CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	0.9074	0.9119	0.0045	0.5%	0.9118
High	0.9129	0.9123	-0.0007	-0.1%	0.9129
Low	0.9074	0.9098	0.0024	0.3%	0.9061
Close	0.9123	0.9105	-0.0018	-0.2%	0.9105
Range	0.0055	0.0025	-0.0031	-55.5%	0.0069
ATR	0.0040	0.0039	-0.0001	-2.8%	0.0000
Volume	145,113	95,269	-49,844	-34.3%	424,644

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9182	0.9168	0.9118
R3	0.9157	0.9143	0.9111
R2	0.9133	0.9133	0.9109
R1	0.9119	0.9119	0.9107	0.9114
PP	0.9108	0.9108	0.9108	0.9106
S1	0.9094	0.9094	0.9102	0.9089
S2	0.9084	0.9084	0.9100
S3	0.9059	0.9070	0.9098
S4	0.9035	0.9045	0.9091

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9304	0.9273	0.9142
R3	0.9235	0.9204	0.9123
R2	0.9167	0.9167	0.9117
R1	0.9136	0.9136	0.9111	0.9117
PP	0.9098	0.9098	0.9098	0.9089
S1	0.9067	0.9067	0.9098	0.9048
S2	0.9030	0.9030	0.9092
S3	0.8961	0.8999	0.9086
S4	0.8893	0.8930	0.9067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9132	0.9061	0.0071	0.8%	0.0039	0.4%	62%	False	False	87,347
10	0.9133	0.9061	0.0072	0.8%	0.0036	0.4%	61%	False	False	44,221
20	0.9173	0.9061	0.0113	1.2%	0.0040	0.4%	39%	False	False	22,213
40	0.9206	0.9034	0.0172	1.9%	0.0042	0.5%	41%	False	False	11,143
60	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	57%	False	False	7,445
80	0.9226	0.8969	0.0257	2.8%	0.0041	0.4%	53%	False	False	5,584

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	0.9227
2.618	0.9187
1.618	0.9162
1.000	0.9147
0.618	0.9138
HIGH	0.9123
0.618	0.9113
0.500	0.9110
0.382	0.9107
LOW	0.9098
0.618	0.9083
1.000	0.9074
1.618	0.9058
2.618	0.9034
4.250	0.8994

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	0.9110	0.9101
PP	0.9108	0.9098
S1	0.9106	0.9095

Download as Excel Spreadsheet

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

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