CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	0.9036	0.9015	-0.0022	-0.2%	0.9103
High	0.9052	0.9019	-0.0033	-0.4%	0.9171
Low	0.9008	0.8962	-0.0046	-0.5%	0.9030
Close	0.9013	0.8966	-0.0047	-0.5%	0.9031
Range	0.0044	0.0058	0.0014	30.7%	0.0141
ATR	0.0045	0.0046	0.0001	2.0%	0.0000
Volume	103,200	150,946	47,746	46.3%	532,909

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9118	0.8997
R3	0.9097	0.9060	0.8981
R2	0.9040	0.9040	0.8976
R1	0.9003	0.9003	0.8971	0.8992
PP	0.8982	0.8982	0.8982	0.8977
S1	0.8945	0.8945	0.8960	0.8935
S2	0.8925	0.8925	0.8955
S3	0.8867	0.8888	0.8950
S4	0.8810	0.8830	0.8934

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9499	0.9405	0.9108
R3	0.9358	0.9265	0.9069
R2	0.9218	0.9218	0.9056
R1	0.9124	0.9124	0.9043	0.9101
PP	0.9077	0.9077	0.9077	0.9065
S1	0.8984	0.8984	0.9018	0.8960
S2	0.8937	0.8937	0.9005
S3	0.8796	0.8843	0.8992
S4	0.8656	0.8703	0.8953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9171	0.8962	0.0209	2.3%	0.0052	0.6%	2%	False	True	116,014
10	0.9172	0.8962	0.0210	2.3%	0.0051	0.6%	2%	False	True	107,440
20	0.9172	0.8962	0.0210	2.3%	0.0045	0.5%	2%	False	True	84,610
40	0.9206	0.8962	0.0245	2.7%	0.0043	0.5%	2%	False	True	42,399
60	0.9206	0.8962	0.0245	2.7%	0.0044	0.5%	2%	False	True	28,289
80	0.9206	0.8962	0.0245	2.7%	0.0043	0.5%	2%	False	True	21,222
100	0.9246	0.8962	0.0284	3.2%	0.0041	0.5%	1%	False	True	16,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9263
2.618	0.9170
1.618	0.9112
1.000	0.9077
0.618	0.9055
HIGH	0.9019
0.618	0.8997
0.500	0.8990
0.382	0.8983
LOW	0.8962
0.618	0.8926
1.000	0.8904
1.618	0.8868
2.618	0.8811
4.250	0.8717

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	0.8990	0.9018
PP	0.8982	0.9001
S1	0.8974	0.8983

Download as Excel Spreadsheet

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

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