CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	0.9433	0.9426	-0.0007	-0.1%	0.9497
High	0.9440	0.9459	0.0019	0.2%	0.9510
Low	0.9401	0.9412	0.0011	0.1%	0.9397
Close	0.9428	0.9442	0.0015	0.2%	0.9428
Range	0.0040	0.0047	0.0008	19.0%	0.0113
ATR	0.0061	0.0060	-0.0001	-1.6%	0.0000
Volume	9,134	34,612	25,478	278.9%	16,739

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9578	0.9557	0.9468
R3	0.9531	0.9510	0.9455
R2	0.9484	0.9484	0.9451
R1	0.9463	0.9463	0.9446	0.9474
PP	0.9437	0.9437	0.9437	0.9443
S1	0.9416	0.9416	0.9438	0.9427
S2	0.9390	0.9390	0.9433
S3	0.9343	0.9369	0.9429
S4	0.9296	0.9322	0.9416

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9782	0.9717	0.9489
R3	0.9670	0.9605	0.9458
R2	0.9557	0.9557	0.9448
R1	0.9492	0.9492	0.9438	0.9469
PP	0.9445	0.9445	0.9445	0.9433
S1	0.9380	0.9380	0.9417	0.9356
S2	0.9332	0.9332	0.9407
S3	0.9220	0.9267	0.9397
S4	0.9107	0.9155	0.9366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9482	0.9397	0.0085	0.9%	0.0045	0.5%	53%	False	False	9,919
10	0.9518	0.9363	0.0155	1.6%	0.0066	0.7%	51%	False	False	5,720
20	0.9528	0.9356	0.0172	1.8%	0.0061	0.6%	50%	False	False	2,934
40	0.9613	0.9316	0.0297	3.1%	0.0060	0.6%	42%	False	False	1,511
60	0.9613	0.9267	0.0346	3.7%	0.0054	0.6%	51%	False	False	1,028
80	0.9613	0.9135	0.0478	5.1%	0.0053	0.6%	64%	False	False	780
100	0.9613	0.9135	0.0478	5.1%	0.0051	0.5%	64%	False	False	625

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9658
2.618	0.9582
1.618	0.9535
1.000	0.9506
0.618	0.9488
HIGH	0.9459
0.618	0.9441
0.500	0.9435
0.382	0.9429
LOW	0.9412
0.618	0.9382
1.000	0.9365
1.618	0.9335
2.618	0.9288
4.250	0.9212

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	0.9440	0.9437
PP	0.9437	0.9432
S1	0.9435	0.9428

Download as Excel Spreadsheet

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

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