CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 01-Jul-2020

Day Change Summary
	Previous	Current
	30-Jun-2020	01-Jul-2020	Change	Change %	Previous Week
Open	0.9307	0.9278	-0.0029	-0.3%	0.9388
High	0.9321	0.9335	0.0015	0.2%	0.9452
Low	0.9283	0.9267	-0.0016	-0.2%	0.9332
Close	0.9284	0.9326	0.0042	0.5%	0.9353
Range	0.0038	0.0068	0.0031	81.3%	0.0120
ATR	0.0051	0.0052	0.0001	2.4%	0.0000
Volume	104	67	-37	-35.6%	338

Daily Pivots for day following 01-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9513	0.9488	0.9363
R3	0.9445	0.9420	0.9345
R2	0.9377	0.9377	0.9338
R1	0.9352	0.9352	0.9332	0.9365
PP	0.9309	0.9309	0.9309	0.9316
S1	0.9284	0.9284	0.9320	0.9297
S2	0.9241	0.9241	0.9314
S3	0.9173	0.9216	0.9307
S4	0.9105	0.9148	0.9289

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	0.9388	0.9267	0.0121	1.3%	0.0052	0.6%	49%	False	True	69
10	0.9452	0.9267	0.0185	2.0%	0.0050	0.5%	32%	False	True	106
20	0.9452	0.9135	0.0317	3.4%	0.0054	0.6%	60%	False	False	90
40	0.9477	0.9135	0.0342	3.7%	0.0046	0.5%	56%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9624
2.618	0.9513
1.618	0.9445
1.000	0.9403
0.618	0.9377
HIGH	0.9335
0.618	0.9309
0.500	0.9301
0.382	0.9293
LOW	0.9267
0.618	0.9225
1.000	0.9199
1.618	0.9157
2.618	0.9089
4.250	0.8978

Fisher Pivots for day following 01-Jul-2020
Pivot	1 day	3 day
R1	0.9318	0.9323
PP	0.9309	0.9319
S1	0.9301	0.9316

Download as Excel Spreadsheet

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

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