CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	0.9431	0.9436	0.0005	0.1%	0.9426
High	0.9441	0.9488	0.0048	0.5%	0.9465
Low	0.9422	0.9431	0.0009	0.1%	0.9412
Close	0.9436	0.9471	0.0036	0.4%	0.9436
Range	0.0019	0.0058	0.0039	202.6%	0.0054
ATR	0.0054	0.0054	0.0000	0.5%	0.0000
Volume	73,392	69,738	-3,654	-5.0%	268,302

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9636	0.9611	0.9503
R3	0.9578	0.9553	0.9487
R2	0.9521	0.9521	0.9482
R1	0.9496	0.9496	0.9476	0.9508
PP	0.9463	0.9463	0.9463	0.9469
S1	0.9438	0.9438	0.9466	0.9451
S2	0.9406	0.9406	0.9460
S3	0.9348	0.9381	0.9455
S4	0.9291	0.9323	0.9439

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9570	0.9465
R3	0.9544	0.9517	0.9450
R2	0.9491	0.9491	0.9445
R1	0.9463	0.9463	0.9440	0.9477
PP	0.9437	0.9437	0.9437	0.9444
S1	0.9410	0.9410	0.9431	0.9424
S2	0.9384	0.9384	0.9426
S3	0.9330	0.9356	0.9421
S4	0.9277	0.9303	0.9406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9488	0.9412	0.0077	0.8%	0.0039	0.4%	78%	True	False	67,608
10	0.9510	0.9397	0.0113	1.2%	0.0045	0.5%	66%	False	False	35,477
20	0.9528	0.9363	0.0165	1.7%	0.0058	0.6%	66%	False	False	18,083
40	0.9613	0.9316	0.0297	3.1%	0.0059	0.6%	52%	False	False	9,095
60	0.9613	0.9267	0.0346	3.7%	0.0055	0.6%	59%	False	False	6,078
80	0.9613	0.9135	0.0478	5.0%	0.0054	0.6%	70%	False	False	4,573
100	0.9613	0.9135	0.0478	5.0%	0.0051	0.5%	70%	False	False	3,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9732
2.618	0.9639
1.618	0.9581
1.000	0.9546
0.618	0.9524
HIGH	0.9488
0.618	0.9466
0.500	0.9459
0.382	0.9452
LOW	0.9431
0.618	0.9395
1.000	0.9373
1.618	0.9337
2.618	0.9280
4.250	0.9186

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	0.9467	0.9465
PP	0.9463	0.9459
S1	0.9459	0.9453

Download as Excel Spreadsheet

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

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