CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	0.9420	0.9419	-0.0001	0.0%	0.9487
High	0.9434	0.9430	-0.0005	0.0%	0.9499
Low	0.9386	0.9389	0.0004	0.0%	0.9386
Close	0.9429	0.9417	-0.0013	-0.1%	0.9417
Range	0.0049	0.0041	-0.0008	-16.5%	0.0114
ATR	0.0064	0.0062	-0.0002	-2.6%	0.0000
Volume	89,961	90,403	442	0.5%	428,558

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9533	0.9515	0.9439
R3	0.9493	0.9475	0.9428
R2	0.9452	0.9452	0.9424
R1	0.9434	0.9434	0.9420	0.9423
PP	0.9412	0.9412	0.9412	0.9406
S1	0.9394	0.9394	0.9413	0.9383
S2	0.9371	0.9371	0.9409
S3	0.9331	0.9353	0.9405
S4	0.9290	0.9313	0.9394

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9774	0.9709	0.9479
R3	0.9661	0.9595	0.9448
R2	0.9547	0.9547	0.9437
R1	0.9482	0.9482	0.9427	0.9458
PP	0.9434	0.9434	0.9434	0.9422
S1	0.9368	0.9368	0.9406	0.9344
S2	0.9320	0.9320	0.9396
S3	0.9207	0.9255	0.9385
S4	0.9093	0.9141	0.9354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9499	0.9386	0.0114	1.2%	0.0050	0.5%	27%	False	False	85,711
10	0.9508	0.9352	0.0156	1.7%	0.0065	0.7%	42%	False	False	94,769
20	0.9517	0.9344	0.0173	1.8%	0.0062	0.7%	42%	False	False	86,890
40	0.9603	0.9304	0.0299	3.2%	0.0061	0.7%	38%	False	False	87,715
60	0.9603	0.9254	0.0349	3.7%	0.0058	0.6%	47%	False	False	82,784
80	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	62%	False	False	65,465
100	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	62%	False	False	52,388
120	0.9603	0.9034	0.0569	6.0%	0.0063	0.7%	67%	False	False	43,667

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9602
2.618	0.9536
1.618	0.9495
1.000	0.9470
0.618	0.9455
HIGH	0.9430
0.618	0.9414
0.500	0.9409
0.382	0.9404
LOW	0.9389
0.618	0.9364
1.000	0.9349
1.618	0.9323
2.618	0.9283
4.250	0.9217

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	0.9414	0.9417
PP	0.9412	0.9417
S1	0.9409	0.9417

Download as Excel Spreadsheet

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

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