CME Japanese Yen Future March 2021

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

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	0.9695	0.9515	-0.0180	-1.9%	0.9571
High	0.9701	0.9556	-0.0145	-1.5%	0.9708
Low	0.9482	0.9497	0.0015	0.2%	0.9511
Close	0.9502	0.9514	0.0012	0.1%	0.9704
Range	0.0219	0.0060	-0.0159	-72.8%	0.0197
ATR	0.0063	0.0062	0.0000	-0.4%	0.0000
Volume	353	115	-238	-67.4%	401

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9701	0.9667	0.9547
R3	0.9641	0.9607	0.9530
R2	0.9582	0.9582	0.9525
R1	0.9548	0.9548	0.9519	0.9535
PP	0.9522	0.9522	0.9522	0.9516
S1	0.9488	0.9488	0.9509	0.9476
S2	0.9463	0.9463	0.9503
S3	0.9403	0.9429	0.9498
S4	0.9344	0.9369	0.9481

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.0230	1.0164	0.9812
R3	1.0034	0.9967	0.9758
R2	0.9837	0.9837	0.9740
R1	0.9771	0.9771	0.9722	0.9804
PP	0.9641	0.9641	0.9641	0.9658
S1	0.9574	0.9574	0.9686	0.9608
S2	0.9444	0.9444	0.9668
S3	0.9248	0.9378	0.9650
S4	0.9051	0.9181	0.9596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9708	0.9482	0.0226	2.4%	0.0107	1.1%	14%	False	False	154
10	0.9708	0.9482	0.0226	2.4%	0.0074	0.8%	14%	False	False	102
20	0.9708	0.9478	0.0230	2.4%	0.0057	0.6%	16%	False	False	153
40	0.9708	0.9444	0.0264	2.8%	0.0049	0.5%	27%	False	False	102
60	0.9708	0.9386	0.0322	3.4%	0.0047	0.5%	40%	False	False	72

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

Fibonacci Retracements and Extensions
4.250	0.9809
2.618	0.9712
1.618	0.9652
1.000	0.9616
0.618	0.9593
HIGH	0.9556
0.618	0.9533
0.500	0.9526
0.382	0.9519
LOW	0.9497
0.618	0.9460
1.000	0.9437
1.618	0.9400
2.618	0.9341
4.250	0.9244

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	0.9526	0.9595
PP	0.9522	0.9568
S1	0.9518	0.9541

Download as Excel Spreadsheet

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

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