CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	0.9571	0.9572	0.0002	0.0%	0.9557
High	0.9605	0.9594	-0.0011	-0.1%	0.9651
Low	0.9548	0.9563	0.0015	0.2%	0.9514
Close	0.9566	0.9579	0.0013	0.1%	0.9634
Range	0.0057	0.0032	-0.0026	-44.7%	0.0137
ATR	0.0059	0.0057	-0.0002	-3.3%	0.0000
Volume	110,409	82,476	-27,933	-25.3%	439,535

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9673	0.9657	0.9596
R3	0.9641	0.9626	0.9587
R2	0.9610	0.9610	0.9584
R1	0.9594	0.9594	0.9581	0.9602
PP	0.9578	0.9578	0.9578	0.9582
S1	0.9563	0.9563	0.9576	0.9571
S2	0.9547	0.9547	0.9573
S3	0.9515	0.9531	0.9570
S4	0.9484	0.9500	0.9561

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	0.9648	0.9548	0.0100	1.0%	0.0049	0.5%	31%	False	False	92,395
10	0.9651	0.9484	0.0167	1.7%	0.0050	0.5%	57%	False	False	90,860
20	0.9696	0.9466	0.0231	2.4%	0.0065	0.7%	49%	False	False	102,070
40	0.9696	0.9431	0.0266	2.8%	0.0053	0.5%	56%	False	False	89,749
60	0.9696	0.9397	0.0299	3.1%	0.0050	0.5%	61%	False	False	81,973
80	0.9696	0.9356	0.0340	3.5%	0.0053	0.6%	65%	False	False	61,622
100	0.9696	0.9305	0.0391	4.1%	0.0054	0.6%	70%	False	False	49,310
120	0.9696	0.9248	0.0448	4.7%	0.0053	0.6%	74%	False	False	41,106

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9728
2.618	0.9676
1.618	0.9645
1.000	0.9626
0.618	0.9613
HIGH	0.9594
0.618	0.9582
0.500	0.9578
0.382	0.9575
LOW	0.9563
0.618	0.9543
1.000	0.9531
1.618	0.9512
2.618	0.9480
4.250	0.9429

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	0.9578	0.9598
PP	0.9578	0.9591
S1	0.9578	0.9585

Download as Excel Spreadsheet

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

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