CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	0.9366	0.9437	0.0072	0.8%	0.9349
High	0.9469	0.9519	0.0051	0.5%	0.9469
Low	0.9362	0.9432	0.0070	0.7%	0.9304
Close	0.9440	0.9495	0.0056	0.6%	0.9440
Range	0.0107	0.0088	-0.0019	-17.8%	0.0165
ATR	0.0055	0.0057	0.0002	4.3%	0.0000
Volume	133,069	119,889	-13,180	-9.9%	427,494

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9744	0.9707	0.9543
R3	0.9657	0.9620	0.9519
R2	0.9569	0.9569	0.9511
R1	0.9532	0.9532	0.9503	0.9551
PP	0.9482	0.9482	0.9482	0.9491
S1	0.9445	0.9445	0.9487	0.9463
S2	0.9394	0.9394	0.9479
S3	0.9307	0.9357	0.9471
S4	0.9219	0.9270	0.9447

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	0.9519	0.9320	0.0200	2.1%	0.0071	0.7%	88%	True	False	94,931
10	0.9519	0.9304	0.0216	2.3%	0.0057	0.6%	89%	True	False	80,147
20	0.9519	0.9254	0.0266	2.8%	0.0053	0.6%	91%	True	False	76,030
40	0.9519	0.9117	0.0403	4.2%	0.0057	0.6%	94%	True	False	64,840
60	0.9519	0.9117	0.0403	4.2%	0.0054	0.6%	94%	True	False	43,321
80	0.9519	0.9117	0.0403	4.2%	0.0055	0.6%	94%	True	False	32,513
100	0.9939	0.9034	0.0905	9.5%	0.0076	0.8%	51%	False	False	26,029

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9891
2.618	0.9748
1.618	0.9661
1.000	0.9607
0.618	0.9573
HIGH	0.9519
0.618	0.9486
0.500	0.9475
0.382	0.9465
LOW	0.9432
0.618	0.9377
1.000	0.9344
1.618	0.9290
2.618	0.9202
4.250	0.9060

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	0.9488	0.9472
PP	0.9482	0.9448
S1	0.9475	0.9425

Download as Excel Spreadsheet

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

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