CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	0.9602	0.9590	-0.0013	-0.1%	0.9613
High	0.9611	0.9600	-0.0012	-0.1%	0.9647
Low	0.9578	0.9562	-0.0016	-0.2%	0.9547
Close	0.9594	0.9598	0.0004	0.0%	0.9608
Range	0.0033	0.0038	0.0005	13.6%	0.0101
ATR	0.0051	0.0050	-0.0001	-1.9%	0.0000
Volume	164,626	156,789	-7,837	-4.8%	512,137

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9699	0.9686	0.9619
R3	0.9662	0.9649	0.9608
R2	0.9624	0.9624	0.9605
R1	0.9611	0.9611	0.9601	0.9618
PP	0.9587	0.9587	0.9587	0.9590
S1	0.9574	0.9574	0.9595	0.9580
S2	0.9549	0.9549	0.9591
S3	0.9512	0.9536	0.9588
S4	0.9474	0.9499	0.9577

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	0.9640	0.9562	0.0078	0.8%	0.0036	0.4%	46%	False	True	130,498
10	0.9647	0.9547	0.0101	1.0%	0.0045	0.5%	51%	False	False	117,303
20	0.9651	0.9484	0.0167	1.7%	0.0048	0.5%	69%	False	False	104,081
40	0.9696	0.9462	0.0235	2.4%	0.0054	0.6%	58%	False	False	101,824
60	0.9696	0.9431	0.0266	2.8%	0.0051	0.5%	63%	False	False	92,793
80	0.9696	0.9363	0.0333	3.5%	0.0052	0.5%	71%	False	False	76,269
100	0.9696	0.9339	0.0357	3.7%	0.0054	0.6%	73%	False	False	61,039
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.6%	77%	False	False	50,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9759
2.618	0.9698
1.618	0.9660
1.000	0.9637
0.618	0.9623
HIGH	0.9600
0.618	0.9585
0.500	0.9581
0.382	0.9576
LOW	0.9562
0.618	0.9539
1.000	0.9525
1.618	0.9501
2.618	0.9464
4.250	0.9403

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	0.9592	0.9596
PP	0.9587	0.9594
S1	0.9581	0.9591

Download as Excel Spreadsheet

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

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