CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	0.9640	0.9636	-0.0004	0.0%	0.9557
High	0.9646	0.9648	0.0002	0.0%	0.9651
Low	0.9627	0.9559	-0.0068	-0.7%	0.9514
Close	0.9634	0.9572	-0.0062	-0.6%	0.9634
Range	0.0019	0.0089	0.0070	365.8%	0.0137
ATR	0.0057	0.0059	0.0002	4.0%	0.0000
Volume	78,573	99,043	20,470	26.1%	439,535

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9858	0.9804	0.9621
R3	0.9770	0.9715	0.9596
R2	0.9681	0.9681	0.9588
R1	0.9627	0.9627	0.9580	0.9610
PP	0.9593	0.9593	0.9593	0.9584
S1	0.9538	0.9538	0.9564	0.9521
S2	0.9504	0.9504	0.9556
S3	0.9416	0.9450	0.9548
S4	0.9327	0.9361	0.9523

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	0.9559	0.0092	1.0%	0.0051	0.5%	14%	False	True	87,414
10	0.9651	0.9466	0.0185	1.9%	0.0054	0.6%	58%	False	False	93,201
20	0.9696	0.9466	0.0231	2.4%	0.0065	0.7%	46%	False	False	101,420
40	0.9696	0.9431	0.0266	2.8%	0.0052	0.5%	53%	False	False	88,682
60	0.9696	0.9397	0.0299	3.1%	0.0051	0.5%	59%	False	False	78,816
80	0.9696	0.9356	0.0340	3.6%	0.0054	0.6%	64%	False	False	59,213
100	0.9696	0.9296	0.0400	4.2%	0.0054	0.6%	69%	False	False	47,382
120	0.9696	0.9135	0.0561	5.9%	0.0054	0.6%	78%	False	False	39,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0024
2.618	0.9879
1.618	0.9791
1.000	0.9736
0.618	0.9702
HIGH	0.9648
0.618	0.9614
0.500	0.9603
0.382	0.9593
LOW	0.9559
0.618	0.9504
1.000	0.9471
1.618	0.9416
2.618	0.9327
4.250	0.9183

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	0.9603	0.9603
PP	0.9593	0.9593
S1	0.9582	0.9582

Download as Excel Spreadsheet

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

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