CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	0.9114	0.9070	-0.0044	-0.5%	0.9103
High	0.9116	0.9075	-0.0041	-0.4%	0.9171
Low	0.9067	0.9030	-0.0037	-0.4%	0.9030
Close	0.9076	0.9031	-0.0046	-0.5%	0.9031
Range	0.0049	0.0045	-0.0004	-8.2%	0.0141
ATR	0.0045	0.0045	0.0000	0.2%	0.0000
Volume	98,218	107,552	9,334	9.5%	532,909

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9180	0.9150	0.9055
R3	0.9135	0.9105	0.9043
R2	0.9090	0.9090	0.9039
R1	0.9060	0.9060	0.9035	0.9053
PP	0.9045	0.9045	0.9045	0.9041
S1	0.9015	0.9015	0.9026	0.9008
S2	0.9000	0.9000	0.9022
S3	0.8955	0.8970	0.9018
S4	0.8910	0.8925	0.9006

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9499	0.9405	0.9108
R3	0.9358	0.9265	0.9069
R2	0.9218	0.9218	0.9056
R1	0.9124	0.9124	0.9043	0.9101
PP	0.9077	0.9077	0.9077	0.9065
S1	0.8984	0.8984	0.9018	0.8960
S2	0.8937	0.8937	0.9005
S3	0.8796	0.8843	0.8992
S4	0.8656	0.8703	0.8953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9171	0.9030	0.0141	1.6%	0.0053	0.6%	0%	False	True	106,581
10	0.9172	0.9030	0.0142	1.6%	0.0050	0.6%	0%	False	True	99,690
20	0.9172	0.9030	0.0142	1.6%	0.0043	0.5%	0%	False	True	71,955
40	0.9206	0.9030	0.0176	1.9%	0.0042	0.5%	0%	False	True	36,050
60	0.9206	0.8969	0.0238	2.6%	0.0044	0.5%	26%	False	False	24,054
80	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	26%	False	False	18,045
100	0.9246	0.8969	0.0277	3.1%	0.0041	0.5%	22%	False	False	14,437

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9266
2.618	0.9193
1.618	0.9148
1.000	0.9120
0.618	0.9103
HIGH	0.9075
0.618	0.9058
0.500	0.9053
0.382	0.9047
LOW	0.9030
0.618	0.9002
1.000	0.8985
1.618	0.8957
2.618	0.8912
4.250	0.8839

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	0.9053	0.9100
PP	0.9045	0.9077
S1	0.9038	0.9054

Download as Excel Spreadsheet

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

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