CME Japanese Yen Future December 2020


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 0.9573 0.9656 0.0084 0.9% 0.9561
High 0.9671 0.9696 0.0025 0.3% 0.9696
Low 0.9572 0.9642 0.0070 0.7% 0.9497
Close 0.9666 0.9691 0.0026 0.3% 0.9691
Range 0.0099 0.0054 -0.0045 -45.5% 0.0200
ATR 0.0053 0.0053 0.0000 0.2% 0.0000
Volume 121,987 121,224 -763 -0.6% 514,602
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.9838 0.9819 0.9721
R3 0.9784 0.9765 0.9706
R2 0.9730 0.9730 0.9701
R1 0.9711 0.9711 0.9696 0.9721
PP 0.9676 0.9676 0.9676 0.9681
S1 0.9657 0.9657 0.9687 0.9667
S2 0.9622 0.9622 0.9682
S3 0.9568 0.9603 0.9677
S4 0.9514 0.9549 0.9662
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.0226 1.0158 0.9801
R3 1.0027 0.9959 0.9746
R2 0.9827 0.9827 0.9728
R1 0.9759 0.9759 0.9710 0.9793
PP 0.9628 0.9628 0.9628 0.9645
S1 0.9560 0.9560 0.9673 0.9594
S2 0.9428 0.9428 0.9655
S3 0.9229 0.9360 0.9637
S4 0.9029 0.9161 0.9582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9696 0.9497 0.0200 2.1% 0.0067 0.7% 98% True False 102,920
10 0.9696 0.9497 0.0200 2.1% 0.0058 0.6% 98% True False 98,570
20 0.9696 0.9462 0.0235 2.4% 0.0050 0.5% 98% True False 88,896
40 0.9696 0.9431 0.0266 2.7% 0.0048 0.5% 98% True False 82,929
60 0.9696 0.9357 0.0340 3.5% 0.0051 0.5% 99% True False 60,153
80 0.9696 0.9316 0.0380 3.9% 0.0053 0.5% 99% True False 45,141
100 0.9696 0.9267 0.0429 4.4% 0.0052 0.5% 99% True False 36,125
120 0.9696 0.9135 0.0561 5.8% 0.0052 0.5% 99% True False 30,110
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9926
2.618 0.9837
1.618 0.9783
1.000 0.9750
0.618 0.9729
HIGH 0.9696
0.618 0.9675
0.500 0.9669
0.382 0.9663
LOW 0.9642
0.618 0.9609
1.000 0.9588
1.618 0.9555
2.618 0.9501
4.250 0.9413
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 0.9684 0.9660
PP 0.9676 0.9628
S1 0.9669 0.9596

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

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