CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 22-Oct-2021

Day Change Summary
	Previous	Current
	21-Oct-2021	22-Oct-2021	Change	Change %	Previous Week
Open	0.8750	0.8773	0.0023	0.3%	0.8755
High	0.8802	0.8821	0.0019	0.2%	0.8821
Low	0.8743	0.8759	0.0016	0.2%	0.8722
Close	0.8781	0.8820	0.0039	0.4%	0.8820
Range	0.0059	0.0062	0.0003	5.1%	0.0099
ATR	0.0050	0.0051	0.0001	1.6%	0.0000
Volume	121,806	117,960	-3,846	-3.2%	553,440

Daily Pivots for day following 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8986	0.8965	0.8854
R3	0.8924	0.8903	0.8837
R2	0.8862	0.8862	0.8831
R1	0.8841	0.8841	0.8825	0.8851
PP	0.8800	0.8800	0.8800	0.8805
S1	0.8779	0.8779	0.8814	0.8789
S2	0.8738	0.8738	0.8808
S3	0.8676	0.8717	0.8802
S4	0.8614	0.8655	0.8785

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9084	0.9051	0.8874
R3	0.8985	0.8952	0.8847
R2	0.8886	0.8886	0.8838
R1	0.8853	0.8853	0.8829	0.8870
PP	0.8787	0.8787	0.8787	0.8796
S1	0.8754	0.8754	0.8810	0.8771
S2	0.8688	0.8688	0.8801
S3	0.8589	0.8655	0.8792
S4	0.8490	0.8556	0.8765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8821	0.8722	0.0099	1.1%	0.0049	0.6%	99%	True	False	110,688
10	0.8919	0.8722	0.0197	2.2%	0.0055	0.6%	50%	False	False	114,313
20	0.9052	0.8722	0.0330	3.7%	0.0054	0.6%	30%	False	False	116,321
40	0.9172	0.8722	0.0450	5.1%	0.0048	0.5%	22%	False	False	94,138
60	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	20%	False	False	62,807
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	20%	False	False	47,121
100	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	20%	False	False	37,700
120	0.9246	0.8722	0.0524	5.9%	0.0043	0.5%	19%	False	False	31,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9084
2.618	0.8983
1.618	0.8921
1.000	0.8883
0.618	0.8859
HIGH	0.8821
0.618	0.8797
0.500	0.8790
0.382	0.8782
LOW	0.8759
0.618	0.8720
1.000	0.8697
1.618	0.8658
2.618	0.8596
4.250	0.8495

Fisher Pivots for day following 22-Oct-2021
Pivot	1 day	3 day
R1	0.8810	0.8803
PP	0.8800	0.8787
S1	0.8790	0.8771

Download as Excel Spreadsheet

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

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