CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	0.9436	0.9490	0.0055	0.6%	0.9447
High	0.9502	0.9517	0.0015	0.2%	0.9464
Low	0.9433	0.9423	-0.0010	-0.1%	0.9344
Close	0.9490	0.9445	-0.0045	-0.5%	0.9387
Range	0.0070	0.0095	0.0025	36.0%	0.0120
ATR	0.0059	0.0062	0.0003	4.3%	0.0000
Volume	87,439	91,159	3,720	4.3%	393,829

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9690	0.9497
R3	0.9651	0.9595	0.9471
R2	0.9556	0.9556	0.9462
R1	0.9501	0.9501	0.9454	0.9481
PP	0.9462	0.9462	0.9462	0.9452
S1	0.9406	0.9406	0.9436	0.9387
S2	0.9367	0.9367	0.9428
S3	0.9273	0.9312	0.9419
S4	0.9178	0.9217	0.9393

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	0.9517	0.9344	0.0173	1.8%	0.0065	0.7%	58%	True	False	80,172
10	0.9517	0.9344	0.0173	1.8%	0.0058	0.6%	58%	True	False	80,954
20	0.9603	0.9331	0.0272	2.9%	0.0066	0.7%	42%	False	False	92,847
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	55%	False	False	81,369
60	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	68%	False	False	69,017
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	68%	False	False	51,809
100	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	68%	False	False	41,462
120	0.9939	0.9034	0.0905	9.6%	0.0074	0.8%	45%	False	False	34,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9919
2.618	0.9764
1.618	0.9670
1.000	0.9612
0.618	0.9575
HIGH	0.9517
0.618	0.9481
0.500	0.9470
0.382	0.9459
LOW	0.9423
0.618	0.9364
1.000	0.9328
1.618	0.9270
2.618	0.9175
4.250	0.9021

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	0.9470	0.9448
PP	0.9462	0.9447
S1	0.9453	0.9446

Download as Excel Spreadsheet

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

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