CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	0.9572	0.9577	0.0005	0.1%	0.9636
High	0.9594	0.9626	0.0032	0.3%	0.9648
Low	0.9563	0.9575	0.0013	0.1%	0.9548
Close	0.9579	0.9615	0.0036	0.4%	0.9615
Range	0.0032	0.0051	0.0019	60.3%	0.0100
ATR	0.0057	0.0057	0.0000	-0.8%	0.0000
Volume	82,476	114,707	32,231	39.1%	406,635

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9757	0.9736	0.9642
R3	0.9706	0.9686	0.9628
R2	0.9656	0.9656	0.9624
R1	0.9635	0.9635	0.9619	0.9645
PP	0.9605	0.9605	0.9605	0.9610
S1	0.9585	0.9585	0.9610	0.9595
S2	0.9555	0.9555	0.9605
S3	0.9504	0.9534	0.9601
S4	0.9454	0.9484	0.9587

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9903	0.9859	0.9670
R3	0.9803	0.9759	0.9642
R2	0.9703	0.9703	0.9633
R1	0.9659	0.9659	0.9624	0.9631
PP	0.9603	0.9603	0.9603	0.9589
S1	0.9559	0.9559	0.9605	0.9531
S2	0.9503	0.9503	0.9596
S3	0.9403	0.9459	0.9587
S4	0.9303	0.9359	0.9560

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%	67%	False	False	97,041
10	0.9651	0.9513	0.0138	1.4%	0.0052	0.5%	74%	False	False	93,154
20	0.9696	0.9466	0.0231	2.4%	0.0064	0.7%	65%	False	False	102,886
40	0.9696	0.9431	0.0266	2.8%	0.0053	0.6%	69%	False	False	90,912
60	0.9696	0.9397	0.0299	3.1%	0.0051	0.5%	73%	False	False	83,863
80	0.9696	0.9356	0.0340	3.5%	0.0053	0.6%	76%	False	False	63,055
100	0.9696	0.9316	0.0380	4.0%	0.0054	0.6%	79%	False	False	50,457
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	81%	False	False	42,062

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9758
1.618	0.9707
1.000	0.9676
0.618	0.9657
HIGH	0.9626
0.618	0.9606
0.500	0.9600
0.382	0.9594
LOW	0.9575
0.618	0.9544
1.000	0.9525
1.618	0.9493
2.618	0.9443
4.250	0.9360

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	0.9610	0.9605
PP	0.9605	0.9596
S1	0.9600	0.9587

Download as Excel Spreadsheet

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

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