CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	0.9565	0.9602	0.0037	0.4%	0.9684
High	0.9612	0.9651	0.0039	0.4%	0.9691
Low	0.9565	0.9600	0.0035	0.4%	0.9466
Close	0.9599	0.9635	0.0036	0.4%	0.9561
Range	0.0047	0.0051	0.0004	7.4%	0.0226
ATR	0.0061	0.0061	-0.0001	-1.1%	0.0000
Volume	78,850	89,131	10,281	13.0%	588,207

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9780	0.9758	0.9662
R3	0.9729	0.9707	0.9648
R2	0.9679	0.9679	0.9644
R1	0.9657	0.9657	0.9639	0.9668
PP	0.9628	0.9628	0.9628	0.9634
S1	0.9606	0.9606	0.9630	0.9617
S2	0.9578	0.9578	0.9625
S3	0.9527	0.9556	0.9621
S4	0.9477	0.9505	0.9607

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	0.9651	0.9484	0.0167	1.7%	0.0052	0.5%	90%	True	False	89,325
10	0.9696	0.9466	0.0231	2.4%	0.0076	0.8%	73%	False	False	110,090
20	0.9696	0.9466	0.0231	2.4%	0.0063	0.7%	73%	False	False	100,792
40	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	77%	False	False	87,026
60	0.9696	0.9363	0.0333	3.5%	0.0053	0.6%	82%	False	False	74,423
80	0.9696	0.9356	0.0340	3.5%	0.0055	0.6%	82%	False	False	55,854
100	0.9696	0.9267	0.0429	4.5%	0.0054	0.6%	86%	False	False	44,693
120	0.9696	0.9135	0.0561	5.8%	0.0054	0.6%	89%	False	False	37,258

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9865
2.618	0.9783
1.618	0.9732
1.000	0.9701
0.618	0.9682
HIGH	0.9651
0.618	0.9631
0.500	0.9625
0.382	0.9619
LOW	0.9600
0.618	0.9569
1.000	0.9550
1.618	0.9518
2.618	0.9468
4.250	0.9385

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	0.9631	0.9617
PP	0.9628	0.9600
S1	0.9625	0.9582

Download as Excel Spreadsheet

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

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