CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 07-Aug-2020

Day Change Summary
	Previous	Current
	06-Aug-2020	07-Aug-2020	Change	Change %	Previous Week
Open	0.9473	0.9481	0.0008	0.1%	0.9458
High	0.9501	0.9484	-0.0017	-0.2%	0.9501
Low	0.9464	0.9432	-0.0032	-0.3%	0.9396
Close	0.9475	0.9443	-0.0032	-0.3%	0.9443
Range	0.0037	0.0052	0.0015	41.1%	0.0105
ATR	0.0061	0.0061	-0.0001	-1.2%	0.0000
Volume	74,137	90,992	16,855	22.7%	423,088

Daily Pivots for day following 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9607	0.9577	0.9471
R3	0.9556	0.9525	0.9457
R2	0.9504	0.9504	0.9452
R1	0.9474	0.9474	0.9448	0.9463
PP	0.9453	0.9453	0.9453	0.9448
S1	0.9422	0.9422	0.9438	0.9412
S2	0.9401	0.9401	0.9434
S3	0.9350	0.9371	0.9429
S4	0.9298	0.9319	0.9415

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9760	0.9706	0.9500
R3	0.9656	0.9602	0.9472
R2	0.9551	0.9551	0.9462
R1	0.9497	0.9497	0.9453	0.9472
PP	0.9447	0.9447	0.9447	0.9434
S1	0.9393	0.9393	0.9433	0.9367
S2	0.9342	0.9342	0.9424
S3	0.9238	0.9288	0.9414
S4	0.9133	0.9184	0.9386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9501	0.9396	0.0105	1.1%	0.0054	0.6%	45%	False	False	84,617
10	0.9603	0.9396	0.0207	2.2%	0.0069	0.7%	23%	False	False	102,059
20	0.9603	0.9304	0.0299	3.2%	0.0061	0.6%	47%	False	False	88,540
40	0.9603	0.9254	0.0349	3.7%	0.0055	0.6%	54%	False	False	80,731
60	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	67%	False	False	58,323
80	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	67%	False	False	43,762
100	0.9603	0.9034	0.0569	6.0%	0.0063	0.7%	72%	False	False	35,023
120	0.9939	0.9015	0.0924	9.8%	0.0074	0.8%	46%	False	False	29,198

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9702
2.618	0.9618
1.618	0.9567
1.000	0.9535
0.618	0.9515
HIGH	0.9484
0.618	0.9464
0.500	0.9458
0.382	0.9452
LOW	0.9432
0.618	0.9400
1.000	0.9381
1.618	0.9349
2.618	0.9297
4.250	0.9213

Fisher Pivots for day following 07-Aug-2020
Pivot	1 day	3 day
R1	0.9458	0.9466
PP	0.9453	0.9459
S1	0.9448	0.9451

Download as Excel Spreadsheet

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

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