CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	0.9491	0.9486	-0.0006	-0.1%	0.9465
High	0.9492	0.9590	0.0098	1.0%	0.9527
Low	0.9462	0.9482	0.0020	0.2%	0.9464
Close	0.9489	0.9571	0.0083	0.9%	0.9494
Range	0.0031	0.0109	0.0078	255.7%	0.0063
ATR	0.0040	0.0045	0.0005	12.3%	0.0000
Volume	74,859	146,386	71,527	95.5%	342,716

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9831	0.9631
R3	0.9765	0.9722	0.9601
R2	0.9656	0.9656	0.9591
R1	0.9614	0.9614	0.9581	0.9635
PP	0.9548	0.9548	0.9548	0.9558
S1	0.9505	0.9505	0.9561	0.9526
S2	0.9439	0.9439	0.9551
S3	0.9331	0.9397	0.9541
S4	0.9222	0.9288	0.9511

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	0.9590	0.9462	0.0129	1.3%	0.0044	0.5%	85%	True	False	84,426
10	0.9590	0.9431	0.0160	1.7%	0.0040	0.4%	88%	True	False	73,475
20	0.9590	0.9431	0.0160	1.7%	0.0039	0.4%	88%	True	False	73,261
40	0.9626	0.9363	0.0263	2.7%	0.0049	0.5%	79%	False	False	61,239
60	0.9626	0.9356	0.0270	2.8%	0.0052	0.5%	80%	False	False	40,875
80	0.9626	0.9267	0.0359	3.7%	0.0052	0.5%	85%	False	False	30,668
100	0.9626	0.9135	0.0491	5.1%	0.0052	0.5%	89%	False	False	24,551
120	0.9626	0.9135	0.0491	5.1%	0.0049	0.5%	89%	False	False	20,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 37 trading days

Fibonacci Retracements and Extensions
4.250	1.0051
2.618	0.9874
1.618	0.9766
1.000	0.9699
0.618	0.9657
HIGH	0.9590
0.618	0.9549
0.500	0.9536
0.382	0.9523
LOW	0.9482
0.618	0.9414
1.000	0.9373
1.618	0.9306
2.618	0.9197
4.250	0.9020

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	0.9559	0.9556
PP	0.9548	0.9541
S1	0.9536	0.9526

Download as Excel Spreadsheet

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

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