CME Japanese Yen Future December 2020

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

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	0.9497	0.9459	-0.0039	-0.4%	0.9463
High	0.9510	0.9482	-0.0028	-0.3%	0.9518
Low	0.9438	0.9433	-0.0006	-0.1%	0.9363
Close	0.9459	0.9449	-0.0010	-0.1%	0.9498
Range	0.0072	0.0050	-0.0022	-30.8%	0.0155
ATR	0.0066	0.0065	-0.0001	-1.8%	0.0000
Volume	1,754	1,729	-25	-1.4%	6,000

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9603	0.9576	0.9476
R3	0.9554	0.9526	0.9463
R2	0.9504	0.9504	0.9458
R1	0.9477	0.9477	0.9454	0.9466
PP	0.9455	0.9455	0.9455	0.9449
S1	0.9427	0.9427	0.9444	0.9416
S2	0.9405	0.9405	0.9440
S3	0.9356	0.9378	0.9435
S4	0.9306	0.9328	0.9422

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9925	0.9866	0.9583
R3	0.9770	0.9711	0.9541
R2	0.9615	0.9615	0.9526
R1	0.9556	0.9556	0.9512	0.9586
PP	0.9460	0.9460	0.9460	0.9474
S1	0.9401	0.9401	0.9484	0.9431
S2	0.9305	0.9305	0.9470
S3	0.9150	0.9246	0.9455
S4	0.8995	0.9091	0.9413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9518	0.9363	0.0155	1.6%	0.0085	0.9%	55%	False	False	1,797
10	0.9528	0.9363	0.0165	1.7%	0.0071	0.7%	52%	False	False	1,009
20	0.9528	0.9356	0.0172	1.8%	0.0061	0.6%	54%	False	False	568
40	0.9613	0.9305	0.0308	3.3%	0.0059	0.6%	47%	False	False	315
60	0.9613	0.9248	0.0365	3.9%	0.0056	0.6%	55%	False	False	239
80	0.9613	0.9135	0.0478	5.1%	0.0053	0.6%	66%	False	False	182
100	0.9613	0.9135	0.0478	5.1%	0.0052	0.5%	66%	False	False	146

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9692
2.618	0.9612
1.618	0.9562
1.000	0.9532
0.618	0.9513
HIGH	0.9482
0.618	0.9463
0.500	0.9457
0.382	0.9451
LOW	0.9433
0.618	0.9402
1.000	0.9383
1.618	0.9352
2.618	0.9303
4.250	0.9222

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	0.9457	0.9446
PP	0.9455	0.9443
S1	0.9452	0.9441

Download as Excel Spreadsheet

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

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