CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 26-Aug-2020

Day Change Summary
	Previous	Current
	25-Aug-2020	26-Aug-2020	Change	Change %	Previous Week
Open	0.9436	0.9401	-0.0036	-0.4%	0.9384
High	0.9448	0.9440	-0.0008	-0.1%	0.9517
Low	0.9385	0.9386	0.0002	0.0%	0.9379
Close	0.9405	0.9434	0.0029	0.3%	0.9453
Range	0.0063	0.0054	-0.0010	-15.1%	0.0139
ATR	0.0058	0.0058	0.0000	-0.6%	0.0000
Volume	83,458	72,060	-11,398	-13.7%	396,297

Daily Pivots for day following 26-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9561	0.9463
R3	0.9527	0.9507	0.9449
R2	0.9473	0.9473	0.9444
R1	0.9454	0.9454	0.9439	0.9464
PP	0.9420	0.9420	0.9420	0.9425
S1	0.9400	0.9400	0.9429	0.9410
S2	0.9366	0.9366	0.9424
S3	0.9313	0.9347	0.9419
S4	0.9259	0.9293	0.9405

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	0.9486	0.9385	0.0102	1.1%	0.0049	0.5%	49%	False	False	70,097
10	0.9517	0.9344	0.0173	1.8%	0.0057	0.6%	52%	False	False	75,134
20	0.9603	0.9344	0.0259	2.7%	0.0061	0.6%	35%	False	False	84,111
40	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	52%	False	False	81,591
60	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	65%	False	False	74,750
80	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	65%	False	False	56,185
100	0.9603	0.9117	0.0486	5.2%	0.0056	0.6%	65%	False	False	44,965
120	0.9939	0.9034	0.0905	9.6%	0.0072	0.8%	44%	False	False	37,487

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9667
2.618	0.9580
1.618	0.9526
1.000	0.9493
0.618	0.9473
HIGH	0.9440
0.618	0.9419
0.500	0.9413
0.382	0.9406
LOW	0.9386
0.618	0.9353
1.000	0.9333
1.618	0.9299
2.618	0.9246
4.250	0.9159

Fisher Pivots for day following 26-Aug-2020
Pivot	1 day	3 day
R1	0.9427	0.9431
PP	0.9420	0.9427
S1	0.9413	0.9424

Download as Excel Spreadsheet

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

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