CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	0.9474	0.9490	0.0017	0.2%	0.9573
High	0.9496	0.9495	-0.0001	0.0%	0.9626
Low	0.9460	0.9466	0.0006	0.1%	0.9469
Close	0.9488	0.9481	-0.0007	-0.1%	0.9478
Range	0.0036	0.0030	-0.0007	-18.1%	0.0157
ATR	0.0050	0.0049	-0.0001	-2.9%	0.0000
Volume	88,880	68,170	-20,710	-23.3%	412,651

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9569	0.9555	0.9497
R3	0.9540	0.9525	0.9489
R2	0.9510	0.9510	0.9486
R1	0.9496	0.9496	0.9484	0.9488
PP	0.9481	0.9481	0.9481	0.9477
S1	0.9466	0.9466	0.9478	0.9459
S2	0.9451	0.9451	0.9476
S3	0.9422	0.9437	0.9473
S4	0.9392	0.9407	0.9465

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	0.9510	0.9460	0.0051	0.5%	0.0036	0.4%	43%	False	False	68,533
10	0.9626	0.9460	0.0166	1.8%	0.0046	0.5%	13%	False	False	77,619
20	0.9626	0.9397	0.0229	2.4%	0.0046	0.5%	37%	False	False	69,765
40	0.9626	0.9356	0.0270	2.8%	0.0053	0.6%	46%	False	False	35,197
60	0.9626	0.9316	0.0310	3.3%	0.0055	0.6%	53%	False	False	23,487
80	0.9626	0.9267	0.0359	3.8%	0.0053	0.6%	60%	False	False	17,636
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	71%	False	False	14,111
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	71%	False	False	11,760

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9620
2.618	0.9572
1.618	0.9543
1.000	0.9525
0.618	0.9513
HIGH	0.9495
0.618	0.9484
0.500	0.9480
0.382	0.9477
LOW	0.9466
0.618	0.9447
1.000	0.9436
1.618	0.9418
2.618	0.9388
4.250	0.9340

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	0.9481	0.9481
PP	0.9481	0.9481
S1	0.9480	0.9480

Download as Excel Spreadsheet

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

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