CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	0.9537	0.9550	0.0013	0.1%	0.9437
High	0.9558	0.9603	0.0045	0.5%	0.9603
Low	0.9502	0.9434	-0.0069	-0.7%	0.9432
Close	0.9543	0.9460	-0.0083	-0.9%	0.9460
Range	0.0056	0.0169	0.0114	204.5%	0.0171
ATR	0.0056	0.0064	0.0008	14.3%	0.0000
Volume	93,797	170,438	76,641	81.7%	597,504

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0006	0.9902	0.9552
R3	0.9837	0.9733	0.9506
R2	0.9668	0.9668	0.9490
R1	0.9564	0.9564	0.9475	0.9531
PP	0.9499	0.9499	0.9499	0.9482
S1	0.9395	0.9395	0.9444	0.9362
S2	0.9330	0.9330	0.9429
S3	0.9161	0.9226	0.9413
S4	0.8992	0.9057	0.9367

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0011	0.9906	0.9554
R3	0.9840	0.9735	0.9507
R2	0.9669	0.9669	0.9491
R1	0.9564	0.9564	0.9475	0.9617
PP	0.9498	0.9498	0.9498	0.9524
S1	0.9393	0.9393	0.9444	0.9446
S2	0.9327	0.9327	0.9428
S3	0.9156	0.9222	0.9412
S4	0.8985	0.9051	0.9365

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9603	0.9432	0.0171	1.8%	0.0084	0.9%	16%	True	False	119,500
10	0.9603	0.9304	0.0299	3.2%	0.0073	0.8%	52%	True	False	102,499
20	0.9603	0.9283	0.0320	3.4%	0.0059	0.6%	55%	True	False	85,036
40	0.9603	0.9117	0.0486	5.1%	0.0059	0.6%	71%	True	False	76,279
60	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	71%	True	False	51,279
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	71%	True	False	38,479
100	0.9747	0.9034	0.0713	7.5%	0.0071	0.7%	60%	False	False	30,801
120	0.9939	0.9015	0.0924	9.8%	0.0072	0.8%	48%	False	False	25,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	1.0321
2.618	1.0045
1.618	0.9876
1.000	0.9772
0.618	0.9707
HIGH	0.9603
0.618	0.9538
0.500	0.9518
0.382	0.9498
LOW	0.9434
0.618	0.9329
1.000	0.9265
1.618	0.9160
2.618	0.8991
4.250	0.8715

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	0.9518	0.9518
PP	0.9499	0.9499
S1	0.9479	0.9479

Download as Excel Spreadsheet

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

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