CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	0.9070	0.9036	-0.0034	-0.4%	0.9103
High	0.9075	0.9052	-0.0024	-0.3%	0.9171
Low	0.9030	0.9008	-0.0023	-0.2%	0.9030
Close	0.9031	0.9013	-0.0018	-0.2%	0.9031
Range	0.0045	0.0044	-0.0001	-2.2%	0.0141
ATR	0.0045	0.0045	0.0000	-0.2%	0.0000
Volume	107,552	103,200	-4,352	-4.0%	532,909

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9156	0.9128	0.9037
R3	0.9112	0.9084	0.9025
R2	0.9068	0.9068	0.9021
R1	0.9040	0.9040	0.9017	0.9032
PP	0.9024	0.9024	0.9024	0.9020
S1	0.8996	0.8996	0.9008	0.8988
S2	0.8980	0.8980	0.9004
S3	0.8936	0.8952	0.9000
S4	0.8892	0.8908	0.8988

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	0.9008	0.0163	1.8%	0.0050	0.6%	3%	False	True	105,495
10	0.9172	0.9008	0.0164	1.8%	0.0050	0.6%	3%	False	True	102,869
20	0.9172	0.9008	0.0164	1.8%	0.0043	0.5%	3%	False	True	77,090
40	0.9206	0.9008	0.0199	2.2%	0.0043	0.5%	3%	False	True	38,629
60	0.9206	0.8969	0.0238	2.6%	0.0044	0.5%	19%	False	False	25,774
80	0.9206	0.8969	0.0238	2.6%	0.0042	0.5%	19%	False	False	19,335
100	0.9246	0.8969	0.0277	3.1%	0.0041	0.5%	16%	False	False	15,469

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9239
2.618	0.9167
1.618	0.9123
1.000	0.9096
0.618	0.9079
HIGH	0.9052
0.618	0.9035
0.500	0.9030
0.382	0.9024
LOW	0.9008
0.618	0.8980
1.000	0.8964
1.618	0.8936
2.618	0.8892
4.250	0.8821

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	0.9030	0.9062
PP	0.9024	0.9045
S1	0.9018	0.9029

Download as Excel Spreadsheet

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

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