CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	0.8764	0.8790	0.0026	0.3%	0.8755
High	0.8822	0.8833	0.0011	0.1%	0.8821
Low	0.8758	0.8785	0.0028	0.3%	0.8722
Close	0.8793	0.8817	0.0025	0.3%	0.8820
Range	0.0065	0.0048	-0.0017	-26.4%	0.0099
ATR	0.0051	0.0051	0.0000	-0.5%	0.0000
Volume	127,655	103,926	-23,729	-18.6%	553,440

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8954	0.8933	0.8843
R3	0.8907	0.8886	0.8830
R2	0.8859	0.8859	0.8826
R1	0.8838	0.8838	0.8821	0.8849
PP	0.8812	0.8812	0.8812	0.8817
S1	0.8791	0.8791	0.8813	0.8801
S2	0.8764	0.8764	0.8808
S3	0.8717	0.8743	0.8804
S4	0.8669	0.8696	0.8791

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	0.8833	0.8751	0.0082	0.9%	0.0052	0.6%	81%	True	False	104,540
10	0.8833	0.8722	0.0111	1.3%	0.0050	0.6%	86%	True	False	108,837
20	0.9028	0.8722	0.0306	3.5%	0.0051	0.6%	31%	False	False	110,511
40	0.9172	0.8722	0.0450	5.1%	0.0049	0.6%	21%	False	False	104,150
60	0.9173	0.8722	0.0452	5.1%	0.0046	0.5%	21%	False	False	69,545
80	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	20%	False	False	52,178
100	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	20%	False	False	41,747
120	0.9246	0.8722	0.0524	5.9%	0.0043	0.5%	18%	False	False	34,790

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9034
2.618	0.8957
1.618	0.8909
1.000	0.8880
0.618	0.8862
HIGH	0.8833
0.618	0.8814
0.500	0.8809
0.382	0.8803
LOW	0.8785
0.618	0.8756
1.000	0.8738
1.618	0.8708
2.618	0.8661
4.250	0.8583

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	0.8814	0.8809
PP	0.8812	0.8800
S1	0.8809	0.8792

Download as Excel Spreadsheet

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

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