CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	0.9119	0.9103	-0.0017	-0.2%	0.9106
High	0.9125	0.9154	0.0029	0.3%	0.9172
Low	0.9090	0.9093	0.0004	0.0%	0.9081
Close	0.9103	0.9150	0.0047	0.5%	0.9103
Range	0.0035	0.0061	0.0026	72.9%	0.0091
ATR	0.0042	0.0043	0.0001	3.3%	0.0000
Volume	91,813	108,634	16,821	18.3%	463,993

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9314	0.9292	0.9183
R3	0.9253	0.9232	0.9166
R2	0.9193	0.9193	0.9161
R1	0.9171	0.9171	0.9155	0.9182
PP	0.9132	0.9132	0.9132	0.9137
S1	0.9111	0.9111	0.9144	0.9121
S2	0.9072	0.9072	0.9138
S3	0.9011	0.9050	0.9133
S4	0.8951	0.8990	0.9116

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%	0.0051	0.6%	76%	False	False	100,243
10	0.9172	0.9061	0.0111	1.2%	0.0045	0.5%	80%	False	False	99,727
20	0.9172	0.9061	0.0111	1.2%	0.0040	0.4%	80%	False	False	50,781
40	0.9206	0.9034	0.0172	1.9%	0.0042	0.5%	67%	False	False	25,450
60	0.9206	0.8969	0.0238	2.6%	0.0043	0.5%	76%	False	False	16,984
80	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	76%	False	False	12,742
100	0.9246	0.8969	0.0277	3.0%	0.0041	0.4%	65%	False	False	10,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9411
2.618	0.9312
1.618	0.9251
1.000	0.9214
0.618	0.9191
HIGH	0.9154
0.618	0.9130
0.500	0.9123
0.382	0.9116
LOW	0.9093
0.618	0.9056
1.000	0.9033
1.618	0.8995
2.618	0.8935
4.250	0.8836

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	0.9141	0.9142
PP	0.9132	0.9134
S1	0.9123	0.9126

Download as Excel Spreadsheet

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

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