CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	0.8768	0.8775	0.0007	0.1%	0.8814
High	0.8779	0.8816	0.0037	0.4%	0.8833
Low	0.8740	0.8764	0.0024	0.3%	0.8751
Close	0.8776	0.8778	0.0002	0.0%	0.8780
Range	0.0039	0.0052	0.0013	33.3%	0.0082
ATR	0.0050	0.0051	0.0000	0.2%	0.0000
Volume	92,788	97,854	5,066	5.5%	520,125

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8942	0.8912	0.8806
R3	0.8890	0.8860	0.8792
R2	0.8838	0.8838	0.8787
R1	0.8808	0.8808	0.8782	0.8823
PP	0.8786	0.8786	0.8786	0.8793
S1	0.8756	0.8756	0.8773	0.8771
S2	0.8734	0.8734	0.8768
S3	0.8682	0.8704	0.8763
S4	0.8630	0.8652	0.8749

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	0.8740	0.0093	1.1%	0.0052	0.6%	41%	False	False	107,521
10	0.8833	0.8722	0.0111	1.3%	0.0051	0.6%	50%	False	False	105,248
20	0.8998	0.8722	0.0276	3.1%	0.0052	0.6%	20%	False	False	109,526
40	0.9172	0.8722	0.0450	5.1%	0.0050	0.6%	12%	False	False	109,801
60	0.9173	0.8722	0.0452	5.1%	0.0047	0.5%	12%	False	False	74,643
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	55,999
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	44,808
120	0.9226	0.8722	0.0504	5.7%	0.0044	0.5%	11%	False	False	37,340

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	0.9037
2.618	0.8952
1.618	0.8900
1.000	0.8868
0.618	0.8848
HIGH	0.8816
0.618	0.8796
0.500	0.8790
0.382	0.8784
LOW	0.8764
0.618	0.8732
1.000	0.8712
1.618	0.8680
2.618	0.8628
4.250	0.8543

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	0.8790	0.8781
PP	0.8786	0.8780
S1	0.8782	0.8779

Download as Excel Spreadsheet

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

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