CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	0.9443	0.9393	-0.0050	-0.5%	0.9458
High	0.9444	0.9398	-0.0046	-0.5%	0.9501
Low	0.9377	0.9345	-0.0032	-0.3%	0.9396
Close	0.9379	0.9361	-0.0018	-0.2%	0.9443
Range	0.0068	0.0053	-0.0015	-21.5%	0.0105
ATR	0.0060	0.0060	-0.0001	-0.8%	0.0000
Volume	99,014	88,922	-10,092	-10.2%	423,088

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9527	0.9497	0.9390
R3	0.9474	0.9444	0.9376
R2	0.9421	0.9421	0.9371
R1	0.9391	0.9391	0.9366	0.9380
PP	0.9368	0.9368	0.9368	0.9362
S1	0.9338	0.9338	0.9356	0.9327
S2	0.9315	0.9315	0.9351
S3	0.9262	0.9285	0.9346
S4	0.9209	0.9232	0.9332

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	0.9345	0.0156	1.7%	0.0051	0.5%	10%	False	True	81,737
10	0.9603	0.9345	0.0258	2.8%	0.0066	0.7%	6%	False	True	93,088
20	0.9603	0.9304	0.0299	3.2%	0.0063	0.7%	19%	False	False	90,736
40	0.9603	0.9254	0.0349	3.7%	0.0055	0.6%	31%	False	False	79,978
60	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	50%	False	False	62,365
80	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	50%	False	False	46,803
100	0.9603	0.9034	0.0569	6.1%	0.0060	0.6%	58%	False	False	37,457
120	0.9939	0.9034	0.0905	9.7%	0.0075	0.8%	36%	False	False	31,227

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9623
2.618	0.9537
1.618	0.9484
1.000	0.9451
0.618	0.9431
HIGH	0.9398
0.618	0.9378
0.500	0.9372
0.382	0.9365
LOW	0.9345
0.618	0.9312
1.000	0.9292
1.618	0.9259
2.618	0.9206
4.250	0.9120

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	0.9372	0.9404
PP	0.9368	0.9390
S1	0.9365	0.9375

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