CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	0.9437	0.9496	0.0059	0.6%	0.9349
High	0.9519	0.9533	0.0014	0.2%	0.9469
Low	0.9432	0.9468	0.0036	0.4%	0.9304
Close	0.9495	0.9521	0.0026	0.3%	0.9440
Range	0.0088	0.0066	-0.0022	-24.6%	0.0165
ATR	0.0057	0.0058	0.0001	1.1%	0.0000
Volume	119,889	110,676	-9,213	-7.7%	427,494

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9679	0.9557
R3	0.9639	0.9613	0.9539
R2	0.9573	0.9573	0.9533
R1	0.9547	0.9547	0.9527	0.9560
PP	0.9507	0.9507	0.9507	0.9514
S1	0.9481	0.9481	0.9514	0.9494
S2	0.9441	0.9441	0.9508
S3	0.9375	0.9415	0.9502
S4	0.9309	0.9349	0.9484

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	0.9533	0.9325	0.0208	2.2%	0.0072	0.8%	94%	True	False	100,953
10	0.9533	0.9304	0.0230	2.4%	0.0061	0.6%	94%	True	False	85,245
20	0.9533	0.9254	0.0280	2.9%	0.0053	0.6%	95%	True	False	77,642
40	0.9533	0.9117	0.0417	4.4%	0.0057	0.6%	97%	True	False	67,587
60	0.9533	0.9117	0.0417	4.4%	0.0054	0.6%	97%	True	False	45,165
80	0.9533	0.9117	0.0417	4.4%	0.0055	0.6%	97%	True	False	33,896
100	0.9939	0.9034	0.0905	9.5%	0.0075	0.8%	54%	False	False	27,135

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9814
2.618	0.9706
1.618	0.9640
1.000	0.9599
0.618	0.9574
HIGH	0.9533
0.618	0.9508
0.500	0.9500
0.382	0.9493
LOW	0.9468
0.618	0.9427
1.000	0.9402
1.618	0.9361
2.618	0.9295
4.250	0.9187

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	0.9514	0.9496
PP	0.9507	0.9472
S1	0.9500	0.9448

Download as Excel Spreadsheet

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

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