CME Japanese Yen Future December 2020

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	0.9595	0.9617	0.0022	0.2%	0.9598
High	0.9632	0.9661	0.0029	0.3%	0.9632
Low	0.9591	0.9610	0.0019	0.2%	0.9562
Close	0.9615	0.9617	0.0002	0.0%	0.9615
Range	0.0041	0.0051	0.0010	24.7%	0.0070
ATR	0.0049	0.0049	0.0000	0.2%	0.0000
Volume	51,792	766	-51,026	-98.5%	597,985

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.9781	0.9749	0.9645
R3	0.9730	0.9699	0.9631
R2	0.9680	0.9680	0.9626
R1	0.9648	0.9648	0.9622	0.9664
PP	0.9629	0.9629	0.9629	0.9637
S1	0.9598	0.9598	0.9612	0.9614
S2	0.9579	0.9579	0.9608
S3	0.9528	0.9547	0.9603
S4	0.9478	0.9497	0.9589

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	0.9661	0.9562	0.0099	1.0%	0.0037	0.4%	56%	True	False	97,799
10	0.9661	0.9547	0.0114	1.2%	0.0044	0.5%	62%	True	False	99,916
20	0.9661	0.9514	0.0147	1.5%	0.0048	0.5%	70%	True	False	97,852
40	0.9696	0.9462	0.0235	2.4%	0.0055	0.6%	66%	False	False	99,512
60	0.9696	0.9431	0.0266	2.8%	0.0050	0.5%	70%	False	False	90,600
80	0.9696	0.9363	0.0333	3.5%	0.0052	0.5%	76%	False	False	76,921
100	0.9696	0.9356	0.0340	3.5%	0.0054	0.6%	77%	False	False	61,564
120	0.9696	0.9267	0.0429	4.5%	0.0053	0.5%	82%	False	False	51,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9875
2.618	0.9793
1.618	0.9742
1.000	0.9711
0.618	0.9692
HIGH	0.9661
0.618	0.9641
0.500	0.9635
0.382	0.9629
LOW	0.9610
0.618	0.9579
1.000	0.9560
1.618	0.9528
2.618	0.9478
4.250	0.9395

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	0.9635	0.9615
PP	0.9629	0.9613
S1	0.9623	0.9611

Download as Excel Spreadsheet

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

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