CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	0.9524	0.9537	0.0013	0.1%	0.9349
High	0.9550	0.9558	0.0008	0.1%	0.9469
Low	0.9508	0.9502	-0.0006	-0.1%	0.9304
Close	0.9525	0.9543	0.0018	0.2%	0.9440
Range	0.0042	0.0056	0.0014	32.1%	0.0165
ATR	0.0056	0.0056	0.0000	-0.1%	0.0000
Volume	102,704	93,797	-8,907	-8.7%	427,494

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9701	0.9677	0.9573
R3	0.9645	0.9622	0.9558
R2	0.9590	0.9590	0.9553
R1	0.9566	0.9566	0.9548	0.9578
PP	0.9534	0.9534	0.9534	0.9540
S1	0.9511	0.9511	0.9537	0.9522
S2	0.9479	0.9479	0.9532
S3	0.9423	0.9455	0.9527
S4	0.9368	0.9400	0.9512

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	0.9558	0.9362	0.0196	2.0%	0.0071	0.7%	92%	True	False	112,027
10	0.9558	0.9304	0.0254	2.7%	0.0060	0.6%	94%	True	False	90,673
20	0.9558	0.9283	0.0275	2.9%	0.0052	0.5%	95%	True	False	79,739
40	0.9558	0.9117	0.0441	4.6%	0.0056	0.6%	97%	True	False	72,257
60	0.9558	0.9117	0.0441	4.6%	0.0055	0.6%	97%	True	False	48,440
80	0.9558	0.9117	0.0441	4.6%	0.0055	0.6%	97%	True	False	36,350
100	0.9823	0.9034	0.0790	8.3%	0.0072	0.8%	64%	False	False	29,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9793
2.618	0.9703
1.618	0.9647
1.000	0.9613
0.618	0.9592
HIGH	0.9558
0.618	0.9536
0.500	0.9530
0.382	0.9523
LOW	0.9502
0.618	0.9468
1.000	0.9447
1.618	0.9412
2.618	0.9357
4.250	0.9266

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	0.9538	0.9533
PP	0.9534	0.9523
S1	0.9530	0.9513

Download as Excel Spreadsheet

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

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