CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	0.9487	0.9447	-0.0041	-0.4%	0.9456
High	0.9499	0.9472	-0.0028	-0.3%	0.9508
Low	0.9427	0.9421	-0.0006	-0.1%	0.9352
Close	0.9448	0.9439	-0.0009	-0.1%	0.9487
Range	0.0073	0.0051	-0.0022	-30.3%	0.0156
ATR	0.0068	0.0067	-0.0001	-1.8%	0.0000
Volume	100,078	80,498	-19,580	-19.6%	519,135

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9595	0.9567	0.9466
R3	0.9545	0.9517	0.9452
R2	0.9494	0.9494	0.9448
R1	0.9466	0.9466	0.9443	0.9455
PP	0.9444	0.9444	0.9444	0.9438
S1	0.9416	0.9416	0.9434	0.9405
S2	0.9393	0.9393	0.9429
S3	0.9343	0.9365	0.9425
S4	0.9292	0.9315	0.9411

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%	0.0086	0.9%	56%	False	False	113,398
10	0.9517	0.9352	0.0166	1.8%	0.0072	0.8%	53%	False	False	93,657
20	0.9517	0.9344	0.0173	1.8%	0.0062	0.7%	55%	False	False	86,678
40	0.9603	0.9292	0.0311	3.3%	0.0061	0.7%	47%	False	False	86,488
60	0.9603	0.9228	0.0375	4.0%	0.0059	0.6%	56%	False	False	82,173
80	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	66%	False	False	62,370
100	0.9603	0.9117	0.0486	5.1%	0.0058	0.6%	66%	False	False	49,910
120	0.9614	0.9034	0.0580	6.1%	0.0067	0.7%	70%	False	False	41,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.0021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9686
2.618	0.9604
1.618	0.9553
1.000	0.9522
0.618	0.9503
HIGH	0.9472
0.618	0.9452
0.500	0.9446
0.382	0.9440
LOW	0.9421
0.618	0.9390
1.000	0.9371
1.618	0.9339
2.618	0.9289
4.250	0.9206

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	0.9446	0.9436
PP	0.9444	0.9433
S1	0.9441	0.9430

Download as Excel Spreadsheet

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

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