CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	0.9564	0.9561	-0.0004	0.0%	0.9562
High	0.9608	0.9568	-0.0040	-0.4%	0.9618
Low	0.9551	0.9533	-0.0019	-0.2%	0.9524
Close	0.9558	0.9544	-0.0014	-0.1%	0.9558
Range	0.0057	0.0036	-0.0022	-37.7%	0.0094
ATR	0.0046	0.0045	-0.0001	-1.6%	0.0000
Volume	108,759	69,061	-39,698	-36.5%	471,104

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9635	0.9564
R3	0.9619	0.9599	0.9554
R2	0.9584	0.9584	0.9551
R1	0.9564	0.9564	0.9547	0.9556
PP	0.9548	0.9548	0.9548	0.9544
S1	0.9528	0.9528	0.9541	0.9521
S2	0.9513	0.9513	0.9537
S3	0.9477	0.9493	0.9534
S4	0.9442	0.9457	0.9524

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	0.9533	0.0086	0.9%	0.0049	0.5%	13%	False	True	91,218
10	0.9618	0.9462	0.0157	1.6%	0.0050	0.5%	53%	False	False	93,385
20	0.9618	0.9431	0.0188	2.0%	0.0041	0.4%	61%	False	False	79,327
40	0.9626	0.9412	0.0214	2.2%	0.0044	0.5%	62%	False	False	78,498
60	0.9626	0.9356	0.0270	2.8%	0.0049	0.5%	70%	False	False	52,735
80	0.9626	0.9316	0.0310	3.2%	0.0052	0.5%	74%	False	False	39,572
100	0.9626	0.9267	0.0359	3.8%	0.0051	0.5%	77%	False	False	31,675
120	0.9626	0.9135	0.0491	5.1%	0.0050	0.5%	83%	False	False	26,398

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9719
2.618	0.9661
1.618	0.9625
1.000	0.9604
0.618	0.9590
HIGH	0.9568
0.618	0.9554
0.500	0.9550
0.382	0.9546
LOW	0.9533
0.618	0.9511
1.000	0.9497
1.618	0.9475
2.618	0.9440
4.250	0.9382

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	0.9550	0.9575
PP	0.9548	0.9565
S1	0.9546	0.9554

Download as Excel Spreadsheet

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

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