CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	0.9490	0.9485	-0.0006	-0.1%	0.9475
High	0.9495	0.9537	0.0042	0.4%	0.9537
Low	0.9466	0.9471	0.0006	0.1%	0.9460
Close	0.9481	0.9497	0.0016	0.2%	0.9497
Range	0.0030	0.0066	0.0036	122.0%	0.0077
ATR	0.0049	0.0050	0.0001	2.5%	0.0000
Volume	68,170	104,267	36,097	53.0%	380,276

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9663	0.9533
R3	0.9632	0.9597	0.9515
R2	0.9567	0.9567	0.9509
R1	0.9532	0.9532	0.9503	0.9549
PP	0.9501	0.9501	0.9501	0.9510
S1	0.9466	0.9466	0.9490	0.9484
S2	0.9436	0.9436	0.9484
S3	0.9370	0.9401	0.9478
S4	0.9305	0.9335	0.9460

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9729	0.9690	0.9539
R3	0.9652	0.9613	0.9518
R2	0.9575	0.9575	0.9511
R1	0.9536	0.9536	0.9504	0.9555
PP	0.9498	0.9498	0.9498	0.9507
S1	0.9459	0.9459	0.9489	0.9478
S2	0.9421	0.9421	0.9482
S3	0.9344	0.9382	0.9475
S4	0.9267	0.9305	0.9454

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9537	0.9460	0.0077	0.8%	0.0041	0.4%	48%	True	False	76,055
10	0.9626	0.9460	0.0166	1.7%	0.0048	0.5%	22%	False	False	79,292
20	0.9626	0.9401	0.0225	2.4%	0.0046	0.5%	43%	False	False	74,837
40	0.9626	0.9356	0.0270	2.8%	0.0054	0.6%	52%	False	False	37,801
60	0.9626	0.9316	0.0310	3.3%	0.0055	0.6%	58%	False	False	25,224
80	0.9626	0.9267	0.0359	3.8%	0.0053	0.6%	64%	False	False	18,940
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	74%	False	False	15,154
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	74%	False	False	12,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9815
2.618	0.9708
1.618	0.9642
1.000	0.9602
0.618	0.9577
HIGH	0.9537
0.618	0.9511
0.500	0.9504
0.382	0.9496
LOW	0.9471
0.618	0.9431
1.000	0.9406
1.618	0.9365
2.618	0.9300
4.250	0.9193

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	0.9504	0.9498
PP	0.9501	0.9498
S1	0.9499	0.9497

Download as Excel Spreadsheet

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

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