CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	0.9162	0.9114	-0.0048	-0.5%	0.9106
High	0.9171	0.9116	-0.0055	-0.6%	0.9172
Low	0.9105	0.9067	-0.0038	-0.4%	0.9081
Close	0.9107	0.9076	-0.0031	-0.3%	0.9103
Range	0.0066	0.0049	-0.0017	-25.8%	0.0091
ATR	0.0045	0.0045	0.0000	0.7%	0.0000
Volume	120,158	98,218	-21,940	-18.3%	463,993

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9233	0.9204	0.9103
R3	0.9184	0.9155	0.9089
R2	0.9135	0.9135	0.9085
R1	0.9106	0.9106	0.9080	0.9096
PP	0.9086	0.9086	0.9086	0.9082
S1	0.9057	0.9057	0.9072	0.9047
S2	0.9037	0.9037	0.9067
S3	0.8988	0.9008	0.9063
S4	0.8939	0.8959	0.9049

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	0.9067	0.0104	1.1%	0.0051	0.6%	9%	False	True	103,434
10	0.9172	0.9067	0.0105	1.2%	0.0048	0.5%	9%	False	True	98,461
20	0.9172	0.9061	0.0111	1.2%	0.0042	0.5%	14%	False	False	66,587
40	0.9206	0.9034	0.0172	1.9%	0.0042	0.5%	24%	False	False	33,363
60	0.9206	0.8969	0.0238	2.6%	0.0044	0.5%	45%	False	False	22,262
80	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	45%	False	False	16,701
100	0.9246	0.8969	0.0277	3.1%	0.0041	0.5%	39%	False	False	13,361

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	0.9324
2.618	0.9244
1.618	0.9195
1.000	0.9165
0.618	0.9146
HIGH	0.9116
0.618	0.9097
0.500	0.9092
0.382	0.9086
LOW	0.9067
0.618	0.9037
1.000	0.9018
1.618	0.8988
2.618	0.8939
4.250	0.8859

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	0.9092	0.9119
PP	0.9086	0.9105
S1	0.9081	0.9090

Download as Excel Spreadsheet

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

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