CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	0.9573	0.9656	0.0084	0.9%	0.9561
High	0.9671	0.9696	0.0025	0.3%	0.9696
Low	0.9572	0.9642	0.0070	0.7%	0.9497
Close	0.9666	0.9691	0.0026	0.3%	0.9691
Range	0.0099	0.0054	-0.0045	-45.5%	0.0200
ATR	0.0053	0.0053	0.0000	0.2%	0.0000
Volume	121,987	121,224	-763	-0.6%	514,602

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9819	0.9721
R3	0.9784	0.9765	0.9706
R2	0.9730	0.9730	0.9701
R1	0.9711	0.9711	0.9696	0.9721
PP	0.9676	0.9676	0.9676	0.9681
S1	0.9657	0.9657	0.9687	0.9667
S2	0.9622	0.9622	0.9682
S3	0.9568	0.9603	0.9677
S4	0.9514	0.9549	0.9662

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0158	0.9801
R3	1.0027	0.9959	0.9746
R2	0.9827	0.9827	0.9728
R1	0.9759	0.9759	0.9710	0.9793
PP	0.9628	0.9628	0.9628	0.9645
S1	0.9560	0.9560	0.9673	0.9594
S2	0.9428	0.9428	0.9655
S3	0.9229	0.9360	0.9637
S4	0.9029	0.9161	0.9582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9696	0.9497	0.0200	2.1%	0.0067	0.7%	98%	True	False	102,920
10	0.9696	0.9497	0.0200	2.1%	0.0058	0.6%	98%	True	False	98,570
20	0.9696	0.9462	0.0235	2.4%	0.0050	0.5%	98%	True	False	88,896
40	0.9696	0.9431	0.0266	2.7%	0.0048	0.5%	98%	True	False	82,929
60	0.9696	0.9357	0.0340	3.5%	0.0051	0.5%	99%	True	False	60,153
80	0.9696	0.9316	0.0380	3.9%	0.0053	0.5%	99%	True	False	45,141
100	0.9696	0.9267	0.0429	4.4%	0.0052	0.5%	99%	True	False	36,125
120	0.9696	0.9135	0.0561	5.8%	0.0052	0.5%	99%	True	False	30,110

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9926
2.618	0.9837
1.618	0.9783
1.000	0.9750
0.618	0.9729
HIGH	0.9696
0.618	0.9675
0.500	0.9669
0.382	0.9663
LOW	0.9642
0.618	0.9609
1.000	0.9588
1.618	0.9555
2.618	0.9501
4.250	0.9413

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	0.9684	0.9660
PP	0.9676	0.9628
S1	0.9669	0.9596

Download as Excel Spreadsheet

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

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