CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	0.9405	0.9354	-0.0051	-0.5%	0.9321
High	0.9412	0.9356	-0.0056	-0.6%	0.9387
Low	0.9350	0.9317	-0.0034	-0.4%	0.9304
Close	0.9362	0.9338	-0.0025	-0.3%	0.9369
Range	0.0062	0.0039	-0.0023	-36.6%	0.0083
ATR	0.0058	0.0057	-0.0001	-1.6%	0.0000
Volume	70,889	60,632	-10,257	-14.5%	343,480

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9454	0.9435	0.9359
R3	0.9415	0.9396	0.9348
R2	0.9376	0.9376	0.9345
R1	0.9357	0.9357	0.9341	0.9347
PP	0.9337	0.9337	0.9337	0.9332
S1	0.9318	0.9318	0.9334	0.9308
S2	0.9298	0.9298	0.9330
S3	0.9259	0.9279	0.9327
S4	0.9220	0.9240	0.9316

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9602	0.9569	0.9415
R3	0.9519	0.9486	0.9392
R2	0.9436	0.9436	0.9384
R1	0.9403	0.9403	0.9377	0.9420
PP	0.9353	0.9353	0.9353	0.9362
S1	0.9320	0.9320	0.9361	0.9337
S2	0.9270	0.9270	0.9354
S3	0.9187	0.9237	0.9346
S4	0.9104	0.9154	0.9323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9440	0.9317	0.0123	1.3%	0.0050	0.5%	17%	False	True	68,732
10	0.9440	0.9304	0.0136	1.5%	0.0050	0.5%	25%	False	False	75,043
20	0.9440	0.9117	0.0323	3.5%	0.0061	0.7%	68%	False	False	50,833
40	0.9457	0.9117	0.0340	3.6%	0.0056	0.6%	65%	False	False	25,534
60	0.9457	0.9117	0.0340	3.6%	0.0056	0.6%	65%	False	False	17,048
80	0.9939	0.9034	0.0905	9.7%	0.0081	0.9%	34%	False	False	12,809

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9521
2.618	0.9458
1.618	0.9419
1.000	0.9395
0.618	0.9380
HIGH	0.9356
0.618	0.9341
0.500	0.9336
0.382	0.9331
LOW	0.9317
0.618	0.9292
1.000	0.9278
1.618	0.9253
2.618	0.9214
4.250	0.9151

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	0.9337	0.9378
PP	0.9337	0.9365
S1	0.9336	0.9351

Download as Excel Spreadsheet

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

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