CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	0.9327	0.9370	0.0043	0.5%	0.9360
High	0.9381	0.9377	-0.0004	0.0%	0.9383
Low	0.9320	0.9325	0.0006	0.1%	0.9315
Close	0.9372	0.9331	-0.0041	-0.4%	0.9356
Range	0.0061	0.0052	-0.0010	-15.6%	0.0068
ATR	0.0051	0.0051	0.0000	0.1%	0.0000
Volume	80,564	82,270	1,706	2.1%	322,732

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9499	0.9466	0.9359
R3	0.9447	0.9415	0.9345
R2	0.9396	0.9396	0.9340
R1	0.9363	0.9363	0.9335	0.9354
PP	0.9344	0.9344	0.9344	0.9339
S1	0.9312	0.9312	0.9326	0.9302
S2	0.9293	0.9293	0.9321
S3	0.9241	0.9260	0.9316
S4	0.9190	0.9209	0.9302

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	0.9381	0.9304	0.0077	0.8%	0.0050	0.5%	35%	False	False	71,727
10	0.9386	0.9304	0.0082	0.9%	0.0046	0.5%	33%	False	False	70,284
20	0.9412	0.9254	0.0158	1.7%	0.0049	0.5%	49%	False	False	69,891
40	0.9440	0.9117	0.0323	3.5%	0.0054	0.6%	66%	False	False	57,102
60	0.9457	0.9117	0.0340	3.6%	0.0054	0.6%	63%	False	False	38,130
80	0.9457	0.9117	0.0340	3.6%	0.0056	0.6%	63%	False	False	28,616
100	0.9939	0.9034	0.0905	9.7%	0.0076	0.8%	33%	False	False	22,911

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9595
2.618	0.9511
1.618	0.9460
1.000	0.9428
0.618	0.9408
HIGH	0.9377
0.618	0.9357
0.500	0.9351
0.382	0.9345
LOW	0.9325
0.618	0.9293
1.000	0.9274
1.618	0.9242
2.618	0.9190
4.250	0.9106

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	0.9351	0.9342
PP	0.9344	0.9338
S1	0.9337	0.9334

Download as Excel Spreadsheet

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

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