CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	0.9490	0.9433	-0.0058	-0.6%	0.9447
High	0.9517	0.9459	-0.0058	-0.6%	0.9464
Low	0.9423	0.9417	-0.0006	-0.1%	0.9344
Close	0.9445	0.9458	0.0013	0.1%	0.9387
Range	0.0095	0.0043	-0.0052	-55.0%	0.0120
ATR	0.0062	0.0060	-0.0001	-2.2%	0.0000
Volume	91,159	75,277	-15,882	-17.4%	393,829

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9572	0.9557	0.9481
R3	0.9529	0.9515	0.9469
R2	0.9487	0.9487	0.9465
R1	0.9472	0.9472	0.9461	0.9480
PP	0.9444	0.9444	0.9444	0.9448
S1	0.9430	0.9430	0.9454	0.9437
S2	0.9402	0.9402	0.9450
S3	0.9359	0.9387	0.9446
S4	0.9317	0.9345	0.9434

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	0.9345	0.0172	1.8%	0.0065	0.7%	65%	False	False	78,192
10	0.9517	0.9344	0.0173	1.8%	0.0058	0.6%	66%	False	False	81,068
20	0.9603	0.9344	0.0259	2.7%	0.0066	0.7%	44%	False	False	93,667
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	58%	False	False	81,478
60	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	70%	False	False	70,261
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	70%	False	False	52,749
100	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	70%	False	False	42,214
120	0.9939	0.9034	0.0905	9.6%	0.0074	0.8%	47%	False	False	35,194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9640
2.618	0.9570
1.618	0.9528
1.000	0.9502
0.618	0.9485
HIGH	0.9459
0.618	0.9443
0.500	0.9438
0.382	0.9433
LOW	0.9417
0.618	0.9390
1.000	0.9374
1.618	0.9348
2.618	0.9305
4.250	0.9236

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	0.9451	0.9467
PP	0.9444	0.9464
S1	0.9438	0.9461

Download as Excel Spreadsheet

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

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