CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	0.9561	0.9553	-0.0008	-0.1%	0.9562
High	0.9568	0.9581	0.0013	0.1%	0.9618
Low	0.9533	0.9547	0.0014	0.1%	0.9524
Close	0.9544	0.9565	0.0021	0.2%	0.9558
Range	0.0036	0.0034	-0.0002	-4.2%	0.0094
ATR	0.0045	0.0044	-0.0001	-1.4%	0.0000
Volume	69,061	69,159	98	0.1%	471,104

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9666	0.9650	0.9584
R3	0.9632	0.9616	0.9574
R2	0.9598	0.9598	0.9571
R1	0.9582	0.9582	0.9568	0.9590
PP	0.9564	0.9564	0.9564	0.9568
S1	0.9548	0.9548	0.9562	0.9556
S2	0.9530	0.9530	0.9559
S3	0.9496	0.9514	0.9556
S4	0.9462	0.9480	0.9546

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%	0.0046	0.5%	38%	False	False	90,004
10	0.9618	0.9482	0.0137	1.4%	0.0050	0.5%	61%	False	False	92,815
20	0.9618	0.9431	0.0188	2.0%	0.0042	0.4%	72%	False	False	79,585
40	0.9626	0.9418	0.0207	2.2%	0.0044	0.5%	71%	False	False	79,362
60	0.9626	0.9356	0.0270	2.8%	0.0049	0.5%	78%	False	False	53,886
80	0.9626	0.9316	0.0310	3.2%	0.0052	0.5%	80%	False	False	40,436
100	0.9626	0.9267	0.0359	3.7%	0.0050	0.5%	83%	False	False	32,361
120	0.9626	0.9135	0.0491	5.1%	0.0050	0.5%	88%	False	False	26,974

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9725
2.618	0.9670
1.618	0.9636
1.000	0.9615
0.618	0.9602
HIGH	0.9581
0.618	0.9568
0.500	0.9564
0.382	0.9559
LOW	0.9547
0.618	0.9525
1.000	0.9513
1.618	0.9491
2.618	0.9457
4.250	0.9402

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	0.9565	0.9570
PP	0.9564	0.9569
S1	0.9564	0.9567

Download as Excel Spreadsheet

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

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