CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	0.8809	0.8768	-0.0041	-0.5%	0.8814
High	0.8822	0.8779	-0.0043	-0.5%	0.8833
Low	0.8767	0.8740	-0.0027	-0.3%	0.8751
Close	0.8780	0.8776	-0.0004	0.0%	0.8780
Range	0.0055	0.0039	-0.0016	-28.4%	0.0082
ATR	0.0051	0.0050	-0.0001	-1.6%	0.0000
Volume	115,384	92,788	-22,596	-19.6%	520,125

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8882	0.8868	0.8797
R3	0.8843	0.8829	0.8787
R2	0.8804	0.8804	0.8783
R1	0.8790	0.8790	0.8780	0.8797
PP	0.8765	0.8765	0.8765	0.8769
S1	0.8751	0.8751	0.8772	0.8758
S2	0.8726	0.8726	0.8769
S3	0.8687	0.8712	0.8765
S4	0.8648	0.8673	0.8755

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9034	0.8989	0.8825
R3	0.8952	0.8907	0.8803
R2	0.8870	0.8870	0.8795
R1	0.8825	0.8825	0.8788	0.8806
PP	0.8788	0.8788	0.8788	0.8778
S1	0.8743	0.8743	0.8772	0.8724
S2	0.8706	0.8706	0.8765
S3	0.8624	0.8661	0.8757
S4	0.8542	0.8579	0.8735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8833	0.8740	0.0093	1.1%	0.0051	0.6%	39%	False	True	105,359
10	0.8833	0.8722	0.0111	1.3%	0.0050	0.6%	49%	False	False	105,377
20	0.9024	0.8722	0.0302	3.4%	0.0052	0.6%	18%	False	False	109,272
40	0.9172	0.8722	0.0450	5.1%	0.0050	0.6%	12%	False	False	109,022
60	0.9173	0.8722	0.0452	5.1%	0.0046	0.5%	12%	False	False	73,012
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	11%	False	False	54,777
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	11%	False	False	43,829
120	0.9226	0.8722	0.0504	5.7%	0.0044	0.5%	11%	False	False	36,525

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8945
2.618	0.8881
1.618	0.8842
1.000	0.8818
0.618	0.8803
HIGH	0.8779
0.618	0.8764
0.500	0.8760
0.382	0.8755
LOW	0.8740
0.618	0.8716
1.000	0.8701
1.618	0.8677
2.618	0.8638
4.250	0.8574

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	0.8771	0.8786
PP	0.8765	0.8783
S1	0.8760	0.8779

Download as Excel Spreadsheet

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

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