CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	0.9573	0.9566	-0.0007	-0.1%	0.9436
High	0.9626	0.9589	-0.0037	-0.4%	0.9601
Low	0.9541	0.9527	-0.0014	-0.1%	0.9431
Close	0.9553	0.9541	-0.0013	-0.1%	0.9576
Range	0.0085	0.0062	-0.0024	-27.6%	0.0170
ATR	0.0057	0.0057	0.0000	0.6%	0.0000
Volume	111,809	69,247	-42,562	-38.1%	426,386

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9737	0.9700	0.9574
R3	0.9675	0.9639	0.9557
R2	0.9614	0.9614	0.9552
R1	0.9577	0.9577	0.9546	0.9565
PP	0.9552	0.9552	0.9552	0.9546
S1	0.9516	0.9516	0.9535	0.9503
S2	0.9491	0.9491	0.9529
S3	0.9429	0.9454	0.9524
S4	0.9368	0.9393	0.9507

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	0.9626	0.9496	0.0130	1.4%	0.0064	0.7%	35%	False	False	93,534
10	0.9626	0.9418	0.0207	2.2%	0.0051	0.5%	59%	False	False	84,113
20	0.9626	0.9363	0.0263	2.8%	0.0059	0.6%	68%	False	False	44,917
40	0.9626	0.9356	0.0270	2.8%	0.0059	0.6%	68%	False	False	22,527
60	0.9626	0.9267	0.0359	3.8%	0.0056	0.6%	76%	False	False	15,034
80	0.9626	0.9135	0.0491	5.1%	0.0055	0.6%	83%	False	False	11,294
100	0.9626	0.9135	0.0491	5.1%	0.0051	0.5%	83%	False	False	9,036

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9850
2.618	0.9750
1.618	0.9688
1.000	0.9650
0.618	0.9627
HIGH	0.9589
0.618	0.9565
0.500	0.9558
0.382	0.9550
LOW	0.9527
0.618	0.9489
1.000	0.9466
1.618	0.9427
2.618	0.9366
4.250	0.9266

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	0.9558	0.9576
PP	0.9552	0.9564
S1	0.9546	0.9552

Download as Excel Spreadsheet

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

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