CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	0.9021	0.8975	-0.0046	-0.5%	0.9036
High	0.9024	0.8998	-0.0026	-0.3%	0.9052
Low	0.8968	0.8950	-0.0019	-0.2%	0.8926
Close	0.8974	0.8979	0.0005	0.1%	0.9010
Range	0.0056	0.0048	-0.0008	-13.5%	0.0126
ATR	0.0049	0.0049	0.0000	-0.1%	0.0000
Volume	92,772	113,307	20,535	22.1%	653,120

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9119	0.9097	0.9005
R3	0.9071	0.9049	0.8992
R2	0.9023	0.9023	0.8987
R1	0.9001	0.9001	0.8983	0.9012
PP	0.8975	0.8975	0.8975	0.8981
S1	0.8953	0.8953	0.8974	0.8964
S2	0.8927	0.8927	0.8970
S3	0.8879	0.8905	0.8965
S4	0.8831	0.8857	0.8952

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%	0.0052	0.6%	52%	False	False	114,403
10	0.9116	0.8926	0.0190	2.1%	0.0052	0.6%	28%	False	False	116,574
20	0.9172	0.8926	0.0246	2.7%	0.0050	0.6%	21%	False	False	109,862
40	0.9173	0.8926	0.0247	2.8%	0.0045	0.5%	21%	False	False	60,032
60	0.9206	0.8926	0.0280	3.1%	0.0045	0.5%	19%	False	False	40,044
80	0.9206	0.8926	0.0280	3.1%	0.0044	0.5%	19%	False	False	30,044
100	0.9226	0.8926	0.0300	3.3%	0.0042	0.5%	18%	False	False	24,036

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9202
2.618	0.9123
1.618	0.9075
1.000	0.9046
0.618	0.9027
HIGH	0.8998
0.618	0.8979
0.500	0.8974
0.382	0.8968
LOW	0.8950
0.618	0.8920
1.000	0.8902
1.618	0.8872
2.618	0.8824
4.250	0.8746

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	0.8977	0.8989
PP	0.8975	0.8985
S1	0.8974	0.8982

Download as Excel Spreadsheet

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

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