CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	0.8790	0.8809	0.0020	0.2%	0.8814
High	0.8833	0.8822	-0.0011	-0.1%	0.8833
Low	0.8785	0.8767	-0.0018	-0.2%	0.8751
Close	0.8817	0.8780	-0.0037	-0.4%	0.8780
Range	0.0048	0.0055	0.0007	14.7%	0.0082
ATR	0.0051	0.0051	0.0000	0.5%	0.0000
Volume	103,926	115,384	11,458	11.0%	520,125

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8953	0.8921	0.8810
R3	0.8899	0.8867	0.8795
R2	0.8844	0.8844	0.8790
R1	0.8812	0.8812	0.8785	0.8801
PP	0.8790	0.8790	0.8790	0.8784
S1	0.8758	0.8758	0.8775	0.8746
S2	0.8735	0.8735	0.8770
S3	0.8681	0.8703	0.8765
S4	0.8626	0.8649	0.8750

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9034	0.8989	0.8825
R3	0.8952	0.8907	0.8803
R2	0.8870	0.8870	0.8795
R1	0.8825	0.8825	0.8788	0.8806
PP	0.8788	0.8788	0.8788	0.8778
S1	0.8743	0.8743	0.8772	0.8724
S2	0.8706	0.8706	0.8765
S3	0.8624	0.8661	0.8757
S4	0.8542	0.8579	0.8735

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%	0.0050	0.6%	36%	False	False	104,025
10	0.8833	0.8722	0.0111	1.3%	0.0049	0.6%	53%	False	False	107,356
20	0.9028	0.8722	0.0306	3.5%	0.0052	0.6%	19%	False	False	109,671
40	0.9172	0.8722	0.0450	5.1%	0.0050	0.6%	13%	False	False	107,004
60	0.9173	0.8722	0.0452	5.1%	0.0046	0.5%	13%	False	False	71,467
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	53,619
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	42,901
120	0.9226	0.8722	0.0504	5.7%	0.0043	0.5%	12%	False	False	35,752

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9053
2.618	0.8964
1.618	0.8910
1.000	0.8876
0.618	0.8855
HIGH	0.8822
0.618	0.8801
0.500	0.8794
0.382	0.8788
LOW	0.8767
0.618	0.8733
1.000	0.8713
1.618	0.8679
2.618	0.8624
4.250	0.8535

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	0.8794	0.8795
PP	0.8790	0.8790
S1	0.8785	0.8785

Download as Excel Spreadsheet

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

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