CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	0.9449	0.9429	-0.0020	-0.2%	0.9463
High	0.9459	0.9446	-0.0013	-0.1%	0.9518
Low	0.9418	0.9397	-0.0022	-0.2%	0.9363
Close	0.9420	0.9440	0.0021	0.2%	0.9498
Range	0.0040	0.0049	0.0009	22.5%	0.0155
ATR	0.0063	0.0062	-0.0001	-1.6%	0.0000
Volume	1,302	2,820	1,518	116.6%	6,000

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9556	0.9467
R3	0.9526	0.9507	0.9453
R2	0.9477	0.9477	0.9449
R1	0.9458	0.9458	0.9444	0.9468
PP	0.9428	0.9428	0.9428	0.9432
S1	0.9409	0.9409	0.9436	0.9418
S2	0.9379	0.9379	0.9431
S3	0.9330	0.9360	0.9427
S4	0.9281	0.9311	0.9413

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%	0.0073	0.8%	50%	False	False	1,983
10	0.9518	0.9363	0.0155	1.6%	0.0066	0.7%	50%	False	False	1,384
20	0.9528	0.9356	0.0172	1.8%	0.0061	0.6%	49%	False	False	764
40	0.9613	0.9316	0.0297	3.1%	0.0060	0.6%	42%	False	False	418
60	0.9613	0.9267	0.0346	3.7%	0.0055	0.6%	50%	False	False	307
80	0.9613	0.9135	0.0478	5.1%	0.0053	0.6%	64%	False	False	233
100	0.9613	0.9135	0.0478	5.1%	0.0051	0.5%	64%	False	False	187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9654
2.618	0.9574
1.618	0.9525
1.000	0.9495
0.618	0.9476
HIGH	0.9446
0.618	0.9427
0.500	0.9421
0.382	0.9416
LOW	0.9397
0.618	0.9367
1.000	0.9348
1.618	0.9318
2.618	0.9269
4.250	0.9189

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	0.9434	0.9440
PP	0.9428	0.9440
S1	0.9421	0.9439

Download as Excel Spreadsheet

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

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