CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	0.9456	0.9436	-0.0020	-0.2%	0.9384
High	0.9464	0.9448	-0.0016	-0.2%	0.9517
Low	0.9436	0.9385	-0.0052	-0.5%	0.9379
Close	0.9440	0.9405	-0.0035	-0.4%	0.9453
Range	0.0028	0.0063	0.0036	129.1%	0.0139
ATR	0.0058	0.0058	0.0000	0.6%	0.0000
Volume	49,259	83,458	34,199	69.4%	396,297

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9566	0.9440
R3	0.9538	0.9503	0.9422
R2	0.9475	0.9475	0.9417
R1	0.9440	0.9440	0.9411	0.9426
PP	0.9412	0.9412	0.9412	0.9405
S1	0.9377	0.9377	0.9399	0.9363
S2	0.9349	0.9349	0.9393
S3	0.9286	0.9314	0.9388
S4	0.9223	0.9251	0.9370

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	0.9385	0.0133	1.4%	0.0057	0.6%	15%	False	True	73,917
10	0.9517	0.9344	0.0173	1.8%	0.0057	0.6%	35%	False	False	76,820
20	0.9603	0.9344	0.0259	2.7%	0.0061	0.6%	24%	False	False	85,643
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	43%	False	False	81,643
60	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	59%	False	False	73,606
80	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	59%	False	False	55,285
100	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	59%	False	False	44,245
120	0.9939	0.9034	0.0905	9.6%	0.0072	0.8%	41%	False	False	36,886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9715
2.618	0.9612
1.618	0.9549
1.000	0.9511
0.618	0.9486
HIGH	0.9448
0.618	0.9423
0.500	0.9416
0.382	0.9409
LOW	0.9385
0.618	0.9346
1.000	0.9322
1.618	0.9283
2.618	0.9220
4.250	0.9117

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	0.9416	0.9435
PP	0.9412	0.9425
S1	0.9409	0.9415

Download as Excel Spreadsheet

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

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