CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	0.9503	0.9495	-0.0008	-0.1%	0.9573
High	0.9514	0.9510	-0.0004	0.0%	0.9626
Low	0.9485	0.9469	-0.0016	-0.2%	0.9469
Close	0.9495	0.9478	-0.0017	-0.2%	0.9478
Range	0.0029	0.0041	0.0012	41.4%	0.0157
ATR	0.0055	0.0054	-0.0001	-1.8%	0.0000
Volume	78,571	66,658	-11,913	-15.2%	412,651

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9609	0.9584	0.9501
R3	0.9568	0.9543	0.9489
R2	0.9527	0.9527	0.9486
R1	0.9502	0.9502	0.9482	0.9494
PP	0.9486	0.9486	0.9486	0.9482
S1	0.9461	0.9461	0.9474	0.9453
S2	0.9445	0.9445	0.9470
S3	0.9404	0.9420	0.9467
S4	0.9363	0.9379	0.9455

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9994	0.9892	0.9564
R3	0.9837	0.9736	0.9521
R2	0.9681	0.9681	0.9507
R1	0.9579	0.9579	0.9492	0.9552
PP	0.9524	0.9524	0.9524	0.9510
S1	0.9423	0.9423	0.9464	0.9395
S2	0.9368	0.9368	0.9449
S3	0.9211	0.9266	0.9435
S4	0.9055	0.9110	0.9392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9626	0.9469	0.0157	1.7%	0.0054	0.6%	6%	False	True	82,530
10	0.9626	0.9431	0.0195	2.1%	0.0055	0.6%	24%	False	False	83,903
20	0.9626	0.9363	0.0263	2.8%	0.0055	0.6%	44%	False	False	56,319
40	0.9626	0.9356	0.0270	2.8%	0.0058	0.6%	45%	False	False	28,311
60	0.9626	0.9296	0.0329	3.5%	0.0055	0.6%	55%	False	False	18,888
80	0.9626	0.9135	0.0491	5.2%	0.0055	0.6%	70%	False	False	14,189
100	0.9626	0.9135	0.0491	5.2%	0.0051	0.5%	70%	False	False	11,352

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9684
2.618	0.9617
1.618	0.9576
1.000	0.9551
0.618	0.9535
HIGH	0.9510
0.618	0.9494
0.500	0.9490
0.382	0.9485
LOW	0.9469
0.618	0.9444
1.000	0.9428
1.618	0.9403
2.618	0.9362
4.250	0.9295

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	0.9490	0.9505
PP	0.9486	0.9496
S1	0.9482	0.9487

Download as Excel Spreadsheet

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

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