CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	0.9591	0.9564	-0.0027	-0.3%	0.9562
High	0.9618	0.9608	-0.0010	-0.1%	0.9618
Low	0.9553	0.9551	-0.0002	0.0%	0.9524
Close	0.9560	0.9558	-0.0002	0.0%	0.9558
Range	0.0065	0.0057	-0.0008	-12.3%	0.0094
ATR	0.0045	0.0046	0.0001	1.9%	0.0000
Volume	98,383	108,759	10,376	10.5%	471,104

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9707	0.9589
R3	0.9686	0.9650	0.9573
R2	0.9629	0.9629	0.9568
R1	0.9593	0.9593	0.9563	0.9583
PP	0.9572	0.9572	0.9572	0.9567
S1	0.9536	0.9536	0.9552	0.9526
S2	0.9515	0.9515	0.9547
S3	0.9458	0.9479	0.9542
S4	0.9401	0.9422	0.9526

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9849	0.9797	0.9609
R3	0.9755	0.9703	0.9583
R2	0.9661	0.9661	0.9575
R1	0.9609	0.9609	0.9566	0.9588
PP	0.9567	0.9567	0.9567	0.9556
S1	0.9515	0.9515	0.9549	0.9494
S2	0.9473	0.9473	0.9540
S3	0.9379	0.9421	0.9532
S4	0.9285	0.9327	0.9506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9618	0.9524	0.0094	1.0%	0.0049	0.5%	36%	False	False	94,220
10	0.9618	0.9462	0.0157	1.6%	0.0048	0.5%	61%	False	False	92,062
20	0.9618	0.9431	0.0188	2.0%	0.0041	0.4%	68%	False	False	79,163
40	0.9626	0.9401	0.0225	2.4%	0.0044	0.5%	70%	False	False	77,000
60	0.9626	0.9356	0.0270	2.8%	0.0050	0.5%	75%	False	False	51,588
80	0.9626	0.9316	0.0310	3.2%	0.0052	0.5%	78%	False	False	38,709
100	0.9626	0.9267	0.0359	3.8%	0.0051	0.5%	81%	False	False	30,984
120	0.9626	0.9135	0.0491	5.1%	0.0050	0.5%	86%	False	False	25,822

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9850
2.618	0.9757
1.618	0.9700
1.000	0.9665
0.618	0.9643
HIGH	0.9608
0.618	0.9586
0.500	0.9580
0.382	0.9573
LOW	0.9551
0.618	0.9516
1.000	0.9494
1.618	0.9459
2.618	0.9402
4.250	0.9309

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	0.9580	0.9585
PP	0.9572	0.9576
S1	0.9565	0.9567

Download as Excel Spreadsheet

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

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