CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	0.9413	0.9438	0.0025	0.3%	0.9487
High	0.9448	0.9454	0.0006	0.1%	0.9499
Low	0.9400	0.9410	0.0010	0.1%	0.9386
Close	0.9431	0.9416	-0.0015	-0.2%	0.9417
Range	0.0048	0.0044	-0.0004	-8.4%	0.0114
ATR	0.0061	0.0060	-0.0001	-2.0%	0.0000
Volume	125,625	145,644	20,019	15.9%	428,558

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9557	0.9530	0.9440
R3	0.9514	0.9487	0.9428
R2	0.9470	0.9470	0.9424
R1	0.9443	0.9443	0.9420	0.9435
PP	0.9427	0.9427	0.9427	0.9422
S1	0.9400	0.9400	0.9412	0.9391
S2	0.9383	0.9383	0.9408
S3	0.9340	0.9356	0.9404
S4	0.9296	0.9313	0.9392

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	0.9454	0.9386	0.0068	0.7%	0.0044	0.5%	45%	True	False	103,850
10	0.9508	0.9352	0.0156	1.7%	0.0065	0.7%	41%	False	False	108,624
20	0.9517	0.9344	0.0173	1.8%	0.0061	0.6%	42%	False	False	92,722
40	0.9603	0.9304	0.0299	3.2%	0.0062	0.7%	38%	False	False	91,289
60	0.9603	0.9254	0.0349	3.7%	0.0057	0.6%	47%	False	False	84,095
80	0.9603	0.9117	0.0486	5.2%	0.0058	0.6%	62%	False	False	68,844
100	0.9603	0.9117	0.0486	5.2%	0.0057	0.6%	62%	False	False	55,098
120	0.9603	0.9034	0.0569	6.0%	0.0061	0.6%	67%	False	False	45,927

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9638
2.618	0.9567
1.618	0.9524
1.000	0.9497
0.618	0.9480
HIGH	0.9454
0.618	0.9437
0.500	0.9432
0.382	0.9427
LOW	0.9410
0.618	0.9383
1.000	0.9367
1.618	0.9340
2.618	0.9296
4.250	0.9225

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	0.9432	0.9421
PP	0.9427	0.9420
S1	0.9421	0.9418

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

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