CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	0.8750	0.8748	-0.0002	0.0%	0.8913
High	0.8785	0.8769	-0.0016	-0.2%	0.8919
Low	0.8744	0.8722	-0.0023	-0.3%	0.8740
Close	0.8752	0.8760	0.0009	0.1%	0.8756
Range	0.0041	0.0048	0.0007	17.3%	0.0179
ATR	0.0050	0.0050	0.0000	-0.4%	0.0000
Volume	99,141	101,954	2,813	2.8%	589,692

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8893	0.8874	0.8786
R3	0.8845	0.8826	0.8773
R2	0.8798	0.8798	0.8769
R1	0.8779	0.8779	0.8764	0.8788
PP	0.8750	0.8750	0.8750	0.8755
S1	0.8731	0.8731	0.8756	0.8741
S2	0.8703	0.8703	0.8751
S3	0.8655	0.8684	0.8747
S4	0.8608	0.8636	0.8734

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9342	0.9228	0.8854
R3	0.9163	0.9049	0.8805
R2	0.8984	0.8984	0.8788
R1	0.8870	0.8870	0.8772	0.8837
PP	0.8805	0.8805	0.8805	0.8788
S1	0.8691	0.8691	0.8739	0.8658
S2	0.8626	0.8626	0.8723
S3	0.8447	0.8512	0.8706
S4	0.8268	0.8333	0.8657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8837	0.8722	0.0115	1.3%	0.0045	0.5%	33%	False	True	108,052
10	0.8995	0.8722	0.0273	3.1%	0.0052	0.6%	14%	False	True	112,669
20	0.9116	0.8722	0.0395	4.5%	0.0052	0.6%	10%	False	True	114,621
40	0.9172	0.8722	0.0450	5.1%	0.0047	0.5%	9%	False	True	88,155
60	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	8%	False	True	58,814
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	8%	False	True	44,124
100	0.9206	0.8722	0.0485	5.5%	0.0044	0.5%	8%	False	True	35,303
120	0.9246	0.8722	0.0524	6.0%	0.0043	0.5%	7%	False	True	29,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8971
2.618	0.8893
1.618	0.8846
1.000	0.8817
0.618	0.8798
HIGH	0.8769
0.618	0.8751
0.500	0.8745
0.382	0.8740
LOW	0.8722
0.618	0.8692
1.000	0.8674
1.618	0.8645
2.618	0.8597
4.250	0.8520

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	0.8755	0.8758
PP	0.8750	0.8755
S1	0.8745	0.8753

Download as Excel Spreadsheet

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

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