CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	0.8834	0.8801	-0.0033	-0.4%	0.8913
High	0.8837	0.8801	-0.0036	-0.4%	0.8919
Low	0.8797	0.8740	-0.0057	-0.6%	0.8740
Close	0.8802	0.8756	-0.0046	-0.5%	0.8756
Range	0.0040	0.0062	0.0022	53.8%	0.0179
ATR	0.0051	0.0052	0.0001	1.5%	0.0000
Volume	96,395	130,195	33,800	35.1%	589,692

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8950	0.8914	0.8789
R3	0.8888	0.8853	0.8772
R2	0.8827	0.8827	0.8767
R1	0.8791	0.8791	0.8761	0.8778
PP	0.8765	0.8765	0.8765	0.8759
S1	0.8730	0.8730	0.8750	0.8717
S2	0.8704	0.8704	0.8744
S3	0.8642	0.8668	0.8739
S4	0.8581	0.8607	0.8722

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9342	0.9228	0.8854
R3	0.9163	0.9049	0.8805
R2	0.8984	0.8984	0.8788
R1	0.8870	0.8870	0.8772	0.8837
PP	0.8805	0.8805	0.8805	0.8788
S1	0.8691	0.8691	0.8739	0.8658
S2	0.8626	0.8626	0.8723
S3	0.8447	0.8512	0.8706
S4	0.8268	0.8333	0.8657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8919	0.8740	0.0179	2.0%	0.0061	0.7%	9%	False	True	117,938
10	0.9028	0.8740	0.0288	3.3%	0.0054	0.6%	6%	False	True	111,986
20	0.9171	0.8740	0.0431	4.9%	0.0055	0.6%	4%	False	True	115,294
40	0.9172	0.8740	0.0432	4.9%	0.0046	0.5%	4%	False	True	80,327
60	0.9206	0.8740	0.0467	5.3%	0.0046	0.5%	3%	False	True	53,587
80	0.9206	0.8740	0.0467	5.3%	0.0046	0.5%	3%	False	True	40,204
100	0.9206	0.8740	0.0467	5.3%	0.0044	0.5%	3%	False	True	32,166
120	0.9246	0.8740	0.0506	5.8%	0.0043	0.5%	3%	False	True	26,805

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9062
2.618	0.8962
1.618	0.8901
1.000	0.8863
0.618	0.8839
HIGH	0.8801
0.618	0.8778
0.500	0.8770
0.382	0.8763
LOW	0.8740
0.618	0.8701
1.000	0.8678
1.618	0.8640
2.618	0.8578
4.250	0.8478

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	0.8770	0.8788
PP	0.8765	0.8777
S1	0.8760	0.8766

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