CME Japanese Yen Future March 2021

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

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	0.9581	0.9577	-0.0004	0.0%	0.9571
High	0.9593	0.9619	0.0026	0.3%	0.9631
Low	0.9578	0.9511	-0.0067	-0.7%	0.9539
Close	0.9578	0.9591	0.0013	0.1%	0.9571
Range	0.0015	0.0108	0.0093	616.7%	0.0093
ATR	0.0042	0.0047	0.0005	11.1%	0.0000
Volume	57	97	40	70.2%	2,105

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9851	0.9650
R3	0.9788	0.9743	0.9621
R2	0.9681	0.9681	0.9611
R1	0.9636	0.9636	0.9601	0.9658
PP	0.9573	0.9573	0.9573	0.9585
S1	0.9528	0.9528	0.9581	0.9551
S2	0.9466	0.9466	0.9571
S3	0.9358	0.9421	0.9561
S4	0.9251	0.9313	0.9532

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	0.9511	0.0120	1.3%	0.0055	0.6%	67%	False	True	65
10	0.9631	0.9511	0.0120	1.3%	0.0047	0.5%	67%	False	True	231
20	0.9631	0.9444	0.0188	2.0%	0.0042	0.4%	79%	False	False	122
40	0.9642	0.9444	0.0199	2.1%	0.0042	0.4%	74%	False	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1.0075
2.618	0.9900
1.618	0.9792
1.000	0.9726
0.618	0.9685
HIGH	0.9619
0.618	0.9577
0.500	0.9565
0.382	0.9552
LOW	0.9511
0.618	0.9445
1.000	0.9404
1.618	0.9337
2.618	0.9230
4.250	0.9054

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	0.9582	0.9582
PP	0.9573	0.9573
S1	0.9565	0.9565

Download as Excel Spreadsheet

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

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