CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	0.9103	0.9148	0.0045	0.5%	0.9106
High	0.9154	0.9165	0.0012	0.1%	0.9172
Low	0.9093	0.9121	0.0028	0.3%	0.9081
Close	0.9150	0.9162	0.0012	0.1%	0.9103
Range	0.0061	0.0044	-0.0017	-27.3%	0.0091
ATR	0.0043	0.0043	0.0000	0.2%	0.0000
Volume	108,634	98,347	-10,287	-9.5%	463,993

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9281	0.9265	0.9186
R3	0.9237	0.9221	0.9174
R2	0.9193	0.9193	0.9170
R1	0.9177	0.9177	0.9166	0.9185
PP	0.9149	0.9149	0.9149	0.9153
S1	0.9133	0.9133	0.9157	0.9141
S2	0.9105	0.9105	0.9153
S3	0.9061	0.9089	0.9149
S4	0.9017	0.9045	0.9137

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	0.9090	0.0082	0.9%	0.0049	0.5%	88%	False	False	98,867
10	0.9172	0.9061	0.0111	1.2%	0.0044	0.5%	91%	False	False	102,895
20	0.9172	0.9061	0.0111	1.2%	0.0040	0.4%	91%	False	False	55,691
40	0.9206	0.9034	0.0172	1.9%	0.0042	0.5%	74%	False	False	27,907
60	0.9206	0.8969	0.0238	2.6%	0.0043	0.5%	81%	False	False	18,623
80	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	81%	False	False	13,971
100	0.9246	0.8969	0.0277	3.0%	0.0041	0.4%	70%	False	False	11,177

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9352
2.618	0.9280
1.618	0.9236
1.000	0.9209
0.618	0.9192
HIGH	0.9165
0.618	0.9148
0.500	0.9143
0.382	0.9138
LOW	0.9121
0.618	0.9094
1.000	0.9077
1.618	0.9050
2.618	0.9006
4.250	0.8934

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	0.9155	0.9150
PP	0.9149	0.9139
S1	0.9143	0.9127

Download as Excel Spreadsheet

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

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