CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	0.9148	0.9162	0.0014	0.2%	0.9106
High	0.9165	0.9171	0.0006	0.1%	0.9172
Low	0.9121	0.9105	-0.0017	-0.2%	0.9081
Close	0.9162	0.9107	-0.0055	-0.6%	0.9103
Range	0.0044	0.0066	0.0022	50.0%	0.0091
ATR	0.0043	0.0045	0.0002	3.8%	0.0000
Volume	98,347	120,158	21,811	22.2%	463,993

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9325	0.9282	0.9143
R3	0.9259	0.9216	0.9125
R2	0.9193	0.9193	0.9119
R1	0.9150	0.9150	0.9113	0.9139
PP	0.9127	0.9127	0.9127	0.9122
S1	0.9084	0.9084	0.9101	0.9073
S2	0.9061	0.9061	0.9095
S3	0.8995	0.9018	0.9089
S4	0.8929	0.8952	0.9071

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	0.9171	0.9090	0.0081	0.9%	0.0051	0.6%	22%	True	False	102,911
10	0.9172	0.9074	0.0098	1.1%	0.0048	0.5%	34%	False	False	103,151
20	0.9172	0.9061	0.0111	1.2%	0.0041	0.5%	42%	False	False	61,688
40	0.9206	0.9034	0.0172	1.9%	0.0042	0.5%	42%	False	False	30,910
60	0.9206	0.8969	0.0238	2.6%	0.0044	0.5%	58%	False	False	20,625
80	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	58%	False	False	15,473
100	0.9246	0.8969	0.0277	3.0%	0.0041	0.5%	50%	False	False	12,379

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 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9451
2.618	0.9343
1.618	0.9277
1.000	0.9237
0.618	0.9211
HIGH	0.9171
0.618	0.9145
0.500	0.9138
0.382	0.9130
LOW	0.9105
0.618	0.9064
1.000	0.9039
1.618	0.8998
2.618	0.8932
4.250	0.8824

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	0.9138	0.9132
PP	0.9127	0.9124
S1	0.9117	0.9115

Download as Excel Spreadsheet

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

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