CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	0.9329	0.9349	0.0021	0.2%	0.9360
High	0.9357	0.9351	-0.0006	-0.1%	0.9383
Low	0.9320	0.9304	-0.0017	-0.2%	0.9315
Close	0.9356	0.9326	-0.0031	-0.3%	0.9356
Range	0.0037	0.0048	0.0010	26.7%	0.0068
ATR	0.0050	0.0050	0.0000	0.4%	0.0000
Volume	52,179	72,726	20,547	39.4%	322,732

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9469	0.9445	0.9352
R3	0.9422	0.9397	0.9339
R2	0.9374	0.9374	0.9334
R1	0.9350	0.9350	0.9330	0.9338
PP	0.9327	0.9327	0.9327	0.9321
S1	0.9302	0.9302	0.9321	0.9291
S2	0.9279	0.9279	0.9317
S3	0.9232	0.9255	0.9312
S4	0.9184	0.9207	0.9299

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9554	0.9522	0.9393
R3	0.9486	0.9455	0.9375
R2	0.9419	0.9419	0.9368
R1	0.9387	0.9387	0.9362	0.9369
PP	0.9351	0.9351	0.9351	0.9342
S1	0.9320	0.9320	0.9350	0.9302
S2	0.9284	0.9284	0.9344
S3	0.9216	0.9252	0.9337
S4	0.9149	0.9185	0.9319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9383	0.9304	0.0079	0.8%	0.0044	0.5%	28%	False	True	65,362
10	0.9386	0.9283	0.0103	1.1%	0.0044	0.5%	41%	False	False	66,771
20	0.9440	0.9254	0.0186	2.0%	0.0049	0.5%	39%	False	False	69,710
40	0.9440	0.9117	0.0323	3.5%	0.0053	0.6%	65%	False	False	53,043
60	0.9457	0.9117	0.0340	3.6%	0.0053	0.6%	61%	False	False	35,418
80	0.9457	0.9117	0.0340	3.6%	0.0057	0.6%	61%	False	False	26,580
100	0.9939	0.9034	0.0905	9.7%	0.0076	0.8%	32%	False	False	21,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9553
2.618	0.9475
1.618	0.9428
1.000	0.9399
0.618	0.9380
HIGH	0.9351
0.618	0.9333
0.500	0.9327
0.382	0.9322
LOW	0.9304
0.618	0.9274
1.000	0.9256
1.618	0.9227
2.618	0.9179
4.250	0.9102

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	0.9327	0.9335
PP	0.9327	0.9332
S1	0.9326	0.9329

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols