CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	0.9465	0.9501	0.0037	0.4%	0.9490
High	0.9509	0.9505	-0.0004	0.0%	0.9494
Low	0.9464	0.9474	0.0010	0.1%	0.9431
Close	0.9499	0.9486	-0.0014	-0.1%	0.9474
Range	0.0045	0.0032	-0.0014	-30.0%	0.0063
ATR	0.0045	0.0044	-0.0001	-2.2%	0.0000
Volume	63,939	59,029	-4,910	-7.7%	319,928

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9583	0.9566	0.9503
R3	0.9551	0.9534	0.9494
R2	0.9520	0.9520	0.9491
R1	0.9503	0.9503	0.9488	0.9495
PP	0.9488	0.9488	0.9488	0.9484
S1	0.9471	0.9471	0.9483	0.9464
S2	0.9457	0.9457	0.9480
S3	0.9425	0.9440	0.9477
S4	0.9394	0.9408	0.9468

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%	0.0036	0.4%	70%	False	False	62,625
10	0.9537	0.9431	0.0106	1.1%	0.0038	0.4%	52%	False	False	70,421
20	0.9626	0.9431	0.0195	2.1%	0.0045	0.5%	28%	False	False	76,122
40	0.9626	0.9363	0.0263	2.8%	0.0051	0.5%	47%	False	False	48,849
60	0.9626	0.9332	0.0294	3.1%	0.0054	0.6%	52%	False	False	32,604
80	0.9626	0.9267	0.0359	3.8%	0.0052	0.6%	61%	False	False	24,464
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	71%	False	False	19,583
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	71%	False	False	16,319

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9639
2.618	0.9587
1.618	0.9556
1.000	0.9537
0.618	0.9524
HIGH	0.9505
0.618	0.9493
0.500	0.9489
0.382	0.9486
LOW	0.9474
0.618	0.9454
1.000	0.9442
1.618	0.9423
2.618	0.9391
4.250	0.9340

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	0.9489	0.9481
PP	0.9488	0.9477
S1	0.9487	0.9473

Download as Excel Spreadsheet

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

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