CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	0.9458	0.9441	-0.0017	-0.2%	0.9437
High	0.9476	0.9471	-0.0005	-0.1%	0.9603
Low	0.9396	0.9420	0.0024	0.3%	0.9432
Close	0.9440	0.9458	0.0018	0.2%	0.9460
Range	0.0080	0.0051	-0.0029	-36.5%	0.0171
ATR	0.0066	0.0064	-0.0001	-1.6%	0.0000
Volume	108,956	70,406	-38,550	-35.4%	597,504

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9580	0.9486
R3	0.9550	0.9529	0.9472
R2	0.9500	0.9500	0.9467
R1	0.9479	0.9479	0.9463	0.9489
PP	0.9449	0.9449	0.9449	0.9455
S1	0.9428	0.9428	0.9453	0.9439
S2	0.9399	0.9399	0.9449
S3	0.9348	0.9378	0.9444
S4	0.9298	0.9327	0.9430

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%	0.0079	0.8%	30%	False	False	109,260
10	0.9603	0.9325	0.0278	2.9%	0.0075	0.8%	48%	False	False	105,107
20	0.9603	0.9292	0.0311	3.3%	0.0060	0.6%	53%	False	False	86,299
40	0.9603	0.9228	0.0375	4.0%	0.0057	0.6%	61%	False	False	79,921
60	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	70%	False	False	54,267
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	70%	False	False	40,718
100	0.9614	0.9034	0.0580	6.1%	0.0068	0.7%	73%	False	False	32,592
120	0.9939	0.9015	0.0924	9.8%	0.0073	0.8%	48%	False	False	27,168

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9685
2.618	0.9603
1.618	0.9552
1.000	0.9521
0.618	0.9502
HIGH	0.9471
0.618	0.9451
0.500	0.9445
0.382	0.9439
LOW	0.9420
0.618	0.9389
1.000	0.9370
1.618	0.9338
2.618	0.9288
4.250	0.9205

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	0.9454	0.9499
PP	0.9449	0.9485
S1	0.9445	0.9472

Download as Excel Spreadsheet

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

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