CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	0.9272	0.9315	0.0044	0.5%	0.9375
High	0.9324	0.9326	0.0002	0.0%	0.9440
Low	0.9254	0.9291	0.0038	0.4%	0.9317
Close	0.9313	0.9303	-0.0010	-0.1%	0.9339
Range	0.0071	0.0035	-0.0036	-51.1%	0.0123
ATR	0.0058	0.0056	-0.0002	-2.9%	0.0000
Volume	80,430	64,485	-15,945	-19.8%	348,257

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9410	0.9391	0.9322
R3	0.9376	0.9357	0.9312
R2	0.9341	0.9341	0.9309
R1	0.9322	0.9322	0.9306	0.9314
PP	0.9307	0.9307	0.9307	0.9303
S1	0.9288	0.9288	0.9300	0.9280
S2	0.9272	0.9272	0.9297
S3	0.9238	0.9253	0.9294
S4	0.9203	0.9219	0.9284

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9734	0.9660	0.9407
R3	0.9611	0.9537	0.9373
R2	0.9488	0.9488	0.9362
R1	0.9414	0.9414	0.9350	0.9389
PP	0.9365	0.9365	0.9365	0.9353
S1	0.9291	0.9291	0.9328	0.9266
S2	0.9242	0.9242	0.9316
S3	0.9119	0.9168	0.9305
S4	0.8996	0.9045	0.9271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9374	0.9254	0.0121	1.3%	0.0054	0.6%	41%	False	False	71,000
10	0.9440	0.9254	0.0186	2.0%	0.0052	0.6%	27%	False	False	69,866
20	0.9440	0.9117	0.0323	3.5%	0.0059	0.6%	58%	False	False	67,521
40	0.9455	0.9117	0.0339	3.6%	0.0056	0.6%	55%	False	False	34,400
60	0.9457	0.9117	0.0340	3.7%	0.0056	0.6%	55%	False	False	22,960
80	0.9747	0.9034	0.0713	7.7%	0.0074	0.8%	38%	False	False	17,242
100	0.9939	0.9015	0.0924	9.9%	0.0075	0.8%	31%	False	False	13,802

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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9472
2.618	0.9416
1.618	0.9381
1.000	0.9360
0.618	0.9347
HIGH	0.9326
0.618	0.9312
0.500	0.9308
0.382	0.9304
LOW	0.9291
0.618	0.9270
1.000	0.9257
1.618	0.9235
2.618	0.9201
4.250	0.9144

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	0.9308	0.9299
PP	0.9307	0.9294
S1	0.9305	0.9290

Download as Excel Spreadsheet

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

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