CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 23-Jul-2020

Day Change Summary
	Previous	Current
	22-Jul-2020	23-Jul-2020	Change	Change %	Previous Week
Open	0.9370	0.9337	-0.0033	-0.4%	0.9360
High	0.9377	0.9377	0.0001	0.0%	0.9383
Low	0.9325	0.9331	0.0006	0.1%	0.9315
Close	0.9331	0.9375	0.0044	0.5%	0.9356
Range	0.0052	0.0047	-0.0005	-9.7%	0.0068
ATR	0.0051	0.0051	0.0000	-0.6%	0.0000
Volume	82,270	58,865	-23,405	-28.4%	322,732

Daily Pivots for day following 23-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9500	0.9484	0.9400
R3	0.9454	0.9437	0.9387
R2	0.9407	0.9407	0.9383
R1	0.9391	0.9391	0.9379	0.9399
PP	0.9361	0.9361	0.9361	0.9365
S1	0.9344	0.9344	0.9370	0.9353
S2	0.9314	0.9314	0.9366
S3	0.9268	0.9298	0.9362
S4	0.9221	0.9251	0.9349

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%	0.0049	0.5%	92%	False	False	69,320
10	0.9386	0.9304	0.0082	0.9%	0.0048	0.5%	87%	False	False	69,235
20	0.9386	0.9254	0.0132	1.4%	0.0048	0.5%	92%	False	False	69,289
40	0.9440	0.9117	0.0323	3.4%	0.0054	0.6%	80%	False	False	58,559
60	0.9457	0.9117	0.0340	3.6%	0.0053	0.6%	76%	False	False	39,110
80	0.9457	0.9117	0.0340	3.6%	0.0055	0.6%	76%	False	False	29,351
100	0.9939	0.9034	0.0905	9.7%	0.0075	0.8%	38%	False	False	23,499

Crabel Price Patterns
NR	True
NR4	True
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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9575
2.618	0.9499
1.618	0.9452
1.000	0.9424
0.618	0.9406
HIGH	0.9377
0.618	0.9359
0.500	0.9354
0.382	0.9348
LOW	0.9331
0.618	0.9302
1.000	0.9284
1.618	0.9255
2.618	0.9209
4.250	0.9133

Fisher Pivots for day following 23-Jul-2020
Pivot	1 day	3 day
R1	0.9368	0.9366
PP	0.9361	0.9358
S1	0.9354	0.9350

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