CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	0.9577	0.9613	0.0036	0.4%	0.9636
High	0.9626	0.9633	0.0007	0.1%	0.9648
Low	0.9575	0.9579	0.0004	0.0%	0.9548
Close	0.9615	0.9587	-0.0028	-0.3%	0.9615
Range	0.0051	0.0054	0.0003	5.9%	0.0100
ATR	0.0057	0.0056	0.0000	-0.4%	0.0000
Volume	114,707	111,722	-2,985	-2.6%	406,635

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9760	0.9727	0.9616
R3	0.9706	0.9673	0.9601
R2	0.9653	0.9653	0.9596
R1	0.9620	0.9620	0.9591	0.9610
PP	0.9599	0.9599	0.9599	0.9594
S1	0.9566	0.9566	0.9582	0.9556
S2	0.9546	0.9546	0.9577
S3	0.9492	0.9513	0.9572
S4	0.9439	0.9459	0.9557

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%	0.0056	0.6%	39%	False	False	103,671
10	0.9651	0.9514	0.0137	1.4%	0.0052	0.5%	53%	False	False	95,789
20	0.9696	0.9466	0.0231	2.4%	0.0064	0.7%	52%	False	False	103,035
40	0.9696	0.9431	0.0266	2.8%	0.0053	0.6%	59%	False	False	91,099
60	0.9696	0.9401	0.0296	3.1%	0.0051	0.5%	63%	False	False	85,678
80	0.9696	0.9356	0.0340	3.5%	0.0053	0.6%	68%	False	False	64,450
100	0.9696	0.9316	0.0380	4.0%	0.0054	0.6%	71%	False	False	51,574
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	74%	False	False	42,993

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9860
2.618	0.9773
1.618	0.9719
1.000	0.9686
0.618	0.9666
HIGH	0.9633
0.618	0.9612
0.500	0.9606
0.382	0.9599
LOW	0.9579
0.618	0.9546
1.000	0.9526
1.618	0.9492
2.618	0.9439
4.250	0.9352

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	0.9606	0.9598
PP	0.9599	0.9594
S1	0.9593	0.9590

Download as Excel Spreadsheet

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

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