CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	0.8797	0.8764	-0.0034	-0.4%	0.8755
High	0.8799	0.8822	0.0024	0.3%	0.8821
Low	0.8751	0.8758	0.0007	0.1%	0.8722
Close	0.8762	0.8793	0.0031	0.3%	0.8820
Range	0.0048	0.0065	0.0017	34.4%	0.0099
ATR	0.0050	0.0051	0.0001	2.0%	0.0000
Volume	87,045	127,655	40,610	46.7%	553,440

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8984	0.8953	0.8828
R3	0.8920	0.8888	0.8810
R2	0.8855	0.8855	0.8804
R1	0.8824	0.8824	0.8798	0.8840
PP	0.8791	0.8791	0.8791	0.8799
S1	0.8759	0.8759	0.8787	0.8775
S2	0.8726	0.8726	0.8781
S3	0.8662	0.8695	0.8775
S4	0.8597	0.8630	0.8757

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	0.8822	0.8743	0.0079	0.9%	0.0054	0.6%	63%	True	False	108,116
10	0.8837	0.8722	0.0115	1.3%	0.0049	0.6%	62%	False	False	108,084
20	0.9028	0.8722	0.0306	3.5%	0.0052	0.6%	23%	False	False	111,964
40	0.9172	0.8722	0.0450	5.1%	0.0049	0.6%	16%	False	False	101,584
60	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	15%	False	False	67,817
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	15%	False	False	50,880
100	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	15%	False	False	40,708
120	0.9246	0.8722	0.0524	6.0%	0.0043	0.5%	14%	False	False	33,924

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9096
2.618	0.8991
1.618	0.8926
1.000	0.8887
0.618	0.8862
HIGH	0.8822
0.618	0.8797
0.500	0.8790
0.382	0.8782
LOW	0.8758
0.618	0.8718
1.000	0.8693
1.618	0.8653
2.618	0.8589
4.250	0.8483

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	0.8792	0.8790
PP	0.8791	0.8788
S1	0.8790	0.8786

Download as Excel Spreadsheet

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

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