CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	0.9567	0.9573	0.0006	0.1%	0.9562
High	0.9607	0.9671	0.0065	0.7%	0.9618
Low	0.9497	0.9572	0.0076	0.8%	0.9524
Close	0.9578	0.9666	0.0088	0.9%	0.9558
Range	0.0110	0.0099	-0.0011	-10.0%	0.0094
ATR	0.0049	0.0053	0.0004	7.2%	0.0000
Volume	133,171	121,987	-11,184	-8.4%	471,104

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9933	0.9898	0.9720
R3	0.9834	0.9799	0.9693
R2	0.9735	0.9735	0.9684
R1	0.9700	0.9700	0.9675	0.9718
PP	0.9636	0.9636	0.9636	0.9645
S1	0.9601	0.9601	0.9656	0.9619
S2	0.9537	0.9537	0.9647
S3	0.9438	0.9502	0.9638
S4	0.9339	0.9403	0.9611

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	0.9671	0.9497	0.0175	1.8%	0.0067	0.7%	97%	True	False	100,427
10	0.9671	0.9497	0.0175	1.8%	0.0056	0.6%	97%	True	False	93,915
20	0.9671	0.9437	0.0234	2.4%	0.0049	0.5%	98%	True	False	86,314
40	0.9671	0.9422	0.0250	2.6%	0.0047	0.5%	98%	True	False	81,733
60	0.9671	0.9356	0.0315	3.3%	0.0051	0.5%	98%	True	False	58,134
80	0.9671	0.9316	0.0355	3.7%	0.0053	0.6%	98%	True	False	43,626
100	0.9671	0.9267	0.0404	4.2%	0.0052	0.5%	99%	True	False	34,913
120	0.9671	0.9135	0.0536	5.5%	0.0051	0.5%	99%	True	False	29,100

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0092
2.618	0.9930
1.618	0.9831
1.000	0.9770
0.618	0.9732
HIGH	0.9671
0.618	0.9633
0.500	0.9622
0.382	0.9610
LOW	0.9572
0.618	0.9511
1.000	0.9473
1.618	0.9412
2.618	0.9313
4.250	0.9151

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	0.9651	0.9638
PP	0.9636	0.9611
S1	0.9622	0.9584

Download as Excel Spreadsheet

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

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