CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	0.9438	0.9420	-0.0019	-0.2%	0.9456
High	0.9448	0.9434	-0.0014	-0.1%	0.9508
Low	0.9408	0.9386	-0.0023	-0.2%	0.9352
Close	0.9409	0.9429	0.0021	0.2%	0.9487
Range	0.0040	0.0049	0.0009	21.3%	0.0156
ATR	0.0065	0.0064	-0.0001	-1.8%	0.0000
Volume	67,618	89,961	22,343	33.0%	519,135

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9562	0.9544	0.9456
R3	0.9513	0.9495	0.9442
R2	0.9465	0.9465	0.9438
R1	0.9447	0.9447	0.9433	0.9456
PP	0.9416	0.9416	0.9416	0.9421
S1	0.9398	0.9398	0.9425	0.9407
S2	0.9368	0.9368	0.9420
S3	0.9319	0.9350	0.9416
S4	0.9271	0.9301	0.9402

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%	0.0074	0.8%	50%	False	False	104,265
10	0.9508	0.9352	0.0156	1.7%	0.0067	0.7%	50%	False	False	92,772
20	0.9517	0.9344	0.0173	1.8%	0.0062	0.7%	49%	False	False	86,920
40	0.9603	0.9304	0.0299	3.2%	0.0062	0.7%	42%	False	False	87,335
60	0.9603	0.9254	0.0349	3.7%	0.0058	0.6%	50%	False	False	82,928
80	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	64%	False	False	64,337
100	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	64%	False	False	51,485
120	0.9603	0.9034	0.0569	6.0%	0.0064	0.7%	70%	False	False	42,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9640
2.618	0.9561
1.618	0.9512
1.000	0.9483
0.618	0.9464
HIGH	0.9434
0.618	0.9415
0.500	0.9410
0.382	0.9404
LOW	0.9386
0.618	0.9356
1.000	0.9337
1.618	0.9307
2.618	0.9259
4.250	0.9179

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	0.9423	0.9429
PP	0.9416	0.9429
S1	0.9410	0.9429

Download as Excel Spreadsheet

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

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