CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	0.9543	0.9578	0.0035	0.4%	0.9495
High	0.9586	0.9610	0.0024	0.3%	0.9590
Low	0.9539	0.9569	0.0030	0.3%	0.9462
Close	0.9576	0.9590	0.0014	0.1%	0.9553
Range	0.0047	0.0040	-0.0006	-14.0%	0.0129
ATR	0.0044	0.0043	0.0000	-0.6%	0.0000
Volume	75,230	104,658	29,428	39.1%	449,516

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9710	0.9690	0.9612
R3	0.9670	0.9650	0.9601
R2	0.9630	0.9630	0.9597
R1	0.9610	0.9610	0.9593	0.9620
PP	0.9589	0.9589	0.9589	0.9594
S1	0.9569	0.9569	0.9586	0.9579
S2	0.9549	0.9549	0.9582
S3	0.9509	0.9529	0.9578
S4	0.9469	0.9489	0.9567

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	0.9610	0.9524	0.0086	0.9%	0.0040	0.4%	77%	True	False	87,280
10	0.9610	0.9462	0.0148	1.5%	0.0042	0.4%	86%	True	False	85,853
20	0.9610	0.9431	0.0179	1.9%	0.0040	0.4%	89%	True	False	77,427
40	0.9626	0.9397	0.0229	2.4%	0.0043	0.4%	84%	False	False	71,924
60	0.9626	0.9356	0.0270	2.8%	0.0049	0.5%	87%	False	False	48,139
80	0.9626	0.9305	0.0321	3.3%	0.0051	0.5%	89%	False	False	36,120
100	0.9626	0.9248	0.0378	3.9%	0.0051	0.5%	90%	False	False	28,913
120	0.9626	0.9135	0.0491	5.1%	0.0050	0.5%	93%	False	False	24,096

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9780
2.618	0.9714
1.618	0.9674
1.000	0.9650
0.618	0.9634
HIGH	0.9610
0.618	0.9594
0.500	0.9589
0.382	0.9585
LOW	0.9569
0.618	0.9545
1.000	0.9529
1.618	0.9505
2.618	0.9465
4.250	0.9399

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	0.9589	0.9582
PP	0.9589	0.9574
S1	0.9589	0.9567

Download as Excel Spreadsheet

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

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