CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	0.8805	0.8834	0.0029	0.3%	0.9015
High	0.8836	0.8837	0.0001	0.0%	0.9028
Low	0.8791	0.8797	0.0006	0.1%	0.8912
Close	0.8825	0.8802	-0.0024	-0.3%	0.8917
Range	0.0045	0.0040	-0.0005	-11.1%	0.0116
ATR	0.0052	0.0051	-0.0001	-1.7%	0.0000
Volume	132,229	96,395	-35,834	-27.1%	530,176

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8932	0.8907	0.8824
R3	0.8892	0.8867	0.8813
R2	0.8852	0.8852	0.8809
R1	0.8827	0.8827	0.8805	0.8819
PP	0.8812	0.8812	0.8812	0.8808
S1	0.8787	0.8787	0.8798	0.8779
S2	0.8772	0.8772	0.8794
S3	0.8732	0.8747	0.8791
S4	0.8692	0.8707	0.8780

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	0.8972	0.8791	0.0182	2.1%	0.0061	0.7%	6%	False	False	120,916
10	0.9028	0.8791	0.0237	2.7%	0.0053	0.6%	5%	False	False	112,185
20	0.9171	0.8791	0.0380	4.3%	0.0053	0.6%	3%	False	False	113,375
40	0.9172	0.8791	0.0381	4.3%	0.0046	0.5%	3%	False	False	77,074
60	0.9206	0.8791	0.0416	4.7%	0.0045	0.5%	3%	False	False	51,418
80	0.9206	0.8791	0.0416	4.7%	0.0045	0.5%	3%	False	False	38,577
100	0.9226	0.8791	0.0435	4.9%	0.0044	0.5%	3%	False	False	30,864
120	0.9251	0.8791	0.0461	5.2%	0.0043	0.5%	2%	False	False	25,720

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9007
2.618	0.8941
1.618	0.8901
1.000	0.8877
0.618	0.8861
HIGH	0.8837
0.618	0.8821
0.500	0.8817
0.382	0.8812
LOW	0.8797
0.618	0.8772
1.000	0.8757
1.618	0.8732
2.618	0.8692
4.250	0.8627

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	0.8817	0.8822
PP	0.8812	0.8815
S1	0.8807	0.8808

Download as Excel Spreadsheet

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

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