CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	0.9490	0.9465	-0.0025	-0.3%	0.9475
High	0.9494	0.9488	-0.0006	-0.1%	0.9537
Low	0.9458	0.9460	0.0002	0.0%	0.9460
Close	0.9466	0.9481	0.0015	0.2%	0.9497
Range	0.0036	0.0029	-0.0008	-21.9%	0.0077
ATR	0.0049	0.0048	-0.0001	-3.0%	0.0000
Volume	65,769	64,000	-1,769	-2.7%	380,276

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9562	0.9550	0.9496
R3	0.9533	0.9521	0.9488
R2	0.9505	0.9505	0.9486
R1	0.9493	0.9493	0.9483	0.9499
PP	0.9476	0.9476	0.9476	0.9479
S1	0.9464	0.9464	0.9478	0.9470
S2	0.9448	0.9448	0.9475
S3	0.9419	0.9436	0.9473
S4	0.9391	0.9407	0.9465

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	0.9458	0.0079	0.8%	0.0039	0.4%	29%	False	False	78,217
10	0.9541	0.9458	0.0083	0.9%	0.0039	0.4%	28%	False	False	74,164
20	0.9626	0.9418	0.0207	2.2%	0.0045	0.5%	30%	False	False	79,138
40	0.9626	0.9356	0.0270	2.8%	0.0053	0.6%	46%	False	False	41,036
60	0.9626	0.9316	0.0310	3.3%	0.0055	0.6%	53%	False	False	27,387
80	0.9626	0.9267	0.0359	3.8%	0.0052	0.6%	60%	False	False	20,555
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	70%	False	False	16,452
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	70%	False	False	13,710

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9609
2.618	0.9563
1.618	0.9534
1.000	0.9517
0.618	0.9506
HIGH	0.9488
0.618	0.9477
0.500	0.9474
0.382	0.9470
LOW	0.9460
0.618	0.9442
1.000	0.9431
1.618	0.9413
2.618	0.9385
4.250	0.9338

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	0.9478	0.9497
PP	0.9476	0.9492
S1	0.9474	0.9486

Download as Excel Spreadsheet

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

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