CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	0.9491	0.9495	0.0004	0.0%	0.9465
High	0.9513	0.9503	-0.0011	-0.1%	0.9527
Low	0.9490	0.9483	-0.0007	-0.1%	0.9464
Close	0.9494	0.9490	-0.0004	0.0%	0.9494
Range	0.0024	0.0020	-0.0004	-14.9%	0.0063
ATR	0.0042	0.0041	-0.0002	-3.8%	0.0000
Volume	66,251	55,829	-10,422	-15.7%	342,716

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9552	0.9541	0.9501
R3	0.9532	0.9521	0.9496
R2	0.9512	0.9512	0.9494
R1	0.9501	0.9501	0.9492	0.9496
PP	0.9492	0.9492	0.9492	0.9489
S1	0.9481	0.9481	0.9488	0.9476
S2	0.9472	0.9472	0.9486
S3	0.9452	0.9461	0.9485
S4	0.9432	0.9441	0.9479

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	0.9474	0.0054	0.6%	0.0031	0.3%	31%	False	False	66,921
10	0.9527	0.9431	0.0097	1.0%	0.0033	0.3%	62%	False	False	65,270
20	0.9589	0.9431	0.0158	1.7%	0.0038	0.4%	38%	False	False	69,979
40	0.9626	0.9363	0.0263	2.8%	0.0048	0.5%	48%	False	False	55,720
60	0.9626	0.9356	0.0270	2.8%	0.0052	0.6%	50%	False	False	37,192
80	0.9626	0.9267	0.0359	3.8%	0.0051	0.5%	62%	False	False	27,905
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	72%	False	False	22,339
120	0.9626	0.9135	0.0491	5.2%	0.0049	0.5%	72%	False	False	18,616

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9588
2.618	0.9555
1.618	0.9535
1.000	0.9523
0.618	0.9515
HIGH	0.9503
0.618	0.9495
0.500	0.9493
0.382	0.9490
LOW	0.9483
0.618	0.9470
1.000	0.9463
1.618	0.9450
2.618	0.9430
4.250	0.9398

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	0.9493	0.9502
PP	0.9492	0.9498
S1	0.9491	0.9494

Download as Excel Spreadsheet

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

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