CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	0.9359	0.9341	-0.0018	-0.2%	0.9388
High	0.9388	0.9365	-0.0023	-0.2%	0.9452
Low	0.9340	0.9295	-0.0045	-0.5%	0.9332
Close	0.9353	0.9309	-0.0045	-0.5%	0.9353
Range	0.0048	0.0070	0.0023	47.4%	0.0120
ATR	0.0050	0.0052	0.0001	2.8%	0.0000
Volume	33	136	103	312.1%	338

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9533	0.9491	0.9347
R3	0.9463	0.9421	0.9328
R2	0.9393	0.9393	0.9321
R1	0.9351	0.9351	0.9315	0.9337
PP	0.9323	0.9323	0.9323	0.9316
S1	0.9281	0.9281	0.9302	0.9267
S2	0.9253	0.9253	0.9296
S3	0.9183	0.9211	0.9289
S4	0.9113	0.9141	0.9270

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9737	0.9665	0.9419
R3	0.9618	0.9545	0.9386
R2	0.9498	0.9498	0.9375
R1	0.9426	0.9426	0.9364	0.9402
PP	0.9379	0.9379	0.9379	0.9367
S1	0.9306	0.9306	0.9342	0.9283
S2	0.9259	0.9259	0.9331
S3	0.9140	0.9187	0.9320
S4	0.9020	0.9067	0.9287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9452	0.9295	0.0157	1.7%	0.0063	0.7%	9%	False	True	84
10	0.9452	0.9295	0.0157	1.7%	0.0047	0.5%	9%	False	True	90
20	0.9452	0.9135	0.0317	3.4%	0.0055	0.6%	55%	False	False	82
40	0.9477	0.9135	0.0342	3.7%	0.0045	0.5%	51%	False	False	42

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9663
2.618	0.9548
1.618	0.9478
1.000	0.9435
0.618	0.9408
HIGH	0.9365
0.618	0.9338
0.500	0.9330
0.382	0.9322
LOW	0.9295
0.618	0.9252
1.000	0.9225
1.618	0.9182
2.618	0.9112
4.250	0.8998

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	0.9330	0.9341
PP	0.9323	0.9330
S1	0.9316	0.9319

Download as Excel Spreadsheet

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

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