CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 13-Jul-2020

Day Change Summary
	Previous	Current
	10-Jul-2020	13-Jul-2020	Change	Change %	Previous Week
Open	0.9334	0.9360	0.0026	0.3%	0.9308
High	0.9386	0.9372	-0.0014	-0.1%	0.9386
Low	0.9331	0.9326	-0.0005	-0.1%	0.9283
Close	0.9360	0.9330	-0.0030	-0.3%	0.9360
Range	0.0055	0.0047	-0.0009	-15.5%	0.0103
ATR	0.0052	0.0052	0.0000	-0.8%	0.0000
Volume	75,196	68,645	-6,551	-8.7%	353,005

Daily Pivots for day following 13-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9482	0.9453	0.9356
R3	0.9436	0.9406	0.9343
R2	0.9389	0.9389	0.9339
R1	0.9360	0.9360	0.9334	0.9351
PP	0.9343	0.9343	0.9343	0.9338
S1	0.9313	0.9313	0.9326	0.9305
S2	0.9296	0.9296	0.9321
S3	0.9250	0.9267	0.9317
S4	0.9203	0.9220	0.9304

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%	46%	False	False	68,180
10	0.9386	0.9254	0.0132	1.4%	0.0049	0.5%	58%	False	False	71,914
20	0.9440	0.9254	0.0186	2.0%	0.0048	0.5%	41%	False	False	70,543
40	0.9440	0.9117	0.0323	3.5%	0.0054	0.6%	66%	False	False	44,928
60	0.9457	0.9117	0.0340	3.6%	0.0054	0.6%	63%	False	False	29,979
80	0.9457	0.9034	0.0423	4.5%	0.0063	0.7%	70%	False	False	22,501
100	0.9939	0.9015	0.0924	9.9%	0.0077	0.8%	34%	False	False	18,016

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9570
2.618	0.9494
1.618	0.9447
1.000	0.9419
0.618	0.9401
HIGH	0.9372
0.618	0.9354
0.500	0.9349
0.382	0.9343
LOW	0.9326
0.618	0.9297
1.000	0.9279
1.618	0.9250
2.618	0.9204
4.250	0.9128

Fisher Pivots for day following 13-Jul-2020
Pivot	1 day	3 day
R1	0.9349	0.9352
PP	0.9343	0.9344
S1	0.9336	0.9337

Download as Excel Spreadsheet

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

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