CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	0.9588	0.9578	-0.0010	-0.1%	0.9636
High	0.9596	0.9647	0.0052	0.5%	0.9648
Low	0.9547	0.9567	0.0021	0.2%	0.9548
Close	0.9566	0.9620	0.0054	0.6%	0.9615
Range	0.0049	0.0080	0.0031	63.3%	0.0100
ATR	0.0054	0.0056	0.0002	3.5%	0.0000
Volume	90,224	106,898	16,674	18.5%	406,635

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9815	0.9664
R3	0.9771	0.9735	0.9642
R2	0.9691	0.9691	0.9634
R1	0.9655	0.9655	0.9627	0.9673
PP	0.9611	0.9611	0.9611	0.9620
S1	0.9575	0.9575	0.9612	0.9593
S2	0.9531	0.9531	0.9605
S3	0.9451	0.9495	0.9598
S4	0.9371	0.9415	0.9576

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	0.9647	0.9547	0.0101	1.0%	0.0054	0.6%	73%	True	False	104,109
10	0.9648	0.9547	0.0101	1.0%	0.0051	0.5%	72%	False	False	98,252
20	0.9696	0.9466	0.0231	2.4%	0.0063	0.7%	67%	False	False	104,171
40	0.9696	0.9431	0.0266	2.8%	0.0054	0.6%	71%	False	False	93,327
60	0.9696	0.9418	0.0278	2.9%	0.0051	0.5%	72%	False	False	88,435
80	0.9696	0.9356	0.0340	3.5%	0.0053	0.6%	78%	False	False	68,120
100	0.9696	0.9316	0.0380	4.0%	0.0055	0.6%	80%	False	False	54,515
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	82%	False	False	45,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9987
2.618	0.9856
1.618	0.9776
1.000	0.9727
0.618	0.9696
HIGH	0.9647
0.618	0.9616
0.500	0.9607
0.382	0.9598
LOW	0.9567
0.618	0.9518
1.000	0.9487
1.618	0.9438
2.618	0.9358
4.250	0.9227

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	0.9615	0.9612
PP	0.9611	0.9604
S1	0.9607	0.9597

Download as Excel Spreadsheet

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

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