CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 26-Oct-2020

Day Change Summary
	Previous	Current
	23-Oct-2020	26-Oct-2020	Change	Change %	Previous Week
Open	0.9544	0.9562	0.0018	0.2%	0.9495
High	0.9570	0.9563	-0.0008	-0.1%	0.9590
Low	0.9535	0.9524	-0.0011	-0.1%	0.9462
Close	0.9553	0.9542	-0.0011	-0.1%	0.9553
Range	0.0036	0.0039	0.0003	8.5%	0.0129
ATR	0.0044	0.0043	0.0000	-0.9%	0.0000
Volume	74,672	84,074	9,402	12.6%	449,516

Daily Pivots for day following 26-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9658	0.9639	0.9563
R3	0.9620	0.9600	0.9553
R2	0.9581	0.9581	0.9549
R1	0.9562	0.9562	0.9546	0.9552
PP	0.9543	0.9543	0.9543	0.9538
S1	0.9523	0.9523	0.9538	0.9514
S2	0.9504	0.9504	0.9535
S3	0.9466	0.9485	0.9531
S4	0.9427	0.9446	0.9521

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9920	0.9865	0.9624
R3	0.9792	0.9737	0.9588
R2	0.9663	0.9663	0.9577
R1	0.9608	0.9608	0.9565	0.9636
PP	0.9535	0.9535	0.9535	0.9549
S1	0.9480	0.9480	0.9541	0.9507
S2	0.9406	0.9406	0.9529
S3	0.9278	0.9351	0.9518
S4	0.9149	0.9223	0.9482

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%	0.0051	0.5%	63%	False	False	95,552
10	0.9590	0.9462	0.0129	1.3%	0.0041	0.4%	63%	False	False	81,236
20	0.9590	0.9431	0.0160	1.7%	0.0039	0.4%	70%	False	False	75,944
40	0.9626	0.9397	0.0229	2.4%	0.0044	0.5%	63%	False	False	67,514
60	0.9626	0.9356	0.0270	2.8%	0.0050	0.5%	69%	False	False	45,144
80	0.9626	0.9296	0.0329	3.4%	0.0051	0.5%	75%	False	False	33,872
100	0.9626	0.9135	0.0491	5.1%	0.0052	0.5%	83%	False	False	27,116
120	0.9626	0.9135	0.0491	5.1%	0.0050	0.5%	83%	False	False	22,597

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	0.9726
2.618	0.9663
1.618	0.9625
1.000	0.9601
0.618	0.9586
HIGH	0.9563
0.618	0.9548
0.500	0.9543
0.382	0.9539
LOW	0.9524
0.618	0.9500
1.000	0.9486
1.618	0.9462
2.618	0.9423
4.250	0.9360

Fisher Pivots for day following 26-Oct-2020
Pivot	1 day	3 day
R1	0.9543	0.9550
PP	0.9543	0.9547
S1	0.9542	0.9545

Download as Excel Spreadsheet

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

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