CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	0.9015	0.9021	0.0006	0.1%	0.9036
High	0.9028	0.9024	-0.0004	0.0%	0.9052
Low	0.8989	0.8968	-0.0021	-0.2%	0.8926
Close	0.9021	0.8974	-0.0047	-0.5%	0.9010
Range	0.0039	0.0056	0.0017	42.3%	0.0126
ATR	0.0048	0.0049	0.0001	1.1%	0.0000
Volume	100,771	92,772	-7,999	-7.9%	653,120

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9120	0.9005
R3	0.9100	0.9065	0.8989
R2	0.9044	0.9044	0.8984
R1	0.9009	0.9009	0.8979	0.8999
PP	0.8989	0.8989	0.8989	0.8983
S1	0.8954	0.8954	0.8969	0.8943
S2	0.8933	0.8933	0.8964
S3	0.8878	0.8898	0.8959
S4	0.8822	0.8843	0.8943

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	0.9028	0.8926	0.0102	1.1%	0.0056	0.6%	47%	False	False	118,503
10	0.9171	0.8926	0.0245	2.7%	0.0054	0.6%	20%	False	False	117,259
20	0.9172	0.8926	0.0246	2.7%	0.0049	0.5%	20%	False	False	110,077
40	0.9173	0.8926	0.0247	2.8%	0.0044	0.5%	19%	False	False	57,201
60	0.9206	0.8926	0.0280	3.1%	0.0045	0.5%	17%	False	False	38,157
80	0.9206	0.8926	0.0280	3.1%	0.0044	0.5%	17%	False	False	28,628
100	0.9226	0.8926	0.0300	3.3%	0.0042	0.5%	16%	False	False	22,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9259
2.618	0.9169
1.618	0.9113
1.000	0.9079
0.618	0.9058
HIGH	0.9024
0.618	0.9002
0.500	0.8996
0.382	0.8989
LOW	0.8968
0.618	0.8934
1.000	0.8913
1.618	0.8878
2.618	0.8823
4.250	0.8732

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	0.8996	0.8998
PP	0.8989	0.8990
S1	0.8981	0.8982

Download as Excel Spreadsheet

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

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