CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 25-Oct-2021

Day Change Summary
	Previous	Current
	22-Oct-2021	25-Oct-2021	Change	Change %	Previous Week
Open	0.8773	0.8814	0.0041	0.5%	0.8755
High	0.8821	0.8817	-0.0004	0.0%	0.8821
Low	0.8759	0.8781	0.0022	0.3%	0.8722
Close	0.8820	0.8797	-0.0023	-0.3%	0.8820
Range	0.0062	0.0036	-0.0026	-41.9%	0.0099
ATR	0.0051	0.0050	-0.0001	-1.7%	0.0000
Volume	117,960	86,115	-31,845	-27.0%	553,440

Daily Pivots for day following 25-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8906	0.8888	0.8817
R3	0.8870	0.8852	0.8807
R2	0.8834	0.8834	0.8804
R1	0.8816	0.8816	0.8800	0.8807
PP	0.8798	0.8798	0.8798	0.8794
S1	0.8780	0.8780	0.8794	0.8771
S2	0.8762	0.8762	0.8790
S3	0.8726	0.8744	0.8787
S4	0.8690	0.8708	0.8777

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%	76%	False	False	105,395
10	0.8853	0.8722	0.0132	1.5%	0.0049	0.6%	57%	False	False	113,241
20	0.9028	0.8722	0.0306	3.5%	0.0053	0.6%	25%	False	False	115,467
40	0.9172	0.8722	0.0450	5.1%	0.0048	0.5%	17%	False	False	96,279
60	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	16%	False	False	64,242
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	16%	False	False	48,197
100	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	16%	False	False	38,561
120	0.9246	0.8722	0.0524	6.0%	0.0043	0.5%	14%	False	False	32,135

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8970
2.618	0.8911
1.618	0.8875
1.000	0.8853
0.618	0.8839
HIGH	0.8817
0.618	0.8803
0.500	0.8799
0.382	0.8794
LOW	0.8781
0.618	0.8758
1.000	0.8745
1.618	0.8722
2.618	0.8686
4.250	0.8628

Fisher Pivots for day following 25-Oct-2021
Pivot	1 day	3 day
R1	0.8799	0.8792
PP	0.8798	0.8787
S1	0.8798	0.8782

Download as Excel Spreadsheet

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

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