CME Japanese Yen Future March 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	0.9644	0.9614	-0.0030	-0.3%	0.9628
High	0.9655	0.9639	-0.0016	-0.2%	0.9661
Low	0.9609	0.9602	-0.0007	-0.1%	0.9562
Close	0.9623	0.9634	0.0011	0.1%	0.9623
Range	0.0046	0.0037	-0.0009	-19.6%	0.0099
ATR	0.0054	0.0053	-0.0001	-2.3%	0.0000
Volume	11,387	37,759	26,372	231.6%	23,054

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9736	0.9722	0.9654
R3	0.9699	0.9685	0.9644
R2	0.9662	0.9662	0.9641
R1	0.9648	0.9648	0.9637	0.9655
PP	0.9625	0.9625	0.9625	0.9628
S1	0.9611	0.9611	0.9631	0.9618
S2	0.9588	0.9588	0.9627
S3	0.9551	0.9574	0.9624
S4	0.9514	0.9537	0.9614

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9912	0.9866	0.9677
R3	0.9813	0.9767	0.9650
R2	0.9714	0.9714	0.9641
R1	0.9668	0.9668	0.9632	0.9642
PP	0.9615	0.9615	0.9615	0.9602
S1	0.9569	0.9569	0.9613	0.9543
S2	0.9516	0.9516	0.9604
S3	0.9417	0.9470	0.9595
S4	0.9318	0.9371	0.9568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9661	0.9562	0.0099	1.0%	0.0049	0.5%	73%	False	False	11,864
10	0.9661	0.9562	0.0099	1.0%	0.0052	0.5%	73%	False	False	6,188
20	0.9701	0.9478	0.0223	2.3%	0.0058	0.6%	70%	False	False	3,184
40	0.9708	0.9478	0.0230	2.4%	0.0052	0.5%	68%	False	False	1,657
60	0.9708	0.9444	0.0264	2.7%	0.0049	0.5%	72%	False	False	1,124
80	0.9708	0.9380	0.0328	3.4%	0.0048	0.5%	78%	False	False	844

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9796
2.618	0.9736
1.618	0.9699
1.000	0.9676
0.618	0.9662
HIGH	0.9639
0.618	0.9625
0.500	0.9621
0.382	0.9616
LOW	0.9602
0.618	0.9579
1.000	0.9565
1.618	0.9542
2.618	0.9505
4.250	0.9445

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	0.9629	0.9630
PP	0.9625	0.9626
S1	0.9621	0.9622

Download as Excel Spreadsheet

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

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