CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	0.9150	0.9119	-0.0031	-0.3%	0.9106
High	0.9163	0.9125	-0.0038	-0.4%	0.9172
Low	0.9111	0.9090	-0.0022	-0.2%	0.9081
Close	0.9122	0.9103	-0.0019	-0.2%	0.9103
Range	0.0052	0.0035	-0.0017	-32.0%	0.0091
ATR	0.0042	0.0042	-0.0001	-1.2%	0.0000
Volume	95,604	91,813	-3,791	-4.0%	463,993

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9211	0.9192	0.9122
R3	0.9176	0.9157	0.9113
R2	0.9141	0.9141	0.9109
R1	0.9122	0.9122	0.9106	0.9114
PP	0.9106	0.9106	0.9106	0.9102
S1	0.9087	0.9087	0.9100	0.9079
S2	0.9071	0.9071	0.9097
S3	0.9036	0.9052	0.9093
S4	0.9001	0.9017	0.9084

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9391	0.9338	0.9153
R3	0.9300	0.9247	0.9128
R2	0.9209	0.9209	0.9120
R1	0.9156	0.9156	0.9111	0.9137
PP	0.9118	0.9118	0.9118	0.9109
S1	0.9065	0.9065	0.9095	0.9046
S2	0.9027	0.9027	0.9086
S3	0.8936	0.8974	0.9078
S4	0.8845	0.8883	0.9053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9172	0.9081	0.0091	1.0%	0.0047	0.5%	25%	False	False	92,798
10	0.9172	0.9061	0.0111	1.2%	0.0043	0.5%	38%	False	False	90,073
20	0.9172	0.9061	0.0111	1.2%	0.0038	0.4%	38%	False	False	45,360
40	0.9206	0.9034	0.0172	1.9%	0.0041	0.5%	40%	False	False	22,734
60	0.9206	0.8969	0.0238	2.6%	0.0043	0.5%	57%	False	False	15,174
80	0.9206	0.8969	0.0238	2.6%	0.0041	0.5%	57%	False	False	11,384
100	0.9246	0.8969	0.0277	3.0%	0.0041	0.4%	49%	False	False	9,108

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	0.9273
2.618	0.9216
1.618	0.9181
1.000	0.9160
0.618	0.9146
HIGH	0.9125
0.618	0.9111
0.500	0.9107
0.382	0.9103
LOW	0.9090
0.618	0.9068
1.000	0.9055
1.618	0.9033
2.618	0.8998
4.250	0.8941

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	0.9107	0.9131
PP	0.9106	0.9121
S1	0.9104	0.9112

Download as Excel Spreadsheet

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

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