CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	0.9461	0.9473	0.0013	0.1%	0.9437
High	0.9499	0.9501	0.0002	0.0%	0.9603
Low	0.9449	0.9464	0.0015	0.2%	0.9432
Close	0.9472	0.9475	0.0004	0.0%	0.9460
Range	0.0050	0.0037	-0.0013	-26.3%	0.0171
ATR	0.0063	0.0061	-0.0002	-3.0%	0.0000
Volume	78,597	74,137	-4,460	-5.7%	597,504

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9589	0.9569	0.9495
R3	0.9553	0.9532	0.9485
R2	0.9516	0.9516	0.9482
R1	0.9496	0.9496	0.9478	0.9506
PP	0.9480	0.9480	0.9480	0.9485
S1	0.9459	0.9459	0.9472	0.9470
S2	0.9443	0.9443	0.9468
S3	0.9407	0.9423	0.9465
S4	0.9370	0.9386	0.9455

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%	0.0077	0.8%	38%	False	False	100,506
10	0.9603	0.9362	0.0241	2.5%	0.0074	0.8%	47%	False	False	106,266
20	0.9603	0.9304	0.0299	3.2%	0.0061	0.6%	57%	False	False	87,751
40	0.9603	0.9254	0.0349	3.7%	0.0056	0.6%	63%	False	False	80,932
60	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	74%	False	False	56,809
80	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	74%	False	False	42,626
100	0.9603	0.9034	0.0569	6.0%	0.0065	0.7%	78%	False	False	34,117
120	0.9939	0.9015	0.0924	9.8%	0.0074	0.8%	50%	False	False	28,440

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9656
2.618	0.9596
1.618	0.9560
1.000	0.9537
0.618	0.9523
HIGH	0.9501
0.618	0.9487
0.500	0.9482
0.382	0.9478
LOW	0.9464
0.618	0.9441
1.000	0.9428
1.618	0.9405
2.618	0.9368
4.250	0.9309

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	0.9482	0.9470
PP	0.9480	0.9465
S1	0.9477	0.9460

Download as Excel Spreadsheet

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

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