CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	0.9096	0.9123	0.0027	0.3%	0.9118
High	0.9137	0.9172	0.0035	0.4%	0.9129
Low	0.9081	0.9119	0.0038	0.4%	0.9061
Close	0.9128	0.9147	0.0019	0.2%	0.9105
Range	0.0056	0.0053	-0.0003	-5.4%	0.0069
ATR	0.0040	0.0041	0.0001	2.2%	0.0000
Volume	105,231	99,937	-5,294	-5.0%	424,644

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9305	0.9279	0.9176
R3	0.9252	0.9226	0.9162
R2	0.9199	0.9199	0.9157
R1	0.9173	0.9173	0.9152	0.9186
PP	0.9146	0.9146	0.9146	0.9152
S1	0.9120	0.9120	0.9142	0.9133
S2	0.9093	0.9093	0.9137
S3	0.9040	0.9067	0.9132
S4	0.8987	0.9014	0.9118

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	0.9172	0.9074	0.0098	1.1%	0.0046	0.5%	75%	True	False	103,391
10	0.9172	0.9061	0.0111	1.2%	0.0041	0.4%	78%	True	False	71,583
20	0.9172	0.9061	0.0111	1.2%	0.0039	0.4%	78%	True	False	36,002
40	0.9206	0.9034	0.0172	1.9%	0.0041	0.4%	66%	False	False	18,050
60	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	75%	False	False	12,051
80	0.9226	0.8969	0.0257	2.8%	0.0041	0.4%	69%	False	False	9,042

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9397
2.618	0.9310
1.618	0.9257
1.000	0.9225
0.618	0.9204
HIGH	0.9172
0.618	0.9151
0.500	0.9145
0.382	0.9139
LOW	0.9119
0.618	0.9086
1.000	0.9066
1.618	0.9033
2.618	0.8980
4.250	0.8893

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	0.9146	0.9140
PP	0.9146	0.9133
S1	0.9145	0.9126

Download as Excel Spreadsheet

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

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