CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 0.9539 0.9513 -0.0027 -0.3% 0.9475
High 0.9555 0.9528 -0.0027 -0.3% 0.9617
Low 0.9504 0.9500 -0.0004 0.0% 0.9452
Close 0.9512 0.9510 -0.0002 0.0% 0.9593
Range 0.0051 0.0028 -0.0024 -46.6% 0.0165
ATR 0.0050 0.0048 -0.0002 -3.2% 0.0000
Volume 108 80 -28 -25.9% 208
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.9595 0.9580 0.9525
R3 0.9567 0.9552 0.9517
R2 0.9540 0.9540 0.9515
R1 0.9525 0.9525 0.9512 0.9519
PP 0.9512 0.9512 0.9512 0.9509
S1 0.9497 0.9497 0.9507 0.9491
S2 0.9485 0.9485 0.9504
S3 0.9457 0.9470 0.9502
S4 0.9430 0.9442 0.9494
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.0049 0.9986 0.9683
R3 0.9884 0.9821 0.9638
R2 0.9719 0.9719 0.9623
R1 0.9656 0.9656 0.9608 0.9687
PP 0.9554 0.9554 0.9554 0.9570
S1 0.9491 0.9491 0.9577 0.9522
S2 0.9389 0.9389 0.9562
S3 0.9224 0.9326 0.9547
S4 0.9059 0.9161 0.9502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9642 0.9500 0.0142 1.5% 0.0055 0.6% 7% False True 47
10 0.9642 0.9447 0.0195 2.1% 0.0048 0.5% 32% False False 43
20 0.9642 0.9386 0.0256 2.7% 0.0049 0.5% 48% False False 24
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 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9644
2.618 0.9599
1.618 0.9572
1.000 0.9555
0.618 0.9544
HIGH 0.9528
0.618 0.9517
0.500 0.9514
0.382 0.9511
LOW 0.9500
0.618 0.9483
1.000 0.9473
1.618 0.9456
2.618 0.9428
4.250 0.9383
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 0.9514 0.9552
PP 0.9512 0.9538
S1 0.9511 0.9524

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

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