CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 16-Jul-2020

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	0.9330	0.9356	0.0026	0.3%	0.9308
High	0.9383	0.9367	-0.0016	-0.2%	0.9386
Low	0.9326	0.9316	-0.0011	-0.1%	0.9283
Close	0.9356	0.9319	-0.0037	-0.4%	0.9360
Range	0.0057	0.0051	-0.0006	-9.7%	0.0103
ATR	0.0051	0.0051	0.0000	0.0%	0.0000
Volume	71,318	70,898	-420	-0.6%	353,005

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9487	0.9454	0.9347
R3	0.9436	0.9403	0.9333
R2	0.9385	0.9385	0.9328
R1	0.9352	0.9352	0.9324	0.9343
PP	0.9334	0.9334	0.9334	0.9329
S1	0.9301	0.9301	0.9314	0.9292
S2	0.9283	0.9283	0.9310
S3	0.9232	0.9250	0.9305
S4	0.9181	0.9199	0.9291

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	0.9315	0.0071	0.8%	0.0047	0.5%	6%	False	False	69,149
10	0.9386	0.9283	0.0103	1.1%	0.0044	0.5%	35%	False	False	68,804
20	0.9440	0.9254	0.0186	2.0%	0.0048	0.5%	35%	False	False	69,751
40	0.9440	0.9117	0.0323	3.5%	0.0053	0.6%	63%	False	False	49,937
60	0.9457	0.9117	0.0340	3.6%	0.0054	0.6%	60%	False	False	33,339
80	0.9457	0.9034	0.0423	4.5%	0.0058	0.6%	67%	False	False	25,023
100	0.9939	0.9034	0.0905	9.7%	0.0077	0.8%	32%	False	False	20,034

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9583
2.618	0.9500
1.618	0.9449
1.000	0.9418
0.618	0.9398
HIGH	0.9367
0.618	0.9347
0.500	0.9341
0.382	0.9335
LOW	0.9316
0.618	0.9284
1.000	0.9265
1.618	0.9233
2.618	0.9182
4.250	0.9099

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	0.9341	0.9349
PP	0.9334	0.9339
S1	0.9326	0.9329

Download as Excel Spreadsheet

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

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