CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 08-Oct-2021

Day Change Summary
	Previous	Current
	07-Oct-2021	08-Oct-2021	Change	Change %	Previous Week
Open	0.8980	0.8962	-0.0018	-0.2%	0.9015
High	0.8995	0.8972	-0.0023	-0.3%	0.9028
Low	0.8961	0.8912	-0.0049	-0.5%	0.8912
Close	0.8963	0.8917	-0.0046	-0.5%	0.8917
Range	0.0034	0.0060	0.0026	76.5%	0.0116
ATR	0.0048	0.0048	0.0001	1.9%	0.0000
Volume	78,243	145,083	66,840	85.4%	530,176

Daily Pivots for day following 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9114	0.9075	0.8950
R3	0.9054	0.9015	0.8934
R2	0.8994	0.8994	0.8928
R1	0.8955	0.8955	0.8923	0.8945
PP	0.8934	0.8934	0.8934	0.8928
S1	0.8895	0.8895	0.8912	0.8885
S2	0.8874	0.8874	0.8906
S3	0.8814	0.8835	0.8901
S4	0.8754	0.8775	0.8884

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9223	0.8981
R3	0.9183	0.9108	0.8949
R2	0.9068	0.9068	0.8938
R1	0.8992	0.8992	0.8928	0.8972
PP	0.8952	0.8952	0.8952	0.8942
S1	0.8877	0.8877	0.8906	0.8857
S2	0.8837	0.8837	0.8896
S3	0.8721	0.8761	0.8885
S4	0.8606	0.8646	0.8853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9028	0.8912	0.0116	1.3%	0.0047	0.5%	4%	False	True	106,035
10	0.9052	0.8912	0.0140	1.6%	0.0052	0.6%	4%	False	True	118,329
20	0.9172	0.8912	0.0260	2.9%	0.0051	0.6%	2%	False	True	109,009
40	0.9173	0.8912	0.0261	2.9%	0.0046	0.5%	2%	False	True	65,611
60	0.9206	0.8912	0.0294	3.3%	0.0045	0.5%	2%	False	True	43,765
80	0.9206	0.8912	0.0294	3.3%	0.0045	0.5%	2%	False	True	32,836
100	0.9226	0.8912	0.0314	3.5%	0.0043	0.5%	2%	False	True	26,269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9227
2.618	0.9129
1.618	0.9069
1.000	0.9032
0.618	0.9009
HIGH	0.8972
0.618	0.8949
0.500	0.8942
0.382	0.8935
LOW	0.8912
0.618	0.8875
1.000	0.8852
1.618	0.8815
2.618	0.8755
4.250	0.8657

Fisher Pivots for day following 08-Oct-2021
Pivot	1 day	3 day
R1	0.8942	0.8955
PP	0.8934	0.8942
S1	0.8925	0.8930

Download as Excel Spreadsheet

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

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