CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	0.9590	0.9595	0.0006	0.1%	0.9598
High	0.9600	0.9632	0.0032	0.3%	0.9632
Low	0.9562	0.9591	0.0029	0.3%	0.9562
Close	0.9598	0.9615	0.0017	0.2%	0.9615
Range	0.0038	0.0041	0.0003	8.0%	0.0070
ATR	0.0050	0.0049	-0.0001	-1.3%	0.0000
Volume	156,789	51,792	-104,997	-67.0%	597,985

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9734	0.9715	0.9637
R3	0.9694	0.9675	0.9626
R2	0.9653	0.9653	0.9622
R1	0.9634	0.9634	0.9619	0.9644
PP	0.9612	0.9612	0.9612	0.9617
S1	0.9593	0.9593	0.9611	0.9603
S2	0.9572	0.9572	0.9608
S3	0.9531	0.9553	0.9604
S4	0.9491	0.9512	0.9593

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9811	0.9783	0.9653
R3	0.9742	0.9713	0.9634
R2	0.9672	0.9672	0.9628
R1	0.9644	0.9644	0.9621	0.9658
PP	0.9603	0.9603	0.9603	0.9610
S1	0.9574	0.9574	0.9609	0.9589
S2	0.9533	0.9533	0.9602
S3	0.9464	0.9505	0.9596
S4	0.9394	0.9435	0.9577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9632	0.9562	0.0070	0.7%	0.0035	0.4%	76%	True	False	119,597
10	0.9647	0.9547	0.0101	1.0%	0.0044	0.5%	68%	False	False	111,012
20	0.9651	0.9513	0.0138	1.4%	0.0048	0.5%	74%	False	False	102,083
40	0.9696	0.9462	0.0235	2.4%	0.0054	0.6%	65%	False	False	101,149
60	0.9696	0.9431	0.0266	2.8%	0.0050	0.5%	69%	False	False	92,047
80	0.9696	0.9363	0.0333	3.5%	0.0052	0.5%	76%	False	False	76,914
100	0.9696	0.9344	0.0352	3.7%	0.0054	0.6%	77%	False	False	61,557
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.5%	81%	False	False	51,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9804
2.618	0.9738
1.618	0.9697
1.000	0.9672
0.618	0.9657
HIGH	0.9632
0.618	0.9616
0.500	0.9611
0.382	0.9606
LOW	0.9591
0.618	0.9566
1.000	0.9550
1.618	0.9525
2.618	0.9485
4.250	0.9419

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	0.9614	0.9609
PP	0.9612	0.9603
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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