CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	0.9481	0.9447	-0.0034	-0.4%	0.9458
High	0.9484	0.9464	-0.0020	-0.2%	0.9501
Low	0.9432	0.9419	-0.0013	-0.1%	0.9396
Close	0.9443	0.9442	-0.0001	0.0%	0.9443
Range	0.0052	0.0045	-0.0007	-13.6%	0.0105
ATR	0.0061	0.0060	-0.0001	-1.9%	0.0000
Volume	90,992	55,621	-35,371	-38.9%	423,088

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9553	0.9466
R3	0.9531	0.9509	0.9454
R2	0.9486	0.9486	0.9450
R1	0.9464	0.9464	0.9446	0.9453
PP	0.9442	0.9442	0.9442	0.9436
S1	0.9420	0.9420	0.9438	0.9408
S2	0.9397	0.9397	0.9434
S3	0.9353	0.9375	0.9430
S4	0.9308	0.9331	0.9418

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	0.9419	0.0082	0.9%	0.0047	0.5%	28%	False	True	73,950
10	0.9603	0.9396	0.0207	2.2%	0.0064	0.7%	22%	False	False	95,632
20	0.9603	0.9304	0.0299	3.2%	0.0061	0.6%	46%	False	False	87,889
40	0.9603	0.9254	0.0349	3.7%	0.0054	0.6%	54%	False	False	79,216
60	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	67%	False	False	59,248
80	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	67%	False	False	44,457
100	0.9603	0.9034	0.0569	6.0%	0.0062	0.7%	72%	False	False	35,578
120	0.9939	0.9015	0.0924	9.8%	0.0075	0.8%	46%	False	False	29,661

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9653
2.618	0.9580
1.618	0.9536
1.000	0.9508
0.618	0.9491
HIGH	0.9464
0.618	0.9447
0.500	0.9441
0.382	0.9436
LOW	0.9419
0.618	0.9391
1.000	0.9375
1.618	0.9347
2.618	0.9302
4.250	0.9230

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	0.9442	0.9460
PP	0.9442	0.9454
S1	0.9441	0.9448

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols