CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	0.9433	0.9454	0.0021	0.2%	0.9384
High	0.9459	0.9486	0.0027	0.3%	0.9517
Low	0.9417	0.9430	0.0013	0.1%	0.9379
Close	0.9458	0.9453	-0.0005	-0.1%	0.9453
Range	0.0043	0.0057	0.0014	32.9%	0.0139
ATR	0.0060	0.0060	0.0000	-0.5%	0.0000
Volume	75,277	70,432	-4,845	-6.4%	396,297

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9626	0.9596	0.9484
R3	0.9569	0.9539	0.9468
R2	0.9513	0.9513	0.9463
R1	0.9483	0.9483	0.9458	0.9469
PP	0.9456	0.9456	0.9456	0.9449
S1	0.9426	0.9426	0.9447	0.9413
S2	0.9400	0.9400	0.9442
S3	0.9343	0.9370	0.9437
S4	0.9287	0.9313	0.9421

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9797	0.9529
R3	0.9726	0.9659	0.9491
R2	0.9588	0.9588	0.9478
R1	0.9520	0.9520	0.9465	0.9554
PP	0.9449	0.9449	0.9449	0.9466
S1	0.9382	0.9382	0.9440	0.9416
S2	0.9311	0.9311	0.9427
S3	0.9172	0.9243	0.9414
S4	0.9034	0.9105	0.9376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9517	0.9379	0.0139	1.5%	0.0065	0.7%	53%	False	False	79,259
10	0.9517	0.9344	0.0173	1.8%	0.0059	0.6%	63%	False	False	79,012
20	0.9603	0.9344	0.0259	2.7%	0.0064	0.7%	42%	False	False	90,535
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	57%	False	False	81,723
60	0.9603	0.9117	0.0486	5.1%	0.0059	0.6%	69%	False	False	71,427
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	69%	False	False	53,629
100	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	69%	False	False	42,918
120	0.9939	0.9034	0.0905	9.6%	0.0073	0.8%	46%	False	False	35,781

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9726
2.618	0.9634
1.618	0.9577
1.000	0.9543
0.618	0.9521
HIGH	0.9486
0.618	0.9464
0.500	0.9458
0.382	0.9451
LOW	0.9430
0.618	0.9395
1.000	0.9373
1.618	0.9338
2.618	0.9282
4.250	0.9189

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	0.9458	0.9467
PP	0.9456	0.9462
S1	0.9454	0.9457

Download as Excel Spreadsheet

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

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