CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 14-Jul-2020

Day Change Summary
	Previous	Current
	13-Jul-2020	14-Jul-2020	Change	Change %	Previous Week
Open	0.9360	0.9331	-0.0030	-0.3%	0.9308
High	0.9372	0.9343	-0.0029	-0.3%	0.9386
Low	0.9326	0.9315	-0.0011	-0.1%	0.9283
Close	0.9330	0.9336	0.0006	0.1%	0.9360
Range	0.0047	0.0028	-0.0019	-39.8%	0.0103
ATR	0.0052	0.0050	-0.0002	-3.3%	0.0000
Volume	68,645	59,692	-8,953	-13.0%	353,005

Daily Pivots for day following 14-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9415	0.9403	0.9351
R3	0.9387	0.9375	0.9343
R2	0.9359	0.9359	0.9341
R1	0.9347	0.9347	0.9338	0.9353
PP	0.9331	0.9331	0.9331	0.9334
S1	0.9319	0.9319	0.9333	0.9325
S2	0.9303	0.9303	0.9330
S3	0.9275	0.9291	0.9328
S4	0.9247	0.9263	0.9320

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	0.9292	0.0094	1.0%	0.0040	0.4%	47%	False	False	65,446
10	0.9386	0.9254	0.0132	1.4%	0.0044	0.5%	62%	False	False	70,040
20	0.9440	0.9254	0.0186	2.0%	0.0047	0.5%	44%	False	False	69,708
40	0.9440	0.9117	0.0323	3.5%	0.0053	0.6%	68%	False	False	46,399
60	0.9457	0.9117	0.0340	3.6%	0.0053	0.6%	64%	False	False	30,971
80	0.9457	0.9034	0.0423	4.5%	0.0061	0.6%	71%	False	False	23,246
100	0.9939	0.9015	0.0924	9.9%	0.0077	0.8%	35%	False	False	18,613

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9462
2.618	0.9416
1.618	0.9388
1.000	0.9371
0.618	0.9360
HIGH	0.9343
0.618	0.9332
0.500	0.9329
0.382	0.9326
LOW	0.9315
0.618	0.9298
1.000	0.9287
1.618	0.9270
2.618	0.9242
4.250	0.9196

Fisher Pivots for day following 14-Jul-2020
Pivot	1 day	3 day
R1	0.9333	0.9350
PP	0.9331	0.9345
S1	0.9329	0.9340

Download as Excel Spreadsheet

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

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