CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	0.9550	0.9458	-0.0092	-1.0%	0.9437
High	0.9603	0.9476	-0.0127	-1.3%	0.9603
Low	0.9434	0.9396	-0.0038	-0.4%	0.9432
Close	0.9460	0.9440	-0.0020	-0.2%	0.9460
Range	0.0169	0.0080	-0.0090	-53.0%	0.0171
ATR	0.0064	0.0066	0.0001	1.7%	0.0000
Volume	170,438	108,956	-61,482	-36.1%	597,504

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9676	0.9637	0.9483
R3	0.9596	0.9558	0.9461
R2	0.9517	0.9517	0.9454
R1	0.9478	0.9478	0.9447	0.9458
PP	0.9437	0.9437	0.9437	0.9427
S1	0.9399	0.9399	0.9432	0.9378
S2	0.9358	0.9358	0.9425
S3	0.9278	0.9319	0.9418
S4	0.9199	0.9240	0.9396

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	0.9396	0.0207	2.2%	0.0082	0.9%	21%	False	True	117,314
10	0.9603	0.9320	0.0283	3.0%	0.0076	0.8%	42%	False	False	106,122
20	0.9603	0.9283	0.0320	3.4%	0.0060	0.6%	49%	False	False	86,447
40	0.9603	0.9130	0.0473	5.0%	0.0059	0.6%	66%	False	False	78,837
60	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	66%	False	False	53,094
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	66%	False	False	39,840
100	0.9747	0.9034	0.0713	7.6%	0.0070	0.7%	57%	False	False	31,890
120	0.9939	0.9015	0.0924	9.8%	0.0073	0.8%	46%	False	False	26,581

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9813
2.618	0.9684
1.618	0.9604
1.000	0.9555
0.618	0.9525
HIGH	0.9476
0.618	0.9445
0.500	0.9436
0.382	0.9426
LOW	0.9396
0.618	0.9347
1.000	0.9317
1.618	0.9267
2.618	0.9188
4.250	0.9058

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	0.9438	0.9499
PP	0.9437	0.9479
S1	0.9436	0.9459

Download as Excel Spreadsheet

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

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