CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	0.9475	0.9483	0.0008	0.1%	0.9573
High	0.9509	0.9501	-0.0008	-0.1%	0.9626
Low	0.9472	0.9466	-0.0007	-0.1%	0.9469
Close	0.9486	0.9471	-0.0015	-0.2%	0.9478
Range	0.0037	0.0036	-0.0001	-2.7%	0.0157
ATR	0.0053	0.0051	-0.0001	-2.3%	0.0000
Volume	57,626	61,333	3,707	6.4%	412,651

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9586	0.9564	0.9491
R3	0.9550	0.9528	0.9481
R2	0.9515	0.9515	0.9478
R1	0.9493	0.9493	0.9474	0.9486
PP	0.9479	0.9479	0.9479	0.9476
S1	0.9457	0.9457	0.9468	0.9451
S2	0.9444	0.9444	0.9464
S3	0.9408	0.9422	0.9461
S4	0.9373	0.9386	0.9451

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	0.9541	0.9466	0.0075	0.8%	0.0040	0.4%	7%	False	True	70,110
10	0.9626	0.9466	0.0160	1.7%	0.0052	0.5%	3%	False	True	81,822
20	0.9626	0.9397	0.0229	2.4%	0.0047	0.5%	32%	False	False	62,064
40	0.9626	0.9356	0.0270	2.8%	0.0054	0.6%	43%	False	False	31,275
60	0.9626	0.9296	0.0329	3.5%	0.0055	0.6%	53%	False	False	20,870
80	0.9626	0.9150	0.0476	5.0%	0.0054	0.6%	68%	False	False	15,676
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	69%	False	False	12,541
120	0.9626	0.9135	0.0491	5.2%	0.0051	0.5%	69%	False	False	10,452

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9652
2.618	0.9594
1.618	0.9558
1.000	0.9537
0.618	0.9523
HIGH	0.9501
0.618	0.9487
0.500	0.9483
0.382	0.9479
LOW	0.9466
0.618	0.9444
1.000	0.9430
1.618	0.9408
2.618	0.9373
4.250	0.9315

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	0.9483	0.9488
PP	0.9479	0.9482
S1	0.9475	0.9477

Download as Excel Spreadsheet

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

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