CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 21-Jul-2020

Day Change Summary
	Previous	Current
	20-Jul-2020	21-Jul-2020	Change	Change %	Previous Week
Open	0.9349	0.9327	-0.0022	-0.2%	0.9360
High	0.9351	0.9381	0.0030	0.3%	0.9383
Low	0.9304	0.9320	0.0016	0.2%	0.9315
Close	0.9326	0.9372	0.0046	0.5%	0.9356
Range	0.0048	0.0061	0.0014	28.4%	0.0068
ATR	0.0050	0.0051	0.0001	1.6%	0.0000
Volume	72,726	80,564	7,838	10.8%	322,732

Daily Pivots for day following 21-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9540	0.9517	0.9405
R3	0.9479	0.9456	0.9388
R2	0.9418	0.9418	0.9383
R1	0.9395	0.9395	0.9377	0.9407
PP	0.9357	0.9357	0.9357	0.9363
S1	0.9334	0.9334	0.9366	0.9346
S2	0.9296	0.9296	0.9360
S3	0.9235	0.9273	0.9355
S4	0.9174	0.9212	0.9338

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%	0.0051	0.5%	86%	False	False	69,537
10	0.9386	0.9292	0.0094	1.0%	0.0045	0.5%	85%	False	False	67,491
20	0.9440	0.9254	0.0186	2.0%	0.0051	0.5%	63%	False	False	71,579
40	0.9440	0.9117	0.0323	3.4%	0.0054	0.6%	79%	False	False	55,055
60	0.9457	0.9117	0.0340	3.6%	0.0054	0.6%	75%	False	False	36,760
80	0.9457	0.9117	0.0340	3.6%	0.0057	0.6%	75%	False	False	27,587
100	0.9939	0.9034	0.0905	9.7%	0.0076	0.8%	37%	False	False	22,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9640
2.618	0.9540
1.618	0.9479
1.000	0.9442
0.618	0.9418
HIGH	0.9381
0.618	0.9357
0.500	0.9350
0.382	0.9343
LOW	0.9320
0.618	0.9282
1.000	0.9259
1.618	0.9221
2.618	0.9160
4.250	0.9060

Fisher Pivots for day following 21-Jul-2020
Pivot	1 day	3 day
R1	0.9364	0.9362
PP	0.9357	0.9352
S1	0.9350	0.9342

Download as Excel Spreadsheet

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

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