CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	0.9453	0.9454	0.0001	0.0%	0.9444
High	0.9458	0.9454	-0.0004	0.0%	0.9480
Low	0.9445	0.9447	0.0003	0.0%	0.9434
Close	0.9453	0.9454	0.0001	0.0%	0.9454
Range	0.0013	0.0007	-0.0006	-48.1%	0.0046
ATR	0.0046	0.0043	-0.0003	-6.1%	0.0000
Volume	0	2	2		13

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9473	0.9470	0.9458
R3	0.9466	0.9463	0.9456
R2	0.9459	0.9459	0.9455
R1	0.9456	0.9456	0.9455	0.9458
PP	0.9452	0.9452	0.9452	0.9452
S1	0.9449	0.9449	0.9453	0.9451
S2	0.9445	0.9445	0.9453
S3	0.9438	0.9442	0.9452
S4	0.9431	0.9435	0.9450

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9594	0.9570	0.9479
R3	0.9548	0.9524	0.9467
R2	0.9502	0.9502	0.9462
R1	0.9478	0.9478	0.9458	0.9490
PP	0.9456	0.9456	0.9456	0.9462
S1	0.9432	0.9432	0.9450	0.9444
S2	0.9410	0.9410	0.9446
S3	0.9364	0.9386	0.9441
S4	0.9318	0.9340	0.9429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9480	0.9427	0.0053	0.6%	0.0023	0.2%	51%	False	False	2
10	0.9526	0.9386	0.0140	1.5%	0.0042	0.4%	49%	False	False	2
20	0.9537	0.9380	0.0157	1.7%	0.0043	0.5%	47%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9484
2.618	0.9472
1.618	0.9465
1.000	0.9461
0.618	0.9458
HIGH	0.9454
0.618	0.9451
0.500	0.9451
0.382	0.9450
LOW	0.9447
0.618	0.9443
1.000	0.9440
1.618	0.9436
2.618	0.9429
4.250	0.9417

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	0.9453	0.9461
PP	0.9452	0.9459
S1	0.9451	0.9456

Download as Excel Spreadsheet

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

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