CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	0.8913	0.8826	-0.0087	-1.0%	0.9015
High	0.8919	0.8853	-0.0066	-0.7%	0.9028
Low	0.8821	0.8792	-0.0030	-0.3%	0.8912
Close	0.8827	0.8802	-0.0026	-0.3%	0.8917
Range	0.0098	0.0062	-0.0036	-36.9%	0.0116
ATR	0.0052	0.0053	0.0001	1.3%	0.0000
Volume	96,834	134,039	37,205	38.4%	530,176

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9000	0.8962	0.8835
R3	0.8938	0.8901	0.8818
R2	0.8877	0.8877	0.8813
R1	0.8839	0.8839	0.8807	0.8827
PP	0.8815	0.8815	0.8815	0.8809
S1	0.8778	0.8778	0.8796	0.8766
S2	0.8754	0.8754	0.8790
S3	0.8692	0.8716	0.8785
S4	0.8631	0.8655	0.8768

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	0.8998	0.8792	0.0206	2.3%	0.0060	0.7%	5%	False	True	113,501
10	0.9028	0.8792	0.0236	2.7%	0.0058	0.7%	4%	False	True	116,002
20	0.9172	0.8792	0.0380	4.3%	0.0054	0.6%	3%	False	True	111,721
40	0.9173	0.8792	0.0381	4.3%	0.0046	0.5%	3%	False	True	71,373
60	0.9206	0.8792	0.0415	4.7%	0.0045	0.5%	2%	False	True	47,611
80	0.9206	0.8792	0.0415	4.7%	0.0045	0.5%	2%	False	True	35,720
100	0.9226	0.8792	0.0434	4.9%	0.0043	0.5%	2%	False	True	28,578

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9114
2.618	0.9014
1.618	0.8953
1.000	0.8915
0.618	0.8891
HIGH	0.8853
0.618	0.8830
0.500	0.8822
0.382	0.8815
LOW	0.8792
0.618	0.8753
1.000	0.8730
1.618	0.8692
2.618	0.8630
4.250	0.8530

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	0.8822	0.8882
PP	0.8815	0.8855
S1	0.8808	0.8828

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols