CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	0.9557	0.9565	0.0009	0.1%	0.9684
High	0.9585	0.9612	0.0027	0.3%	0.9691
Low	0.9514	0.9565	0.0051	0.5%	0.9466
Close	0.9564	0.9599	0.0035	0.4%	0.9561
Range	0.0071	0.0047	-0.0024	-33.8%	0.0226
ATR	0.0062	0.0061	-0.0001	-1.7%	0.0000
Volume	101,506	78,850	-22,656	-22.3%	588,207

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9733	0.9713	0.9624
R3	0.9686	0.9666	0.9611
R2	0.9639	0.9639	0.9607
R1	0.9619	0.9619	0.9603	0.9629
PP	0.9592	0.9592	0.9592	0.9597
S1	0.9572	0.9572	0.9594	0.9582
S2	0.9545	0.9545	0.9590
S3	0.9498	0.9525	0.9586
S4	0.9451	0.9478	0.9573

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	0.9612	0.9466	0.0147	1.5%	0.0054	0.6%	91%	True	False	87,667
10	0.9696	0.9466	0.0231	2.4%	0.0082	0.9%	58%	False	False	114,494
20	0.9696	0.9466	0.0231	2.4%	0.0066	0.7%	58%	False	False	103,654
40	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	63%	False	False	86,957
60	0.9696	0.9363	0.0333	3.5%	0.0054	0.6%	71%	False	False	72,944
80	0.9696	0.9356	0.0340	3.5%	0.0055	0.6%	71%	False	False	54,742
100	0.9696	0.9267	0.0429	4.5%	0.0054	0.6%	77%	False	False	43,803
120	0.9696	0.9135	0.0561	5.8%	0.0054	0.6%	83%	False	False	36,515

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9812
2.618	0.9735
1.618	0.9688
1.000	0.9659
0.618	0.9641
HIGH	0.9612
0.618	0.9594
0.500	0.9589
0.382	0.9583
LOW	0.9565
0.618	0.9536
1.000	0.9518
1.618	0.9489
2.618	0.9442
4.250	0.9365

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	0.9595	0.9586
PP	0.9592	0.9574
S1	0.9589	0.9562

Download as Excel Spreadsheet

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

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