CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	0.9636	0.9571	-0.0066	-0.7%	0.9557
High	0.9648	0.9605	-0.0043	-0.4%	0.9651
Low	0.9559	0.9548	-0.0012	-0.1%	0.9514
Close	0.9572	0.9566	-0.0006	-0.1%	0.9634
Range	0.0089	0.0057	-0.0032	-35.6%	0.0137
ATR	0.0059	0.0059	0.0000	-0.3%	0.0000
Volume	99,043	110,409	11,366	11.5%	439,535

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9744	0.9712	0.9597
R3	0.9687	0.9655	0.9582
R2	0.9630	0.9630	0.9576
R1	0.9598	0.9598	0.9571	0.9585
PP	0.9573	0.9573	0.9573	0.9566
S1	0.9541	0.9541	0.9561	0.9528
S2	0.9516	0.9516	0.9556
S3	0.9459	0.9484	0.9550
S4	0.9402	0.9427	0.9535

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	0.9548	0.0103	1.1%	0.0053	0.5%	18%	False	True	93,726
10	0.9651	0.9466	0.0185	1.9%	0.0053	0.6%	54%	False	False	90,696
20	0.9696	0.9466	0.0231	2.4%	0.0066	0.7%	44%	False	False	103,179
40	0.9696	0.9431	0.0266	2.8%	0.0053	0.6%	51%	False	False	89,909
60	0.9696	0.9397	0.0299	3.1%	0.0051	0.5%	57%	False	False	80,627
80	0.9696	0.9356	0.0340	3.6%	0.0053	0.6%	62%	False	False	60,592
100	0.9696	0.9296	0.0400	4.2%	0.0054	0.6%	67%	False	False	48,485
120	0.9696	0.9150	0.0546	5.7%	0.0054	0.6%	76%	False	False	40,420

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	0.9754
1.618	0.9697
1.000	0.9662
0.618	0.9640
HIGH	0.9605
0.618	0.9583
0.500	0.9576
0.382	0.9569
LOW	0.9548
0.618	0.9512
1.000	0.9491
1.618	0.9455
2.618	0.9398
4.250	0.9305

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	0.9576	0.9598
PP	0.9573	0.9587
S1	0.9569	0.9577

Download as Excel Spreadsheet

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

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