CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	0.9308	0.9321	0.0013	0.1%	0.9341
High	0.9332	0.9333	0.0001	0.0%	0.9352
Low	0.9286	0.9283	-0.0003	0.0%	0.9254
Close	0.9329	0.9309	-0.0021	-0.2%	0.9303
Range	0.0046	0.0050	0.0004	8.7%	0.0098
ATR	0.0055	0.0055	0.0000	-0.7%	0.0000
Volume	80,746	73,363	-7,383	-9.1%	297,490

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9458	0.9433	0.9336
R3	0.9408	0.9383	0.9322
R2	0.9358	0.9358	0.9318
R1	0.9333	0.9333	0.9313	0.9321
PP	0.9308	0.9308	0.9308	0.9302
S1	0.9283	0.9283	0.9304	0.9271
S2	0.9258	0.9258	0.9299
S3	0.9208	0.9233	0.9295
S4	0.9158	0.9183	0.9281

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9597	0.9548	0.9357
R3	0.9499	0.9450	0.9330
R2	0.9401	0.9401	0.9321
R1	0.9352	0.9352	0.9312	0.9327
PP	0.9303	0.9303	0.9303	0.9290
S1	0.9254	0.9254	0.9294	0.9229
S2	0.9205	0.9205	0.9285
S3	0.9107	0.9156	0.9276
S4	0.9009	0.9058	0.9249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9333	0.9254	0.0080	0.9%	0.0048	0.5%	69%	True	False	74,634
10	0.9440	0.9254	0.0186	2.0%	0.0057	0.6%	30%	False	False	75,666
20	0.9440	0.9228	0.0212	2.3%	0.0054	0.6%	38%	False	False	73,542
40	0.9440	0.9117	0.0323	3.5%	0.0055	0.6%	59%	False	False	38,251
60	0.9457	0.9117	0.0340	3.7%	0.0056	0.6%	56%	False	False	25,524
80	0.9614	0.9034	0.0580	6.2%	0.0070	0.8%	47%	False	False	19,165
100	0.9939	0.9015	0.0924	9.9%	0.0076	0.8%	32%	False	False	15,342

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9546
2.618	0.9464
1.618	0.9414
1.000	0.9383
0.618	0.9364
HIGH	0.9333
0.618	0.9314
0.500	0.9308
0.382	0.9302
LOW	0.9283
0.618	0.9252
1.000	0.9233
1.618	0.9202
2.618	0.9152
4.250	0.9071

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	0.9308	0.9308
PP	0.9308	0.9308
S1	0.9308	0.9308

Download as Excel Spreadsheet

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

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