CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 01-Oct-2021

Day Change Summary
	Previous	Current
	30-Sep-2021	01-Oct-2021	Change	Change %	Previous Week
Open	0.8936	0.8991	0.0055	0.6%	0.9036
High	0.8994	0.9022	0.0028	0.3%	0.9052
Low	0.8926	0.8974	0.0048	0.5%	0.8926
Close	0.8981	0.9010	0.0029	0.3%	0.9010
Range	0.0068	0.0048	-0.0020	-29.4%	0.0126
ATR	0.0049	0.0049	0.0000	-0.1%	0.0000
Volume	132,987	132,180	-807	-0.6%	653,120

Daily Pivots for day following 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9146	0.9126	0.9036
R3	0.9098	0.9078	0.9023
R2	0.9050	0.9050	0.9018
R1	0.9030	0.9030	0.9014	0.9040
PP	0.9002	0.9002	0.9002	0.9007
S1	0.8982	0.8982	0.9005	0.8992
S2	0.8954	0.8954	0.9001
S3	0.8906	0.8934	0.8996
S4	0.8858	0.8886	0.8983

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9372	0.9316	0.9079
R3	0.9247	0.9191	0.9044
R2	0.9121	0.9121	0.9033
R1	0.9065	0.9065	0.9021	0.9031
PP	0.8996	0.8996	0.8996	0.8978
S1	0.8940	0.8940	0.8998	0.8905
S2	0.8870	0.8870	0.8986
S3	0.8745	0.8814	0.8975
S4	0.8619	0.8689	0.8940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9052	0.8926	0.0126	1.4%	0.0057	0.6%	67%	False	False	130,624
10	0.9171	0.8926	0.0245	2.7%	0.0055	0.6%	34%	False	False	118,602
20	0.9172	0.8926	0.0246	2.7%	0.0049	0.5%	34%	False	False	104,337
40	0.9173	0.8926	0.0247	2.7%	0.0044	0.5%	34%	False	False	52,365
60	0.9206	0.8926	0.0280	3.1%	0.0044	0.5%	30%	False	False	34,934
80	0.9206	0.8926	0.0280	3.1%	0.0044	0.5%	30%	False	False	26,209
100	0.9226	0.8926	0.0300	3.3%	0.0042	0.5%	28%	False	False	20,968

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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9226
2.618	0.9148
1.618	0.9100
1.000	0.9070
0.618	0.9052
HIGH	0.9022
0.618	0.9004
0.500	0.8998
0.382	0.8992
LOW	0.8974
0.618	0.8944
1.000	0.8926
1.618	0.8896
2.618	0.8848
4.250	0.8770

Fisher Pivots for day following 01-Oct-2021
Pivot	1 day	3 day
R1	0.9006	0.8998
PP	0.9002	0.8986
S1	0.8998	0.8974

Download as Excel Spreadsheet

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

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