CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	0.9541	0.9557	0.0016	0.2%	0.9436
High	0.9578	0.9601	0.0023	0.2%	0.9601
Low	0.9519	0.9546	0.0028	0.3%	0.9431
Close	0.9563	0.9576	0.0013	0.1%	0.9576
Range	0.0059	0.0055	-0.0005	-7.6%	0.0170
ATR	0.0054	0.0054	0.0000	0.0%	0.0000
Volume	96,597	87,538	-9,059	-9.4%	426,386

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9738	0.9711	0.9605
R3	0.9683	0.9657	0.9590
R2	0.9629	0.9629	0.9585
R1	0.9602	0.9602	0.9580	0.9615
PP	0.9574	0.9574	0.9574	0.9581
S1	0.9548	0.9548	0.9571	0.9561
S2	0.9520	0.9520	0.9566
S3	0.9465	0.9493	0.9561
S4	0.9411	0.9439	0.9546

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	0.9981	0.9669
R3	0.9876	0.9811	0.9622
R2	0.9706	0.9706	0.9607
R1	0.9641	0.9641	0.9591	0.9673
PP	0.9536	0.9536	0.9536	0.9552
S1	0.9471	0.9471	0.9560	0.9503
S2	0.9366	0.9366	0.9544
S3	0.9196	0.9301	0.9529
S4	0.9026	0.9131	0.9482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9601	0.9431	0.0170	1.8%	0.0055	0.6%	85%	True	False	85,277
10	0.9601	0.9401	0.0200	2.1%	0.0045	0.5%	88%	True	False	70,382
20	0.9601	0.9363	0.0238	2.5%	0.0056	0.6%	89%	True	False	35,883
40	0.9613	0.9356	0.0257	2.7%	0.0060	0.6%	85%	False	False	18,010
60	0.9613	0.9267	0.0346	3.6%	0.0055	0.6%	89%	False	False	12,017
80	0.9613	0.9135	0.0478	5.0%	0.0055	0.6%	92%	False	False	9,031
100	0.9613	0.9135	0.0478	5.0%	0.0051	0.5%	92%	False	False	7,225

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9743
1.618	0.9689
1.000	0.9655
0.618	0.9634
HIGH	0.9601
0.618	0.9580
0.500	0.9573
0.382	0.9567
LOW	0.9546
0.618	0.9512
1.000	0.9492
1.618	0.9458
2.618	0.9403
4.250	0.9314

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	0.9575	0.9566
PP	0.9574	0.9557
S1	0.9573	0.9548

Download as Excel Spreadsheet

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

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