CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	0.9330	0.9334	0.0005	0.0%	0.9308
High	0.9345	0.9386	0.0041	0.4%	0.9386
Low	0.9318	0.9331	0.0013	0.1%	0.9283
Close	0.9336	0.9360	0.0025	0.3%	0.9360
Range	0.0027	0.0055	0.0028	103.7%	0.0103
ATR	0.0052	0.0052	0.0000	0.4%	0.0000
Volume	69,354	75,196	5,842	8.4%	353,005

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9524	0.9497	0.9390
R3	0.9469	0.9442	0.9375
R2	0.9414	0.9414	0.9370
R1	0.9387	0.9387	0.9365	0.9400
PP	0.9359	0.9359	0.9359	0.9365
S1	0.9332	0.9332	0.9355	0.9345
S2	0.9304	0.9304	0.9350
S3	0.9249	0.9277	0.9345
S4	0.9194	0.9222	0.9330

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9650	0.9608	0.9416
R3	0.9548	0.9505	0.9388
R2	0.9445	0.9445	0.9379
R1	0.9403	0.9403	0.9369	0.9424
PP	0.9343	0.9343	0.9343	0.9354
S1	0.9300	0.9300	0.9351	0.9322
S2	0.9240	0.9240	0.9341
S3	0.9138	0.9198	0.9332
S4	0.9035	0.9095	0.9304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9386	0.9283	0.0103	1.1%	0.0045	0.5%	75%	True	False	70,601
10	0.9386	0.9254	0.0132	1.4%	0.0049	0.5%	81%	True	False	70,800
20	0.9440	0.9254	0.0186	2.0%	0.0050	0.5%	57%	False	False	72,922
40	0.9440	0.9117	0.0323	3.5%	0.0054	0.6%	75%	False	False	43,215
60	0.9457	0.9117	0.0340	3.6%	0.0054	0.6%	72%	False	False	28,836
80	0.9457	0.9034	0.0423	4.5%	0.0064	0.7%	77%	False	False	21,644
100	0.9939	0.9015	0.0924	9.9%	0.0077	0.8%	37%	False	False	17,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9619
2.618	0.9529
1.618	0.9474
1.000	0.9441
0.618	0.9419
HIGH	0.9386
0.618	0.9364
0.500	0.9358
0.382	0.9352
LOW	0.9331
0.618	0.9297
1.000	0.9276
1.618	0.9242
2.618	0.9187
4.250	0.9097

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	0.9359	0.9353
PP	0.9359	0.9346
S1	0.9358	0.9339

Download as Excel Spreadsheet

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

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