CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	0.9454	0.9456	0.0003	0.0%	0.9384
High	0.9486	0.9464	-0.0023	-0.2%	0.9517
Low	0.9430	0.9436	0.0007	0.1%	0.9379
Close	0.9453	0.9440	-0.0013	-0.1%	0.9453
Range	0.0057	0.0028	-0.0029	-51.3%	0.0139
ATR	0.0060	0.0058	-0.0002	-3.9%	0.0000
Volume	70,432	49,259	-21,173	-30.1%	396,297

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9529	0.9512	0.9455
R3	0.9501	0.9484	0.9447
R2	0.9474	0.9474	0.9445
R1	0.9457	0.9457	0.9442	0.9452
PP	0.9446	0.9446	0.9446	0.9444
S1	0.9429	0.9429	0.9437	0.9424
S2	0.9419	0.9419	0.9434
S3	0.9391	0.9402	0.9432
S4	0.9364	0.9374	0.9424

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	0.9417	0.0101	1.1%	0.0058	0.6%	23%	False	False	74,713
10	0.9517	0.9344	0.0173	1.8%	0.0057	0.6%	55%	False	False	78,376
20	0.9603	0.9344	0.0259	2.7%	0.0061	0.6%	37%	False	False	87,004
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	53%	False	False	81,517
60	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	66%	False	False	72,228
80	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	66%	False	False	54,242
100	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	66%	False	False	43,411
120	0.9939	0.9034	0.0905	9.6%	0.0073	0.8%	45%	False	False	36,191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.9580
2.618	0.9535
1.618	0.9508
1.000	0.9491
0.618	0.9480
HIGH	0.9464
0.618	0.9453
0.500	0.9450
0.382	0.9447
LOW	0.9436
0.618	0.9419
1.000	0.9409
1.618	0.9392
2.618	0.9364
4.250	0.9319

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	0.9450	0.9451
PP	0.9446	0.9447
S1	0.9443	0.9443

Download as Excel Spreadsheet

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

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