CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	0.9495	0.9475	-0.0020	-0.2%	0.9573
High	0.9510	0.9509	-0.0002	0.0%	0.9626
Low	0.9469	0.9472	0.0003	0.0%	0.9469
Close	0.9478	0.9486	0.0008	0.1%	0.9478
Range	0.0041	0.0037	-0.0005	-11.0%	0.0157
ATR	0.0054	0.0053	-0.0001	-2.3%	0.0000
Volume	66,658	57,626	-9,032	-13.5%	412,651

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9579	0.9506
R3	0.9562	0.9542	0.9496
R2	0.9525	0.9525	0.9493
R1	0.9506	0.9506	0.9489	0.9516
PP	0.9489	0.9489	0.9489	0.9494
S1	0.9469	0.9469	0.9483	0.9479
S2	0.9452	0.9452	0.9479
S3	0.9416	0.9433	0.9476
S4	0.9379	0.9396	0.9466

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	0.9589	0.9469	0.0120	1.3%	0.0045	0.5%	14%	False	False	71,693
10	0.9626	0.9462	0.0164	1.7%	0.0053	0.6%	15%	False	False	82,692
20	0.9626	0.9397	0.0229	2.4%	0.0049	0.5%	39%	False	False	59,085
40	0.9626	0.9356	0.0270	2.8%	0.0055	0.6%	48%	False	False	29,745
60	0.9626	0.9296	0.0329	3.5%	0.0055	0.6%	58%	False	False	19,848
80	0.9626	0.9135	0.0491	5.2%	0.0055	0.6%	72%	False	False	14,909
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	72%	False	False	11,928

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9664
2.618	0.9604
1.618	0.9568
1.000	0.9545
0.618	0.9531
HIGH	0.9509
0.618	0.9495
0.500	0.9490
0.382	0.9486
LOW	0.9472
0.618	0.9449
1.000	0.9436
1.618	0.9413
2.618	0.9376
4.250	0.9317

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	0.9490	0.9491
PP	0.9489	0.9490
S1	0.9487	0.9488

Download as Excel Spreadsheet

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

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