CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	0.9488	0.9517	0.0029	0.3%	0.9684
High	0.9521	0.9567	0.0046	0.5%	0.9691
Low	0.9484	0.9513	0.0029	0.3%	0.9466
Close	0.9518	0.9561	0.0043	0.4%	0.9561
Range	0.0037	0.0054	0.0017	45.9%	0.0226
ATR	0.0062	0.0062	-0.0001	-1.0%	0.0000
Volume	91,765	85,373	-6,392	-7.0%	588,207

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9709	0.9689	0.9590
R3	0.9655	0.9635	0.9575
R2	0.9601	0.9601	0.9570
R1	0.9581	0.9581	0.9565	0.9591
PP	0.9547	0.9547	0.9547	0.9552
S1	0.9527	0.9527	0.9556	0.9537
S2	0.9493	0.9493	0.9551
S3	0.9439	0.9473	0.9546
S4	0.9385	0.9419	0.9531

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0131	0.9685
R3	1.0024	0.9905	0.9623
R2	0.9798	0.9798	0.9602
R1	0.9679	0.9679	0.9581	0.9626
PP	0.9572	0.9572	0.9572	0.9546
S1	0.9454	0.9454	0.9540	0.9400
S2	0.9347	0.9347	0.9519
S3	0.9121	0.9228	0.9498
S4	0.8895	0.9002	0.9436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9691	0.9466	0.0226	2.4%	0.0087	0.9%	42%	False	False	117,641
10	0.9696	0.9466	0.0231	2.4%	0.0077	0.8%	41%	False	False	110,280
20	0.9696	0.9462	0.0235	2.5%	0.0062	0.7%	42%	False	False	101,171
40	0.9696	0.9431	0.0266	2.8%	0.0052	0.5%	49%	False	False	86,975
60	0.9696	0.9363	0.0333	3.5%	0.0053	0.6%	59%	False	False	69,944
80	0.9696	0.9356	0.0340	3.6%	0.0056	0.6%	60%	False	False	52,492
100	0.9696	0.9267	0.0429	4.5%	0.0054	0.6%	68%	False	False	42,000
120	0.9696	0.9135	0.0561	5.9%	0.0054	0.6%	76%	False	False	35,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9796
2.618	0.9708
1.618	0.9654
1.000	0.9621
0.618	0.9600
HIGH	0.9567
0.618	0.9546
0.500	0.9540
0.382	0.9533
LOW	0.9513
0.618	0.9479
1.000	0.9459
1.618	0.9425
2.618	0.9371
4.250	0.9283

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	0.9554	0.9546
PP	0.9547	0.9531
S1	0.9540	0.9516

Download as Excel Spreadsheet

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

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