CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	0.9553	0.9567	0.0015	0.2%	0.9562
High	0.9581	0.9607	0.0026	0.3%	0.9618
Low	0.9547	0.9497	-0.0050	-0.5%	0.9524
Close	0.9565	0.9578	0.0013	0.1%	0.9558
Range	0.0034	0.0110	0.0076	223.5%	0.0094
ATR	0.0044	0.0049	0.0005	10.5%	0.0000
Volume	69,159	133,171	64,012	92.6%	471,104

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9890	0.9844	0.9639
R3	0.9780	0.9734	0.9608
R2	0.9670	0.9670	0.9598
R1	0.9624	0.9624	0.9588	0.9647
PP	0.9560	0.9560	0.9560	0.9572
S1	0.9514	0.9514	0.9568	0.9537
S2	0.9450	0.9450	0.9558
S3	0.9340	0.9404	0.9548
S4	0.9230	0.9294	0.9518

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	0.9497	0.0122	1.3%	0.0060	0.6%	67%	False	True	95,706
10	0.9618	0.9497	0.0122	1.3%	0.0050	0.5%	67%	False	True	91,493
20	0.9618	0.9431	0.0188	2.0%	0.0045	0.5%	79%	False	False	82,484
40	0.9626	0.9418	0.0207	2.2%	0.0045	0.5%	77%	False	False	80,567
60	0.9626	0.9356	0.0270	2.8%	0.0050	0.5%	82%	False	False	56,104
80	0.9626	0.9316	0.0310	3.2%	0.0053	0.5%	85%	False	False	42,101
100	0.9626	0.9267	0.0359	3.7%	0.0051	0.5%	87%	False	False	33,693
120	0.9626	0.9135	0.0491	5.1%	0.0051	0.5%	90%	False	False	28,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1.0074
2.618	0.9894
1.618	0.9784
1.000	0.9717
0.618	0.9674
HIGH	0.9607
0.618	0.9564
0.500	0.9552
0.382	0.9539
LOW	0.9497
0.618	0.9429
1.000	0.9387
1.618	0.9319
2.618	0.9209
4.250	0.9029

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	0.9569	0.9569
PP	0.9560	0.9560
S1	0.9552	0.9552

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols