CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 28-Aug-2020

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	0.9436	0.9387	-0.0049	-0.5%	0.9456
High	0.9472	0.9508	0.0036	0.4%	0.9508
Low	0.9373	0.9352	-0.0021	-0.2%	0.9352
Close	0.9382	0.9487	0.0106	1.1%	0.9487
Range	0.0099	0.0156	0.0057	57.6%	0.0156
ATR	0.0061	0.0068	0.0007	11.2%	0.0000
Volume	131,184	183,174	51,990	39.6%	519,135

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9917	0.9858	0.9573
R3	0.9761	0.9702	0.9530
R2	0.9605	0.9605	0.9516
R1	0.9546	0.9546	0.9501	0.9575
PP	0.9449	0.9449	0.9449	0.9463
S1	0.9390	0.9390	0.9473	0.9419
S2	0.9293	0.9293	0.9458
S3	0.9137	0.9234	0.9444
S4	0.8981	0.9078	0.9401

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9917	0.9858	0.9573
R3	0.9761	0.9702	0.9530
R2	0.9605	0.9605	0.9516
R1	0.9546	0.9546	0.9501	0.9575
PP	0.9449	0.9449	0.9449	0.9463
S1	0.9390	0.9390	0.9473	0.9419
S2	0.9293	0.9293	0.9458
S3	0.9137	0.9234	0.9444
S4	0.8981	0.9078	0.9401

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9508	0.9352	0.0156	1.6%	0.0080	0.8%	87%	True	True	103,827
10	0.9517	0.9352	0.0166	1.7%	0.0073	0.8%	82%	False	True	91,543
20	0.9517	0.9344	0.0173	1.8%	0.0063	0.7%	83%	False	False	86,617
40	0.9603	0.9283	0.0320	3.4%	0.0061	0.6%	64%	False	False	85,827
60	0.9603	0.9117	0.0486	5.1%	0.0060	0.6%	76%	False	False	79,725
80	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	76%	False	False	60,113
100	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	76%	False	False	48,107
120	0.9747	0.9034	0.0713	7.5%	0.0069	0.7%	64%	False	False	40,103

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	0.0018
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.0171
2.618	0.9916
1.618	0.9760
1.000	0.9664
0.618	0.9604
HIGH	0.9508
0.618	0.9448
0.500	0.9430
0.382	0.9411
LOW	0.9352
0.618	0.9255
1.000	0.9196
1.618	0.9099
2.618	0.8943
4.250	0.8689

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	0.9468	0.9468
PP	0.9449	0.9449
S1	0.9430	0.9430

Download as Excel Spreadsheet

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

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