CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	0.9483	0.9474	-0.0010	-0.1%	0.9573
High	0.9501	0.9496	-0.0006	-0.1%	0.9626
Low	0.9466	0.9460	-0.0006	-0.1%	0.9469
Close	0.9471	0.9488	0.0017	0.2%	0.9478
Range	0.0036	0.0036	0.0001	1.4%	0.0157
ATR	0.0051	0.0050	-0.0001	-2.1%	0.0000
Volume	61,333	88,880	27,547	44.9%	412,651

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9589	0.9574	0.9507
R3	0.9553	0.9538	0.9497
R2	0.9517	0.9517	0.9494
R1	0.9502	0.9502	0.9491	0.9510
PP	0.9481	0.9481	0.9481	0.9485
S1	0.9466	0.9466	0.9484	0.9474
S2	0.9445	0.9445	0.9481
S3	0.9409	0.9430	0.9478
S4	0.9373	0.9394	0.9468

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	0.9514	0.9460	0.0054	0.6%	0.0036	0.4%	52%	False	True	70,613
10	0.9626	0.9460	0.0166	1.7%	0.0049	0.5%	17%	False	True	80,462
20	0.9626	0.9397	0.0229	2.4%	0.0046	0.5%	40%	False	False	66,421
40	0.9626	0.9356	0.0270	2.8%	0.0054	0.6%	49%	False	False	33,494
60	0.9626	0.9305	0.0321	3.4%	0.0055	0.6%	57%	False	False	22,351
80	0.9626	0.9248	0.0378	4.0%	0.0053	0.6%	63%	False	False	16,785
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	72%	False	False	13,430
120	0.9626	0.9135	0.0491	5.2%	0.0051	0.5%	72%	False	False	11,192

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9649
2.618	0.9590
1.618	0.9554
1.000	0.9532
0.618	0.9518
HIGH	0.9496
0.618	0.9482
0.500	0.9478
0.382	0.9473
LOW	0.9460
0.618	0.9437
1.000	0.9424
1.618	0.9401
2.618	0.9365
4.250	0.9307

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	0.9484	0.9486
PP	0.9481	0.9485
S1	0.9478	0.9484

Download as Excel Spreadsheet

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

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