CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	0.9015	0.8973	-0.0042	-0.5%	0.9103
High	0.9019	0.8997	-0.0023	-0.2%	0.9171
Low	0.8962	0.8929	-0.0033	-0.4%	0.9030
Close	0.8966	0.8935	-0.0031	-0.3%	0.9031
Range	0.0058	0.0068	0.0010	17.4%	0.0141
ATR	0.0046	0.0047	0.0002	3.4%	0.0000
Volume	150,946	133,807	-17,139	-11.4%	532,909

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9156	0.9113	0.8972
R3	0.9088	0.9045	0.8953
R2	0.9021	0.9021	0.8947
R1	0.8978	0.8978	0.8941	0.8966
PP	0.8953	0.8953	0.8953	0.8947
S1	0.8910	0.8910	0.8928	0.8898
S2	0.8886	0.8886	0.8922
S3	0.8818	0.8843	0.8916
S4	0.8751	0.8775	0.8897

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	0.9116	0.8929	0.0187	2.1%	0.0053	0.6%	3%	False	True	118,744
10	0.9171	0.8929	0.0242	2.7%	0.0052	0.6%	2%	False	True	110,827
20	0.9172	0.8929	0.0243	2.7%	0.0046	0.5%	2%	False	True	91,205
40	0.9206	0.8929	0.0277	3.1%	0.0044	0.5%	2%	False	True	45,743
60	0.9206	0.8929	0.0277	3.1%	0.0044	0.5%	2%	False	True	30,518
80	0.9206	0.8929	0.0277	3.1%	0.0043	0.5%	2%	False	True	22,894
100	0.9246	0.8929	0.0317	3.5%	0.0041	0.5%	2%	False	True	18,316

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	0.0011
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.9283
2.618	0.9173
1.618	0.9106
1.000	0.9064
0.618	0.9038
HIGH	0.8997
0.618	0.8971
0.500	0.8963
0.382	0.8955
LOW	0.8929
0.618	0.8887
1.000	0.8862
1.618	0.8820
2.618	0.8752
4.250	0.8642

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	0.8963	0.8990
PP	0.8953	0.8972
S1	0.8944	0.8953

Download as Excel Spreadsheet

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

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