CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	0.9602	0.9633	0.0031	0.3%	0.9684
High	0.9651	0.9645	-0.0006	-0.1%	0.9691
Low	0.9600	0.9598	-0.0003	0.0%	0.9466
Close	0.9635	0.9637	0.0003	0.0%	0.9561
Range	0.0051	0.0048	-0.0003	-5.9%	0.0226
ATR	0.0061	0.0060	-0.0001	-1.6%	0.0000
Volume	89,131	91,475	2,344	2.6%	588,207

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9769	0.9751	0.9663
R3	0.9722	0.9703	0.9650
R2	0.9674	0.9674	0.9646
R1	0.9656	0.9656	0.9641	0.9665
PP	0.9627	0.9627	0.9627	0.9631
S1	0.9608	0.9608	0.9633	0.9617
S2	0.9579	0.9579	0.9628
S3	0.9532	0.9561	0.9624
S4	0.9484	0.9513	0.9611

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	0.9513	0.0138	1.4%	0.0054	0.6%	90%	False	False	89,267
10	0.9696	0.9466	0.0231	2.4%	0.0070	0.7%	74%	False	False	107,039
20	0.9696	0.9466	0.0231	2.4%	0.0063	0.7%	74%	False	False	100,477
40	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	78%	False	False	87,349
60	0.9696	0.9363	0.0333	3.5%	0.0053	0.6%	82%	False	False	75,923
80	0.9696	0.9356	0.0340	3.5%	0.0055	0.6%	83%	False	False	56,997
100	0.9696	0.9267	0.0429	4.5%	0.0054	0.6%	86%	False	False	45,607
120	0.9696	0.9135	0.0561	5.8%	0.0054	0.6%	89%	False	False	38,020

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	0.9847
2.618	0.9769
1.618	0.9722
1.000	0.9693
0.618	0.9674
HIGH	0.9645
0.618	0.9627
0.500	0.9621
0.382	0.9616
LOW	0.9598
0.618	0.9568
1.000	0.9550
1.618	0.9521
2.618	0.9473
4.250	0.9396

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	0.9632	0.9627
PP	0.9627	0.9618
S1	0.9621	0.9608

Download as Excel Spreadsheet

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

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