CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 14-Oct-2020

Day Change Summary
	Previous	Current
	13-Oct-2020	14-Oct-2020	Change	Change %	Previous Week
Open	0.9501	0.9487	-0.0015	-0.2%	0.9490
High	0.9505	0.9527	0.0022	0.2%	0.9494
Low	0.9474	0.9484	0.0010	0.1%	0.9431
Close	0.9486	0.9521	0.0035	0.4%	0.9474
Range	0.0032	0.0044	0.0012	38.1%	0.0063
ATR	0.0044	0.0044	0.0000	-0.1%	0.0000
Volume	59,029	74,692	15,663	26.5%	319,928

Daily Pivots for day following 14-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9641	0.9624	0.9544
R3	0.9597	0.9581	0.9532
R2	0.9554	0.9554	0.9528
R1	0.9537	0.9537	0.9524	0.9546
PP	0.9510	0.9510	0.9510	0.9515
S1	0.9494	0.9494	0.9517	0.9502
S2	0.9467	0.9467	0.9513
S3	0.9423	0.9450	0.9509
S4	0.9380	0.9407	0.9497

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	0.9527	0.9431	0.0097	1.0%	0.0036	0.4%	93%	True	False	62,524
10	0.9537	0.9431	0.0106	1.1%	0.0038	0.4%	85%	False	False	69,002
20	0.9626	0.9431	0.0195	2.0%	0.0044	0.5%	46%	False	False	74,732
40	0.9626	0.9363	0.0263	2.8%	0.0050	0.5%	60%	False	False	50,713
60	0.9626	0.9339	0.0287	3.0%	0.0054	0.6%	63%	False	False	33,849
80	0.9626	0.9267	0.0359	3.8%	0.0053	0.6%	71%	False	False	25,397
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	79%	False	False	20,330
120	0.9626	0.9135	0.0491	5.2%	0.0050	0.5%	79%	False	False	16,942

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9712
2.618	0.9641
1.618	0.9597
1.000	0.9571
0.618	0.9554
HIGH	0.9527
0.618	0.9510
0.500	0.9505
0.382	0.9500
LOW	0.9484
0.618	0.9457
1.000	0.9440
1.618	0.9413
2.618	0.9370
4.250	0.9299

Fisher Pivots for day following 14-Oct-2020
Pivot	1 day	3 day
R1	0.9515	0.9512
PP	0.9510	0.9504
S1	0.9505	0.9496

Download as Excel Spreadsheet

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

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