CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	0.9106	0.9096	-0.0011	-0.1%	0.9118
High	0.9123	0.9137	0.0014	0.2%	0.9129
Low	0.9084	0.9081	-0.0003	0.0%	0.9061
Close	0.9096	0.9128	0.0032	0.4%	0.9105
Range	0.0039	0.0056	0.0017	43.6%	0.0069
ATR	0.0039	0.0040	0.0001	3.1%	0.0000
Volume	71,408	105,231	33,823	47.4%	424,644

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9283	0.9262	0.9159
R3	0.9227	0.9206	0.9143
R2	0.9171	0.9171	0.9138
R1	0.9150	0.9150	0.9133	0.9160
PP	0.9115	0.9115	0.9115	0.9120
S1	0.9094	0.9094	0.9123	0.9104
S2	0.9059	0.9059	0.9118
S3	0.9003	0.9038	0.9113
S4	0.8947	0.8982	0.9097

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	0.9137	0.9061	0.0076	0.8%	0.0040	0.4%	89%	True	False	106,924
10	0.9137	0.9061	0.0076	0.8%	0.0039	0.4%	89%	True	False	61,779
20	0.9173	0.9061	0.0112	1.2%	0.0039	0.4%	60%	False	False	31,024
40	0.9206	0.9034	0.0172	1.9%	0.0041	0.4%	55%	False	False	15,556
60	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	67%	False	False	10,386
80	0.9226	0.8969	0.0257	2.8%	0.0041	0.4%	62%	False	False	7,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9375
2.618	0.9283
1.618	0.9227
1.000	0.9193
0.618	0.9171
HIGH	0.9137
0.618	0.9115
0.500	0.9109
0.382	0.9102
LOW	0.9081
0.618	0.9046
1.000	0.9025
1.618	0.8990
2.618	0.8934
4.250	0.8843

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	0.9122	0.9122
PP	0.9115	0.9115
S1	0.9109	0.9109

Download as Excel Spreadsheet

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

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