CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	0.9633	0.9640	0.0007	0.1%	0.9557
High	0.9645	0.9646	0.0001	0.0%	0.9651
Low	0.9598	0.9627	0.0029	0.3%	0.9514
Close	0.9637	0.9634	-0.0003	0.0%	0.9634
Range	0.0048	0.0019	-0.0029	-60.0%	0.0137
ATR	0.0060	0.0057	-0.0003	-4.9%	0.0000
Volume	91,475	78,573	-12,902	-14.1%	439,535

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9692	0.9682	0.9644
R3	0.9673	0.9663	0.9639
R2	0.9654	0.9654	0.9637
R1	0.9644	0.9644	0.9636	0.9640
PP	0.9635	0.9635	0.9635	0.9633
S1	0.9625	0.9625	0.9632	0.9621
S2	0.9616	0.9616	0.9631
S3	0.9597	0.9606	0.9629
S4	0.9578	0.9587	0.9624

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0009	0.9958	0.9709
R3	0.9872	0.9821	0.9672
R2	0.9736	0.9736	0.9659
R1	0.9685	0.9685	0.9647	0.9710
PP	0.9599	0.9599	0.9599	0.9612
S1	0.9548	0.9548	0.9621	0.9574
S2	0.9463	0.9463	0.9609
S3	0.9326	0.9412	0.9596
S4	0.9190	0.9275	0.9559

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9651	0.9514	0.0137	1.4%	0.0047	0.5%	88%	False	False	87,907
10	0.9691	0.9466	0.0226	2.3%	0.0067	0.7%	75%	False	False	102,774
20	0.9696	0.9466	0.0231	2.4%	0.0062	0.6%	73%	False	False	100,672
40	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	77%	False	False	87,647
60	0.9696	0.9363	0.0333	3.5%	0.0052	0.5%	81%	False	False	77,204
80	0.9696	0.9356	0.0340	3.5%	0.0055	0.6%	82%	False	False	57,979
100	0.9696	0.9296	0.0400	4.1%	0.0053	0.6%	84%	False	False	46,392
120	0.9696	0.9135	0.0561	5.8%	0.0054	0.6%	89%	False	False	38,675

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.9726
2.618	0.9695
1.618	0.9676
1.000	0.9665
0.618	0.9657
HIGH	0.9646
0.618	0.9638
0.500	0.9636
0.382	0.9634
LOW	0.9627
0.618	0.9615
1.000	0.9608
1.618	0.9596
2.618	0.9577
4.250	0.9546

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	0.9636	0.9631
PP	0.9635	0.9627
S1	0.9635	0.9624

Download as Excel Spreadsheet

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

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