 46% False False 90,696
40 0.9603 0.9304 0.0299 3.2% 0.0060 0.6% 40% False False 91,073
60 0.9603 0.9254 0.0349 3.7% 0.0056 0.6% 49% False False 83,966
80 0.9603 0.9117 0.0486 5.2% 0.0057 0.6% 63% False False 70,505
100 0.9603 0.9117 0.0486 5.2% 0.0056 0.6% 63% False False 56,433
120 0.9603 0.9034 0.0569 6.0% 0.0059 0.6% 69% False False 47,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 143 trading days
Fibonacci Retracements and Extensions
4.250 0.9515
2.618 0.9482
1.618 0.9462
1.000 0.9450
0.618 0.9442
HIGH 0.9430
0.618 0.9422
0.500 0.9420
0.382 0.9417
LOW 0.9410
0.618 0.9397
1.000 0.9390
1.618 0.9377
2.618 0.9357
4.250 0.9325
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 0.9423 0.9431
PP 0.9421 0.9428
S1 0.9420 0.9426

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

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