CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	0.9360	0.9356	-0.0004	0.0%	0.9447
High	0.9387	0.9399	0.0012	0.1%	0.9464
Low	0.9344	0.9345	0.0001	0.0%	0.9344
Close	0.9356	0.9387	0.0031	0.3%	0.9387
Range	0.0043	0.0054	0.0011	25.9%	0.0120
ATR	0.0058	0.0058	0.0000	-0.6%	0.0000
Volume	85,173	65,099	-20,074	-23.6%	393,829

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9537	0.9516	0.9416
R3	0.9484	0.9462	0.9402
R2	0.9430	0.9430	0.9397
R1	0.9409	0.9409	0.9392	0.9420
PP	0.9377	0.9377	0.9377	0.9382
S1	0.9355	0.9355	0.9382	0.9366
S2	0.9323	0.9323	0.9377
S3	0.9270	0.9302	0.9372
S4	0.9216	0.9248	0.9358

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9757	0.9691	0.9453
R3	0.9637	0.9572	0.9420
R2	0.9518	0.9518	0.9409
R1	0.9452	0.9452	0.9398	0.9425
PP	0.9398	0.9398	0.9398	0.9385
S1	0.9333	0.9333	0.9376	0.9306
S2	0.9279	0.9279	0.9365
S3	0.9159	0.9213	0.9354
S4	0.9040	0.9094	0.9321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9464	0.9344	0.0120	1.3%	0.0052	0.6%	36%	False	False	78,765
10	0.9501	0.9344	0.0157	1.7%	0.0053	0.6%	27%	False	False	81,691
20	0.9603	0.9304	0.0299	3.2%	0.0063	0.7%	28%	False	False	92,095
40	0.9603	0.9254	0.0349	3.7%	0.0056	0.6%	38%	False	False	80,407
60	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	56%	False	False	64,856
80	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	56%	False	False	48,679
100	0.9603	0.9034	0.0569	6.1%	0.0058	0.6%	62%	False	False	38,958
120	0.9939	0.9034	0.0905	9.6%	0.0074	0.8%	39%	False	False	32,479

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9626
2.618	0.9539
1.618	0.9485
1.000	0.9452
0.618	0.9432
HIGH	0.9399
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	0.9258
2.618	0.9205
4.250	0.9118

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	0.9382	0.9382
PP	0.9377	0.9377
S1	0.9372	0.9371

Download as Excel Spreadsheet

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

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