CME Japanese Yen Future September 2020

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Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary Previous Current 19-Mar-2020 20-Mar-2020 Change Change % Previous Week Open 0.9259 0.9074 -0.0185 -2.0% 0.9436 High 0.9287 0.9204 -0.0084 -0.9% 0.9580 Low 0.9097 0.9035 -0.0062 -0.7% 0.9035 Close 0.9118 0.9059 -0.0059 -0.6% 0.9059 Range 0.0190 0.0169 -0.0022 -11.3% 0.0545 ATR 0.0154 0.0155 0.0001 0.7% 0.0000 Volume 49 8 -41 -83.7% 549
Daily Pivots for day following 20-Mar-2020 Classic Woodie Camarilla DeMark R4 0.9605 0.9500 0.9152 R3 0.9436 0.9332 0.9105 R2 0.9268 0.9268 0.9090 R1 0.9163 0.9163 0.9074 0.9131 PP 0.9099 0.9099 0.9099 0.9083 S1 0.8995 0.8995 0.9044 0.8963 S2 0.8931 0.8931 0.9028 S3 0.8762 0.8826 0.9013 S4 0.8594 0.8658 0.8966	Weekly Pivots for week ending 20-Mar-2020 Classic Woodie Camarilla DeMark R4 1.0858 1.0503 0.9358 R3 1.0314 0.9959 0.9209 R2 0.9769 0.9769 0.9159 R1 0.9414 0.9414 0.9109 0.9319 PP 0.9225 0.9225 0.9225 0.9177 S1 0.8870 0.8870 0.9009 0.8775 S2 0.8680 0.8680 0.8959 S3 0.8136 0.8325 0.8909 S4 0.7591 0.7781 0.8760
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9580 0.9035 0.0545 6.0% 0.0172 1.9% 4% False True 109 10 0.9939 0.9035 0.0904 10.0% 0.0212 2.3% 3% False True 135 20 0.9939 0.9035 0.0904 10.0% 0.0148 1.6% 3% False True 79
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 0.0037 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.9920 2.618 0.9645 1.618 0.9476 1.000 0.9372 0.618 0.9308 HIGH 0.9204 0.618 0.9139 0.500 0.9119 0.382 0.9099 LOW 0.9035 0.618 0.8931 1.000 0.8867 1.618 0.8762 2.618 0.8594 4.250 0.8319
Fisher Pivots for day following 20-Mar-2020 Pivot 1 day 3 day R1 0.9119 0.9233 PP 0.9099 0.9175 S1 0.9079 0.9117

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