CME Japanese Yen Future December 2020


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 0.9553 0.9567 0.0015 0.2% 0.9562
High 0.9581 0.9607 0.0026 0.3% 0.9618
Low 0.9547 0.9497 -0.0050 -0.5% 0.9524
Close 0.9565 0.9578 0.0013 0.1% 0.9558
Range 0.0034 0.0110 0.0076 223.5% 0.0094
ATR 0.0044 0.0049 0.0005 10.5% 0.0000
Volume 69,159 133,171 64,012 92.6% 471,104
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9890 0.9844 0.9639
R3 0.9780 0.9734 0.9608
R2 0.9670 0.9670 0.9598
R1 0.9624 0.9624 0.9588 0.9647
PP 0.9560 0.9560 0.9560 0.9572
S1 0.9514 0.9514 0.9568 0.9537
S2 0.9450 0.9450 0.9558
S3 0.9340 0.9404 0.9548
S4 0.9230 0.9294 0.9518
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.9849 0.9797 0.9609
R3 0.9755 0.9703 0.9583
R2 0.9661 0.9661 0.9575
R1 0.9609 0.9609 0.9566 0.9588
PP 0.9567 0.9567 0.9567 0.9556
S1 0.9515 0.9515 0.9549 0.9494
S2 0.9473 0.9473 0.9540
S3 0.9379 0.9421 0.9532
S4 0.9285 0.9327 0.9506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9618 0.9497 0.0122 1.3% 0.0060 0.6% 67% False True 95,706
10 0.9618 0.9497 0.0122 1.3% 0.0050 0.5% 67% False True 91,493
20 0.9618 0.9431 0.0188 2.0% 0.0045 0.5% 79% False False 82,484
40 0.9626 0.9418 0.0207 2.2% 0.0045 0.5% 77% False False 80,567
60 0.9626 0.9356 0.0270 2.8% 0.0050 0.5% 82% False False 56,104
80 0.9626 0.9316 0.0310 3.2% 0.0053 0.5% 85% False False 42,101
100 0.9626 0.9267 0.0359 3.7% 0.0051 0.5% 87% False False 33,693
120 0.9626 0.9135 0.0491 5.1% 0.0051 0.5% 90% False False 28,084
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 0.0013
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.0074
2.618 0.9894
1.618 0.9784
1.000 0.9717
0.618 0.9674
HIGH 0.9607
0.618 0.9564
0.500 0.9552
0.382 0.9539
LOW 0.9497
0.618 0.9429
1.000 0.9387
1.618 0.9319
2.618 0.9209
4.250 0.9029
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 0.9569 0.9569
PP 0.9560 0.9560
S1 0.9552 0.9552

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

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