CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	0.9601	0.9587	-0.0014	-0.1%	0.9571
High	0.9631	0.9621	-0.0010	-0.1%	0.9631
Low	0.9567	0.9566	-0.0002	0.0%	0.9539
Close	0.9573	0.9571	-0.0002	0.0%	0.9571
Range	0.0064	0.0056	-0.0009	-13.3%	0.0093
ATR	0.0042	0.0043	0.0001	2.3%	0.0000
Volume	45	88	43	95.6%	2,105

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9752	0.9717	0.9601
R3	0.9697	0.9661	0.9586
R2	0.9641	0.9641	0.9581
R1	0.9606	0.9606	0.9576	0.9596
PP	0.9586	0.9586	0.9586	0.9581
S1	0.9550	0.9550	0.9565	0.9540
S2	0.9530	0.9530	0.9560
S3	0.9475	0.9495	0.9555
S4	0.9419	0.9439	0.9540

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9858	0.9807	0.9621
R3	0.9765	0.9714	0.9596
R2	0.9673	0.9673	0.9587
R1	0.9622	0.9622	0.9579	0.9601
PP	0.9580	0.9580	0.9580	0.9570
S1	0.9529	0.9529	0.9562	0.9508
S2	0.9488	0.9488	0.9554
S3	0.9395	0.9437	0.9545
S4	0.9303	0.9344	0.9520

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9631	0.9539	0.0093	1.0%	0.0048	0.5%	35%	False	False	421
10	0.9631	0.9478	0.0154	1.6%	0.0046	0.5%	61%	False	False	216
20	0.9631	0.9444	0.0188	2.0%	0.0039	0.4%	68%	False	False	136
40	0.9642	0.9427	0.0215	2.2%	0.0040	0.4%	67%	False	False	85

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

Fibonacci Retracements and Extensions
4.250	0.9857
2.618	0.9766
1.618	0.9711
1.000	0.9677
0.618	0.9655
HIGH	0.9621
0.618	0.9600
0.500	0.9593
0.382	0.9587
LOW	0.9566
0.618	0.9531
1.000	0.9510
1.618	0.9476
2.618	0.9420
4.250	0.9330

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	0.9593	0.9598
PP	0.9586	0.9589
S1	0.9578	0.9580

Download as Excel Spreadsheet

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

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