CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	0.9538	0.9533	-0.0005	-0.1%	0.9329
High	0.9561	0.9568	0.0008	0.1%	0.9477
Low	0.9520	0.9514	-0.0007	-0.1%	0.9316
Close	0.9537	0.9554	0.0017	0.2%	0.9451
Range	0.0041	0.0055	0.0014	34.6%	0.0161
ATR	0.0053	0.0053	0.0000	0.2%	0.0000
Volume	45	26	-19	-42.2%	312

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9686	0.9583
R3	0.9654	0.9631	0.9568
R2	0.9600	0.9600	0.9563
R1	0.9577	0.9577	0.9558	0.9588
PP	0.9545	0.9545	0.9545	0.9551
S1	0.9522	0.9522	0.9549	0.9534
S2	0.9491	0.9491	0.9544
S3	0.9436	0.9468	0.9539
S4	0.9382	0.9413	0.9524

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9898	0.9835	0.9539
R3	0.9737	0.9674	0.9495
R2	0.9576	0.9576	0.9480
R1	0.9513	0.9513	0.9465	0.9544
PP	0.9415	0.9415	0.9415	0.9430
S1	0.9352	0.9352	0.9436	0.9383
S2	0.9254	0.9254	0.9421
S3	0.9093	0.9191	0.9406
S4	0.8932	0.9030	0.9362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9568	0.9374	0.0194	2.0%	0.0068	0.7%	93%	True	False	116
10	0.9568	0.9316	0.0252	2.6%	0.0057	0.6%	94%	True	False	68
20	0.9568	0.9296	0.0272	2.8%	0.0049	0.5%	95%	True	False	42
40	0.9568	0.9135	0.0433	4.5%	0.0051	0.5%	97%	True	False	66
60	0.9568	0.9135	0.0433	4.5%	0.0047	0.5%	97%	True	False	45

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9800
2.618	0.9711
1.618	0.9656
1.000	0.9623
0.618	0.9602
HIGH	0.9568
0.618	0.9547
0.500	0.9541
0.382	0.9534
LOW	0.9514
0.618	0.9480
1.000	0.9459
1.618	0.9425
2.618	0.9371
4.250	0.9282

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	0.9549	0.9544
PP	0.9545	0.9534
S1	0.9541	0.9524

Download as Excel Spreadsheet

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

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