CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	0.8814	0.8797	-0.0017	-0.2%	0.8755
High	0.8817	0.8799	-0.0018	-0.2%	0.8821
Low	0.8781	0.8751	-0.0030	-0.3%	0.8722
Close	0.8797	0.8762	-0.0035	-0.4%	0.8820
Range	0.0036	0.0048	0.0012	33.3%	0.0099
ATR	0.0050	0.0050	0.0000	-0.3%	0.0000
Volume	86,115	87,045	930	1.1%	553,440

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8914	0.8886	0.8788
R3	0.8866	0.8838	0.8775
R2	0.8818	0.8818	0.8771
R1	0.8790	0.8790	0.8766	0.8780
PP	0.8770	0.8770	0.8770	0.8765
S1	0.8742	0.8742	0.8758	0.8732
S2	0.8722	0.8722	0.8753
S3	0.8674	0.8694	0.8749
S4	0.8626	0.8646	0.8736

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%	0.0051	0.6%	41%	False	False	102,976
10	0.8837	0.8722	0.0115	1.3%	0.0047	0.5%	35%	False	False	108,541
20	0.9028	0.8722	0.0306	3.5%	0.0053	0.6%	13%	False	False	112,272
40	0.9172	0.8722	0.0450	5.1%	0.0049	0.6%	9%	False	False	98,441
60	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	8%	False	False	65,690
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	8%	False	False	49,285
100	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	8%	False	False	39,432
120	0.9246	0.8722	0.0524	6.0%	0.0043	0.5%	8%	False	False	32,860

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9003
2.618	0.8924
1.618	0.8876
1.000	0.8847
0.618	0.8828
HIGH	0.8799
0.618	0.8780
0.500	0.8775
0.382	0.8769
LOW	0.8751
0.618	0.8721
1.000	0.8703
1.618	0.8673
2.618	0.8625
4.250	0.8547

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	0.8775	0.8786
PP	0.8770	0.8778
S1	0.8766	0.8770

Download as Excel Spreadsheet

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

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