CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	0.9443	0.9440	-0.0004	0.0%	0.9490
High	0.9447	0.9478	0.0031	0.3%	0.9494
Low	0.9431	0.9437	0.0007	0.1%	0.9431
Close	0.9439	0.9474	0.0035	0.4%	0.9474
Range	0.0017	0.0041	0.0025	148.5%	0.0063
ATR	0.0046	0.0045	0.0000	-0.7%	0.0000
Volume	45,387	69,573	24,186	53.3%	319,928

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9586	0.9571	0.9496
R3	0.9545	0.9530	0.9485
R2	0.9504	0.9504	0.9481
R1	0.9489	0.9489	0.9477	0.9496
PP	0.9463	0.9463	0.9463	0.9467
S1	0.9448	0.9448	0.9470	0.9455
S2	0.9422	0.9422	0.9466
S3	0.9381	0.9407	0.9462
S4	0.9340	0.9366	0.9451

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9656	0.9628	0.9508
R3	0.9593	0.9565	0.9491
R2	0.9529	0.9529	0.9485
R1	0.9501	0.9501	0.9479	0.9484
PP	0.9466	0.9466	0.9466	0.9457
S1	0.9438	0.9438	0.9468	0.9420
S2	0.9403	0.9403	0.9462
S3	0.9339	0.9375	0.9456
S4	0.9276	0.9311	0.9439

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9494	0.9431	0.0063	0.7%	0.0034	0.4%	68%	False	False	63,985
10	0.9537	0.9431	0.0106	1.1%	0.0037	0.4%	41%	False	False	70,020
20	0.9626	0.9431	0.0195	2.1%	0.0046	0.5%	22%	False	False	76,962
40	0.9626	0.9357	0.0269	2.8%	0.0052	0.5%	43%	False	False	45,782
60	0.9626	0.9316	0.0310	3.3%	0.0054	0.6%	51%	False	False	30,556
80	0.9626	0.9267	0.0359	3.8%	0.0052	0.6%	58%	False	False	22,932
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	69%	False	False	18,353
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	69%	False	False	15,295

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9652
2.618	0.9585
1.618	0.9544
1.000	0.9519
0.618	0.9503
HIGH	0.9478
0.618	0.9462
0.500	0.9458
0.382	0.9453
LOW	0.9437
0.618	0.9412
1.000	0.9396
1.618	0.9371
2.618	0.9330
4.250	0.9263

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	0.9468	0.9467
PP	0.9463	0.9461
S1	0.9458	0.9454

Download as Excel Spreadsheet

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

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