CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	0.8755	0.8750	-0.0005	-0.1%	0.8913
High	0.8774	0.8785	0.0011	0.1%	0.8919
Low	0.8740	0.8744	0.0004	0.0%	0.8740
Close	0.8755	0.8752	-0.0004	0.0%	0.8756
Range	0.0034	0.0041	0.0007	19.1%	0.0179
ATR	0.0051	0.0050	-0.0001	-1.4%	0.0000
Volume	112,579	99,141	-13,438	-11.9%	589,692

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8882	0.8857	0.8774
R3	0.8841	0.8817	0.8763
R2	0.8801	0.8801	0.8759
R1	0.8776	0.8776	0.8755	0.8788
PP	0.8760	0.8760	0.8760	0.8766
S1	0.8736	0.8736	0.8748	0.8748
S2	0.8720	0.8720	0.8744
S3	0.8679	0.8695	0.8740
S4	0.8639	0.8655	0.8729

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	0.8837	0.8740	0.0097	1.1%	0.0044	0.5%	12%	False	False	114,107
10	0.8998	0.8740	0.0258	2.9%	0.0052	0.6%	5%	False	False	113,804
20	0.9171	0.8740	0.0431	4.9%	0.0053	0.6%	3%	False	False	115,531
40	0.9172	0.8740	0.0432	4.9%	0.0046	0.5%	3%	False	False	85,611
60	0.9206	0.8740	0.0467	5.3%	0.0046	0.5%	3%	False	False	57,115
80	0.9206	0.8740	0.0467	5.3%	0.0046	0.5%	3%	False	False	42,850
100	0.9206	0.8740	0.0467	5.3%	0.0044	0.5%	3%	False	False	34,283
120	0.9246	0.8740	0.0506	5.8%	0.0043	0.5%	2%	False	False	28,570

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8957
2.618	0.8891
1.618	0.8850
1.000	0.8825
0.618	0.8810
HIGH	0.8785
0.618	0.8769
0.500	0.8764
0.382	0.8759
LOW	0.8744
0.618	0.8719
1.000	0.8704
1.618	0.8678
2.618	0.8638
4.250	0.8572

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	0.8764	0.8770
PP	0.8760	0.8764
S1	0.8756	0.8758

Download as Excel Spreadsheet

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

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