CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	0.9384	0.9436	0.0052	0.5%	0.9447
High	0.9442	0.9502	0.0060	0.6%	0.9464
Low	0.9379	0.9433	0.0054	0.6%	0.9344
Close	0.9434	0.9490	0.0057	0.6%	0.9387
Range	0.0064	0.0070	0.0006	9.4%	0.0120
ATR	0.0058	0.0059	0.0001	1.3%	0.0000
Volume	71,990	87,439	15,449	21.5%	393,829

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9683	0.9656	0.9528
R3	0.9614	0.9587	0.9509
R2	0.9544	0.9544	0.9503
R1	0.9517	0.9517	0.9496	0.9531
PP	0.9475	0.9475	0.9475	0.9482
S1	0.9448	0.9448	0.9484	0.9461
S2	0.9405	0.9405	0.9477
S3	0.9336	0.9378	0.9471
S4	0.9266	0.9309	0.9452

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	0.9502	0.9344	0.0158	1.7%	0.0056	0.6%	92%	True	False	79,724
10	0.9502	0.9344	0.0158	1.7%	0.0053	0.6%	92%	True	False	79,698
20	0.9603	0.9325	0.0278	2.9%	0.0064	0.7%	59%	False	False	92,402
40	0.9603	0.9254	0.0349	3.7%	0.0058	0.6%	68%	False	False	81,990
60	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	77%	False	False	67,504
80	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	77%	False	False	50,670
100	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	77%	False	False	40,550
120	0.9939	0.9034	0.0905	9.5%	0.0074	0.8%	50%	False	False	33,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9797
2.618	0.9684
1.618	0.9614
1.000	0.9572
0.618	0.9545
HIGH	0.9502
0.618	0.9475
0.500	0.9467
0.382	0.9459
LOW	0.9433
0.618	0.9390
1.000	0.9363
1.618	0.9320
2.618	0.9251
4.250	0.9137

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	0.9482	0.9468
PP	0.9475	0.9446
S1	0.9467	0.9424

Download as Excel Spreadsheet

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

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