CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	0.9447	0.9438	-0.0009	-0.1%	0.9456
High	0.9472	0.9448	-0.0024	-0.2%	0.9508
Low	0.9421	0.9408	-0.0013	-0.1%	0.9352
Close	0.9439	0.9409	-0.0030	-0.3%	0.9487
Range	0.0051	0.0040	-0.0011	-20.8%	0.0156
ATR	0.0067	0.0065	-0.0002	-2.9%	0.0000
Volume	80,498	67,618	-12,880	-16.0%	519,135

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9542	0.9515	0.9431
R3	0.9502	0.9475	0.9420
R2	0.9462	0.9462	0.9416
R1	0.9435	0.9435	0.9412	0.9428
PP	0.9422	0.9422	0.9422	0.9418
S1	0.9395	0.9395	0.9405	0.9388
S2	0.9382	0.9382	0.9401
S3	0.9342	0.9355	0.9398
S4	0.9302	0.9315	0.9387

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%	0.0084	0.9%	37%	False	False	112,510
10	0.9508	0.9352	0.0156	1.7%	0.0066	0.7%	37%	False	False	91,303
20	0.9517	0.9344	0.0173	1.8%	0.0062	0.7%	37%	False	False	86,129
40	0.9603	0.9304	0.0299	3.2%	0.0061	0.7%	35%	False	False	86,820
60	0.9603	0.9254	0.0349	3.7%	0.0058	0.6%	44%	False	False	82,645
80	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	60%	False	False	63,214
100	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	60%	False	False	50,586
120	0.9603	0.9034	0.0569	6.0%	0.0065	0.7%	66%	False	False	42,168

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9618
2.618	0.9553
1.618	0.9513
1.000	0.9488
0.618	0.9473
HIGH	0.9448
0.618	0.9433
0.500	0.9428
0.382	0.9423
LOW	0.9408
0.618	0.9383
1.000	0.9368
1.618	0.9343
2.618	0.9303
4.250	0.9238

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	0.9428	0.9454
PP	0.9422	0.9439
S1	0.9415	0.9424

Download as Excel Spreadsheet

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

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