CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 09-Sep-2020

Day Change Summary
	Previous	Current
	08-Sep-2020	09-Sep-2020	Change	Change %	Previous Week
Open	0.9426	0.9453	0.0027	0.3%	0.9497
High	0.9459	0.9465	0.0007	0.1%	0.9510
Low	0.9412	0.9421	0.0010	0.1%	0.9397
Close	0.9442	0.9428	-0.0014	-0.1%	0.9428
Range	0.0047	0.0044	-0.0003	-6.4%	0.0113
ATR	0.0060	0.0059	-0.0001	-1.9%	0.0000
Volume	34,612	84,955	50,343	145.4%	16,739

Daily Pivots for day following 09-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9570	0.9543	0.9452
R3	0.9526	0.9499	0.9440
R2	0.9482	0.9482	0.9436
R1	0.9455	0.9455	0.9432	0.9447
PP	0.9438	0.9438	0.9438	0.9434
S1	0.9411	0.9411	0.9424	0.9403
S2	0.9394	0.9394	0.9420
S3	0.9350	0.9367	0.9416
S4	0.9306	0.9323	0.9404

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	0.9465	0.9397	0.0068	0.7%	0.0044	0.5%	46%	True	False	26,564
10	0.9518	0.9363	0.0155	1.6%	0.0065	0.7%	42%	False	False	14,180
20	0.9528	0.9356	0.0172	1.8%	0.0060	0.6%	42%	False	False	7,177
40	0.9613	0.9316	0.0297	3.2%	0.0060	0.6%	38%	False	False	3,635
60	0.9613	0.9267	0.0346	3.7%	0.0055	0.6%	47%	False	False	2,443
80	0.9613	0.9135	0.0478	5.1%	0.0053	0.6%	61%	False	False	1,842
100	0.9613	0.9135	0.0478	5.1%	0.0051	0.5%	61%	False	False	1,474

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9652
2.618	0.9580
1.618	0.9536
1.000	0.9509
0.618	0.9492
HIGH	0.9465
0.618	0.9448
0.500	0.9443
0.382	0.9438
LOW	0.9421
0.618	0.9394
1.000	0.9377
1.618	0.9350
2.618	0.9306
4.250	0.9234

Fisher Pivots for day following 09-Sep-2020
Pivot	1 day	3 day
R1	0.9443	0.9433
PP	0.9438	0.9431
S1	0.9433	0.9430

Download as Excel Spreadsheet

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

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