CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	0.9520	0.9491	-0.0029	-0.3%	0.9465
High	0.9521	0.9513	-0.0008	-0.1%	0.9527
Low	0.9485	0.9490	0.0005	0.0%	0.9464
Close	0.9489	0.9494	0.0005	0.1%	0.9494
Range	0.0036	0.0024	-0.0012	-33.8%	0.0063
ATR	0.0044	0.0042	-0.0001	-3.2%	0.0000
Volume	78,805	66,251	-12,554	-15.9%	342,716

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9569	0.9555	0.9507
R3	0.9546	0.9532	0.9500
R2	0.9522	0.9522	0.9498
R1	0.9508	0.9508	0.9496	0.9515
PP	0.9499	0.9499	0.9499	0.9502
S1	0.9485	0.9485	0.9492	0.9492
S2	0.9475	0.9475	0.9490
S3	0.9452	0.9461	0.9488
S4	0.9428	0.9438	0.9481

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9684	0.9652	0.9529
R3	0.9621	0.9589	0.9511
R2	0.9558	0.9558	0.9506
R1	0.9526	0.9526	0.9500	0.9542
PP	0.9495	0.9495	0.9495	0.9503
S1	0.9463	0.9463	0.9488	0.9479
S2	0.9432	0.9432	0.9482
S3	0.9369	0.9400	0.9477
S4	0.9306	0.9337	0.9459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9527	0.9464	0.0063	0.7%	0.0036	0.4%	48%	False	False	68,543
10	0.9527	0.9431	0.0097	1.0%	0.0035	0.4%	66%	False	False	66,264
20	0.9626	0.9431	0.0195	2.1%	0.0041	0.4%	33%	False	False	72,778
40	0.9626	0.9363	0.0263	2.8%	0.0048	0.5%	50%	False	False	54,330
60	0.9626	0.9356	0.0270	2.8%	0.0054	0.6%	51%	False	False	36,266
80	0.9626	0.9267	0.0359	3.8%	0.0051	0.5%	63%	False	False	27,207
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	73%	False	False	21,780
120	0.9626	0.9135	0.0491	5.2%	0.0049	0.5%	73%	False	False	18,151

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9613
2.618	0.9575
1.618	0.9551
1.000	0.9537
0.618	0.9528
HIGH	0.9513
0.618	0.9504
0.500	0.9501
0.382	0.9498
LOW	0.9490
0.618	0.9475
1.000	0.9466
1.618	0.9451
2.618	0.9428
4.250	0.9390

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	0.9501	0.9505
PP	0.9499	0.9501
S1	0.9496	0.9498

Download as Excel Spreadsheet

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

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