CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	0.9337	0.9366	0.0029	0.3%	0.9349
High	0.9377	0.9469	0.0092	1.0%	0.9469
Low	0.9331	0.9362	0.0032	0.3%	0.9304
Close	0.9375	0.9440	0.0065	0.7%	0.9440
Range	0.0047	0.0107	0.0060	129.0%	0.0165
ATR	0.0051	0.0055	0.0004	7.9%	0.0000
Volume	58,865	133,069	74,204	126.1%	427,494

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9698	0.9498
R3	0.9636	0.9591	0.9469
R2	0.9530	0.9530	0.9459
R1	0.9485	0.9485	0.9449	0.9507
PP	0.9423	0.9423	0.9423	0.9435
S1	0.9378	0.9378	0.9430	0.9401
S2	0.9317	0.9317	0.9420
S3	0.9210	0.9272	0.9410
S4	0.9104	0.9165	0.9381

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9899	0.9834	0.9530
R3	0.9734	0.9669	0.9485
R2	0.9569	0.9569	0.9470
R1	0.9504	0.9504	0.9455	0.9537
PP	0.9404	0.9404	0.9404	0.9420
S1	0.9339	0.9339	0.9424	0.9372
S2	0.9239	0.9239	0.9409
S3	0.9074	0.9174	0.9394
S4	0.8909	0.9009	0.9349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9469	0.9304	0.0165	1.7%	0.0063	0.7%	82%	True	False	85,498
10	0.9469	0.9304	0.0165	1.7%	0.0053	0.6%	82%	True	False	75,022
20	0.9469	0.9254	0.0215	2.3%	0.0051	0.5%	87%	True	False	72,911
40	0.9469	0.9117	0.0352	3.7%	0.0056	0.6%	92%	True	False	61,872
60	0.9469	0.9117	0.0352	3.7%	0.0054	0.6%	92%	True	False	41,326
80	0.9469	0.9117	0.0352	3.7%	0.0055	0.6%	92%	True	False	31,014
100	0.9939	0.9034	0.0905	9.6%	0.0075	0.8%	45%	False	False	24,830

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	0.0007
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.9921
2.618	0.9747
1.618	0.9641
1.000	0.9575
0.618	0.9534
HIGH	0.9469
0.618	0.9428
0.500	0.9415
0.382	0.9403
LOW	0.9362
0.618	0.9296
1.000	0.9256
1.618	0.9190
2.618	0.9083
4.250	0.8909

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	0.9431	0.9425
PP	0.9423	0.9411
S1	0.9415	0.9397

Download as Excel Spreadsheet

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

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