CME Japanese Yen Future September 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	0.9422	0.9423	0.0002	0.0%	0.9413
High	0.9430	0.9468	0.0038	0.4%	0.9454
Low	0.9410	0.9420	0.0010	0.1%	0.9400
Close	0.9424	0.9468	0.0044	0.5%	0.9424
Range	0.0020	0.0048	0.0028	140.0%	0.0054
ATR	0.0055	0.0054	0.0000	-0.9%	0.0000
Volume	33,491	819	-32,672	-97.6%	404,849

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9580	0.9494
R3	0.9548	0.9532	0.9481
R2	0.9500	0.9500	0.9476
R1	0.9484	0.9484	0.9472	0.9492
PP	0.9452	0.9452	0.9452	0.9456
S1	0.9436	0.9436	0.9463	0.9444
S2	0.9404	0.9404	0.9459
S3	0.9356	0.9388	0.9454
S4	0.9308	0.9340	0.9441

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9586	0.9559	0.9453
R3	0.9533	0.9505	0.9439
R2	0.9479	0.9479	0.9434
R1	0.9452	0.9452	0.9429	0.9466
PP	0.9426	0.9426	0.9426	0.9433
S1	0.9398	0.9398	0.9419	0.9412
S2	0.9372	0.9372	0.9414
S3	0.9319	0.9345	0.9409
S4	0.9265	0.9291	0.9395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9468	0.9400	0.0068	0.7%	0.0037	0.4%	100%	True	False	81,133
10	0.9499	0.9386	0.0114	1.2%	0.0044	0.5%	72%	False	False	83,422
20	0.9517	0.9352	0.0166	1.7%	0.0058	0.6%	70%	False	False	87,482
40	0.9603	0.9304	0.0299	3.2%	0.0061	0.6%	55%	False	False	89,789
60	0.9603	0.9254	0.0349	3.7%	0.0056	0.6%	61%	False	False	82,766
80	0.9603	0.9117	0.0486	5.1%	0.0057	0.6%	72%	False	False	70,512
100	0.9603	0.9117	0.0486	5.1%	0.0056	0.6%	72%	False	False	56,439
120	0.9603	0.9034	0.0569	6.0%	0.0058	0.6%	76%	False	False	47,045

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9672
2.618	0.9593
1.618	0.9545
1.000	0.9516
0.618	0.9497
HIGH	0.9468
0.618	0.9449
0.500	0.9444
0.382	0.9438
LOW	0.9420
0.618	0.9390
1.000	0.9372
1.618	0.9342
2.618	0.9294
4.250	0.9216

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	0.9460	0.9458
PP	0.9452	0.9448
S1	0.9444	0.9438

Download as Excel Spreadsheet

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

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