CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	0.9387	0.9487	0.0101	1.1%	0.9456
High	0.9508	0.9499	-0.0009	-0.1%	0.9508
Low	0.9352	0.9427	0.0075	0.8%	0.9352
Close	0.9487	0.9448	-0.0040	-0.4%	0.9487
Range	0.0156	0.0073	-0.0084	-53.5%	0.0156
ATR	0.0068	0.0068	0.0000	0.5%	0.0000
Volume	183,174	100,078	-83,096	-45.4%	519,135

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9675	0.9634	0.9487
R3	0.9603	0.9561	0.9467
R2	0.9530	0.9530	0.9461
R1	0.9489	0.9489	0.9454	0.9473
PP	0.9458	0.9458	0.9458	0.9450
S1	0.9416	0.9416	0.9441	0.9401
S2	0.9385	0.9385	0.9434
S3	0.9313	0.9344	0.9428
S4	0.9240	0.9271	0.9408

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	1.7%	0.0089	0.9%	62%	False	False	113,990
10	0.9517	0.9352	0.0166	1.8%	0.0073	0.8%	58%	False	False	94,352
20	0.9517	0.9344	0.0173	1.8%	0.0062	0.7%	60%	False	False	86,173
40	0.9603	0.9283	0.0320	3.4%	0.0061	0.6%	51%	False	False	86,310
60	0.9603	0.9130	0.0473	5.0%	0.0060	0.6%	67%	False	False	81,282
80	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	68%	False	False	61,364
100	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	68%	False	False	49,107
120	0.9747	0.9034	0.0713	7.5%	0.0069	0.7%	58%	False	False	40,937

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9807
2.618	0.9689
1.618	0.9616
1.000	0.9572
0.618	0.9544
HIGH	0.9499
0.618	0.9471
0.500	0.9463
0.382	0.9454
LOW	0.9427
0.618	0.9382
1.000	0.9354
1.618	0.9309
2.618	0.9237
4.250	0.9118

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	0.9463	0.9442
PP	0.9458	0.9436
S1	0.9453	0.9430

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols