CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	0.9440	0.9465	0.0025	0.3%	0.9490
High	0.9478	0.9509	0.0031	0.3%	0.9494
Low	0.9437	0.9464	0.0027	0.3%	0.9431
Close	0.9474	0.9499	0.0026	0.3%	0.9474
Range	0.0041	0.0045	0.0004	9.8%	0.0063
ATR	0.0045	0.0045	0.0000	0.0%	0.0000
Volume	69,573	63,939	-5,634	-8.1%	319,928

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9626	0.9607	0.9524
R3	0.9581	0.9562	0.9511
R2	0.9536	0.9536	0.9507
R1	0.9517	0.9517	0.9503	0.9527
PP	0.9491	0.9491	0.9491	0.9495
S1	0.9472	0.9472	0.9495	0.9482
S2	0.9446	0.9446	0.9491
S3	0.9401	0.9427	0.9487
S4	0.9356	0.9382	0.9474

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	0.9509	0.9431	0.0079	0.8%	0.0035	0.4%	87%	True	False	63,619
10	0.9537	0.9431	0.0106	1.1%	0.0038	0.4%	65%	False	False	70,651
20	0.9626	0.9431	0.0195	2.1%	0.0045	0.5%	35%	False	False	76,672
40	0.9626	0.9363	0.0263	2.8%	0.0052	0.5%	52%	False	False	47,377
60	0.9626	0.9316	0.0310	3.3%	0.0055	0.6%	59%	False	False	31,621
80	0.9626	0.9267	0.0359	3.8%	0.0052	0.6%	65%	False	False	23,727
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	74%	False	False	18,993
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	74%	False	False	15,828

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9700
2.618	0.9627
1.618	0.9582
1.000	0.9554
0.618	0.9537
HIGH	0.9509
0.618	0.9492
0.500	0.9487
0.382	0.9481
LOW	0.9464
0.618	0.9436
1.000	0.9419
1.618	0.9391
2.618	0.9346
4.250	0.9273

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	0.9495	0.9489
PP	0.9491	0.9480
S1	0.9487	0.9470

Download as Excel Spreadsheet

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

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