CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	0.9356	0.9384	0.0029	0.3%	0.9447
High	0.9399	0.9442	0.0044	0.5%	0.9464
Low	0.9345	0.9379	0.0034	0.4%	0.9344
Close	0.9387	0.9434	0.0047	0.5%	0.9387
Range	0.0054	0.0064	0.0010	18.7%	0.0120
ATR	0.0058	0.0058	0.0000	0.7%	0.0000
Volume	65,099	71,990	6,891	10.6%	393,829

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9609	0.9585	0.9468
R3	0.9545	0.9521	0.9451
R2	0.9482	0.9482	0.9445
R1	0.9458	0.9458	0.9439	0.9470
PP	0.9418	0.9418	0.9418	0.9424
S1	0.9394	0.9394	0.9428	0.9406
S2	0.9355	0.9355	0.9422
S3	0.9291	0.9331	0.9416
S4	0.9228	0.9267	0.9399

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	0.9444	0.9344	0.0100	1.1%	0.0056	0.6%	90%	False	False	82,039
10	0.9501	0.9344	0.0157	1.7%	0.0051	0.5%	57%	False	False	77,995
20	0.9603	0.9320	0.0283	3.0%	0.0064	0.7%	40%	False	False	92,058
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	52%	False	False	80,884
60	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	65%	False	False	66,048
80	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	65%	False	False	49,578
100	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	65%	False	False	39,676
120	0.9939	0.9034	0.0905	9.6%	0.0074	0.8%	44%	False	False	33,079

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9712
2.618	0.9608
1.618	0.9545
1.000	0.9506
0.618	0.9481
HIGH	0.9442
0.618	0.9418
0.500	0.9410
0.382	0.9403
LOW	0.9379
0.618	0.9339
1.000	0.9315
1.618	0.9276
2.618	0.9212
4.250	0.9109

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	0.9426	0.9420
PP	0.9418	0.9407
S1	0.9410	0.9393

Download as Excel Spreadsheet

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

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