CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	0.9578	0.9628	0.0050	0.5%	0.9613
High	0.9647	0.9640	-0.0007	-0.1%	0.9647
Low	0.9567	0.9594	0.0027	0.3%	0.9547
Close	0.9620	0.9608	-0.0012	-0.1%	0.9608
Range	0.0080	0.0047	-0.0034	-41.9%	0.0101
ATR	0.0056	0.0056	-0.0001	-1.3%	0.0000
Volume	106,898	106,297	-601	-0.6%	512,137

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9753	0.9727	0.9633
R3	0.9707	0.9680	0.9620
R2	0.9660	0.9660	0.9616
R1	0.9634	0.9634	0.9612	0.9624
PP	0.9614	0.9614	0.9614	0.9609
S1	0.9587	0.9587	0.9603	0.9577
S2	0.9567	0.9567	0.9599
S3	0.9521	0.9541	0.9595
S4	0.9474	0.9494	0.9582

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9902	0.9855	0.9663
R3	0.9801	0.9755	0.9635
R2	0.9701	0.9701	0.9626
R1	0.9654	0.9654	0.9617	0.9627
PP	0.9600	0.9600	0.9600	0.9587
S1	0.9554	0.9554	0.9598	0.9527
S2	0.9500	0.9500	0.9589
S3	0.9399	0.9453	0.9580
S4	0.9299	0.9353	0.9552

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%	0.0053	0.6%	61%	False	False	102,427
10	0.9648	0.9547	0.0101	1.1%	0.0051	0.5%	60%	False	False	99,734
20	0.9696	0.9466	0.0231	2.4%	0.0061	0.6%	62%	False	False	103,386
40	0.9696	0.9437	0.0259	2.7%	0.0055	0.6%	66%	False	False	94,850
60	0.9696	0.9422	0.0275	2.9%	0.0052	0.5%	68%	False	False	88,951
80	0.9696	0.9356	0.0340	3.5%	0.0053	0.6%	74%	False	False	69,447
100	0.9696	0.9316	0.0380	4.0%	0.0055	0.6%	77%	False	False	55,578
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	79%	False	False	46,325

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9838
2.618	0.9762
1.618	0.9715
1.000	0.9687
0.618	0.9669
HIGH	0.9640
0.618	0.9622
0.500	0.9617
0.382	0.9611
LOW	0.9594
0.618	0.9565
1.000	0.9547
1.618	0.9518
2.618	0.9472
4.250	0.9396

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	0.9617	0.9604
PP	0.9614	0.9600
S1	0.9611	0.9597

Download as Excel Spreadsheet

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

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