CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	0.9401	0.9436	0.0035	0.4%	0.9384
High	0.9440	0.9472	0.0032	0.3%	0.9517
Low	0.9386	0.9373	-0.0014	-0.1%	0.9379
Close	0.9434	0.9382	-0.0053	-0.6%	0.9453
Range	0.0054	0.0099	0.0046	85.0%	0.0139
ATR	0.0058	0.0061	0.0003	5.1%	0.0000
Volume	72,060	131,184	59,124	82.0%	396,297

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9706	0.9643	0.9436
R3	0.9607	0.9544	0.9409
R2	0.9508	0.9508	0.9400
R1	0.9445	0.9445	0.9391	0.9427
PP	0.9409	0.9409	0.9409	0.9400
S1	0.9346	0.9346	0.9372	0.9328
S2	0.9310	0.9310	0.9363
S3	0.9211	0.9247	0.9354
S4	0.9112	0.9148	0.9327

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	0.9373	0.0114	1.2%	0.0060	0.6%	8%	False	True	81,278
10	0.9517	0.9345	0.0172	1.8%	0.0062	0.7%	21%	False	False	79,735
20	0.9603	0.9344	0.0259	2.8%	0.0063	0.7%	15%	False	False	85,980
40	0.9603	0.9283	0.0320	3.4%	0.0058	0.6%	31%	False	False	82,859
60	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	55%	False	False	76,832
80	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	55%	False	False	57,825
100	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	55%	False	False	46,276
120	0.9823	0.9034	0.0790	8.4%	0.0071	0.8%	44%	False	False	38,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9892
2.618	0.9731
1.618	0.9632
1.000	0.9571
0.618	0.9533
HIGH	0.9472
0.618	0.9434
0.500	0.9422
0.382	0.9410
LOW	0.9373
0.618	0.9311
1.000	0.9274
1.618	0.9212
2.618	0.9113
4.250	0.8952

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	0.9422	0.9422
PP	0.9409	0.9409
S1	0.9395	0.9395

Download as Excel Spreadsheet

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

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