CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	0.9613	0.9602	-0.0011	-0.1%	0.9613
High	0.9621	0.9611	-0.0010	-0.1%	0.9647
Low	0.9596	0.9578	-0.0018	-0.2%	0.9547
Close	0.9600	0.9594	-0.0006	-0.1%	0.9608
Range	0.0025	0.0033	0.0008	32.0%	0.0101
ATR	0.0052	0.0051	-0.0001	-2.6%	0.0000
Volume	115,022	164,626	49,604	43.1%	512,137

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9693	0.9677	0.9613
R3	0.9660	0.9644	0.9604
R2	0.9627	0.9627	0.9601
R1	0.9611	0.9611	0.9598	0.9603
PP	0.9594	0.9594	0.9594	0.9590
S1	0.9578	0.9578	0.9591	0.9570
S2	0.9561	0.9561	0.9588
S3	0.9528	0.9545	0.9585
S4	0.9495	0.9512	0.9576

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	0.9567	0.0080	0.8%	0.0044	0.5%	34%	False	False	120,519
10	0.9647	0.9547	0.0101	1.0%	0.0044	0.5%	48%	False	False	109,872
20	0.9651	0.9466	0.0185	1.9%	0.0049	0.5%	70%	False	False	100,284
40	0.9696	0.9462	0.0235	2.4%	0.0054	0.6%	57%	False	False	99,772
60	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	62%	False	False	91,888
80	0.9696	0.9363	0.0333	3.5%	0.0053	0.5%	70%	False	False	74,310
100	0.9696	0.9332	0.0365	3.8%	0.0054	0.6%	72%	False	False	59,471
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	76%	False	False	49,566

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9751
2.618	0.9697
1.618	0.9664
1.000	0.9644
0.618	0.9631
HIGH	0.9611
0.618	0.9598
0.500	0.9595
0.382	0.9591
LOW	0.9578
0.618	0.9558
1.000	0.9545
1.618	0.9525
2.618	0.9492
4.250	0.9438

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	0.9595	0.9601
PP	0.9594	0.9599
S1	0.9594	0.9597

Download as Excel Spreadsheet

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

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