CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 20-Oct-2020

Day Change Summary
	Previous	Current
	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	0.9495	0.9491	-0.0004	0.0%	0.9465
High	0.9503	0.9492	-0.0011	-0.1%	0.9527
Low	0.9483	0.9462	-0.0021	-0.2%	0.9464
Close	0.9490	0.9489	-0.0002	0.0%	0.9494
Range	0.0020	0.0031	0.0011	52.5%	0.0063
ATR	0.0041	0.0040	-0.0001	-1.8%	0.0000
Volume	55,829	74,859	19,030	34.1%	342,716

Daily Pivots for day following 20-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9572	0.9561	0.9505
R3	0.9542	0.9530	0.9497
R2	0.9511	0.9511	0.9494
R1	0.9500	0.9500	0.9491	0.9490
PP	0.9481	0.9481	0.9481	0.9476
S1	0.9469	0.9469	0.9486	0.9460
S2	0.9450	0.9450	0.9483
S3	0.9420	0.9439	0.9480
S4	0.9389	0.9408	0.9472

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	0.9462	0.0066	0.7%	0.0031	0.3%	41%	False	True	70,087
10	0.9527	0.9431	0.0097	1.0%	0.0033	0.4%	60%	False	False	66,356
20	0.9541	0.9431	0.0110	1.2%	0.0036	0.4%	53%	False	False	70,260
40	0.9626	0.9363	0.0263	2.8%	0.0048	0.5%	48%	False	False	57,588
60	0.9626	0.9356	0.0270	2.8%	0.0051	0.5%	49%	False	False	38,438
80	0.9626	0.9267	0.0359	3.8%	0.0051	0.5%	62%	False	False	28,840
100	0.9626	0.9135	0.0491	5.2%	0.0052	0.5%	72%	False	False	23,087
120	0.9626	0.9135	0.0491	5.2%	0.0049	0.5%	72%	False	False	19,240

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	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9622
2.618	0.9572
1.618	0.9541
1.000	0.9523
0.618	0.9511
HIGH	0.9492
0.618	0.9480
0.500	0.9477
0.382	0.9473
LOW	0.9462
0.618	0.9443
1.000	0.9431
1.618	0.9412
2.618	0.9382
4.250	0.9332

Fisher Pivots for day following 20-Oct-2020
Pivot	1 day	3 day
R1	0.9485	0.9488
PP	0.9481	0.9488
S1	0.9477	0.9487

Download as Excel Spreadsheet

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

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