CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	0.8748	0.8750	0.0002	0.0%	0.8913
High	0.8769	0.8802	0.0033	0.4%	0.8919
Low	0.8722	0.8743	0.0022	0.2%	0.8740
Close	0.8760	0.8781	0.0021	0.2%	0.8756
Range	0.0048	0.0059	0.0012	24.2%	0.0179
ATR	0.0050	0.0050	0.0001	1.3%	0.0000
Volume	101,954	121,806	19,852	19.5%	589,692

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8952	0.8925	0.8813
R3	0.8893	0.8866	0.8797
R2	0.8834	0.8834	0.8791
R1	0.8807	0.8807	0.8786	0.8821
PP	0.8775	0.8775	0.8775	0.8782
S1	0.8748	0.8748	0.8775	0.8762
S2	0.8716	0.8716	0.8770
S3	0.8657	0.8689	0.8764
S4	0.8598	0.8630	0.8748

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	0.8802	0.8722	0.0081	0.9%	0.0049	0.6%	73%	True	False	113,135
10	0.8972	0.8722	0.0251	2.9%	0.0055	0.6%	24%	False	False	117,025
20	0.9075	0.8722	0.0354	4.0%	0.0053	0.6%	17%	False	False	115,801
40	0.9172	0.8722	0.0450	5.1%	0.0047	0.5%	13%	False	False	91,194
60	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	60,842
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	45,647
100	0.9206	0.8722	0.0485	5.5%	0.0044	0.5%	12%	False	False	36,521
120	0.9246	0.8722	0.0524	6.0%	0.0043	0.5%	11%	False	False	30,434

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9053
2.618	0.8956
1.618	0.8897
1.000	0.8861
0.618	0.8838
HIGH	0.8802
0.618	0.8779
0.500	0.8773
0.382	0.8766
LOW	0.8743
0.618	0.8707
1.000	0.8684
1.618	0.8648
2.618	0.8589
4.250	0.8492

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	0.8778	0.8774
PP	0.8775	0.8768
S1	0.8773	0.8762

Download as Excel Spreadsheet

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

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