CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	0.9429	0.9433	0.0004	0.0%	0.9497
High	0.9446	0.9440	-0.0006	-0.1%	0.9510
Low	0.9397	0.9401	0.0004	0.0%	0.9397
Close	0.9440	0.9428	-0.0013	-0.1%	0.9428
Range	0.0049	0.0040	-0.0010	-19.4%	0.0113
ATR	0.0062	0.0061	-0.0002	-2.6%	0.0000
Volume	2,820	9,134	6,314	223.9%	16,739

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9541	0.9524	0.9449
R3	0.9502	0.9484	0.9438
R2	0.9462	0.9462	0.9435
R1	0.9445	0.9445	0.9431	0.9434
PP	0.9423	0.9423	0.9423	0.9417
S1	0.9405	0.9405	0.9424	0.9394
S2	0.9383	0.9383	0.9420
S3	0.9344	0.9366	0.9417
S4	0.9304	0.9326	0.9406

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9717	0.9489
R3	0.9670	0.9605	0.9458
R2	0.9557	0.9557	0.9448
R1	0.9492	0.9492	0.9438	0.9469
PP	0.9445	0.9445	0.9445	0.9433
S1	0.9380	0.9380	0.9417	0.9356
S2	0.9332	0.9332	0.9407
S3	0.9220	0.9267	0.9397
S4	0.9107	0.9155	0.9366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9510	0.9397	0.0113	1.2%	0.0050	0.5%	27%	False	False	3,347
10	0.9518	0.9363	0.0155	1.6%	0.0064	0.7%	42%	False	False	2,273
20	0.9528	0.9356	0.0172	1.8%	0.0061	0.6%	42%	False	False	1,208
40	0.9613	0.9316	0.0297	3.2%	0.0060	0.6%	38%	False	False	646
60	0.9613	0.9267	0.0346	3.7%	0.0055	0.6%	46%	False	False	459
80	0.9613	0.9135	0.0478	5.1%	0.0053	0.6%	61%	False	False	348
100	0.9613	0.9135	0.0478	5.1%	0.0051	0.5%	61%	False	False	279

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9608
2.618	0.9543
1.618	0.9504
1.000	0.9480
0.618	0.9464
HIGH	0.9440
0.618	0.9425
0.500	0.9420
0.382	0.9416
LOW	0.9401
0.618	0.9376
1.000	0.9361
1.618	0.9337
2.618	0.9297
4.250	0.9233

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	0.9425	0.9428
PP	0.9423	0.9428
S1	0.9420	0.9428

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

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