CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	0.8775	0.8778	0.0004	0.0%	0.8814
High	0.8816	0.8796	-0.0020	-0.2%	0.8833
Low	0.8764	0.8758	-0.0007	-0.1%	0.8751
Close	0.8778	0.8781	0.0003	0.0%	0.8780
Range	0.0052	0.0039	-0.0014	-26.0%	0.0082
ATR	0.0051	0.0050	-0.0001	-1.7%	0.0000
Volume	97,854	76,508	-21,346	-21.8%	520,125

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8894	0.8876	0.8802
R3	0.8855	0.8837	0.8791
R2	0.8817	0.8817	0.8788
R1	0.8799	0.8799	0.8784	0.8808
PP	0.8778	0.8778	0.8778	0.8783
S1	0.8760	0.8760	0.8777	0.8769
S2	0.8740	0.8740	0.8773
S3	0.8701	0.8722	0.8770
S4	0.8663	0.8683	0.8759

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%	0.0046	0.5%	44%	False	False	97,292
10	0.8833	0.8740	0.0093	1.1%	0.0050	0.6%	44%	False	False	102,704
20	0.8995	0.8722	0.0273	3.1%	0.0051	0.6%	22%	False	False	107,686
40	0.9172	0.8722	0.0450	5.1%	0.0051	0.6%	13%	False	False	108,774
60	0.9173	0.8722	0.0452	5.1%	0.0047	0.5%	13%	False	False	75,917
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	56,954
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	12%	False	False	45,573
120	0.9226	0.8722	0.0504	5.7%	0.0044	0.5%	12%	False	False	37,978

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8960
2.618	0.8897
1.618	0.8858
1.000	0.8835
0.618	0.8820
HIGH	0.8796
0.618	0.8781
0.500	0.8777
0.382	0.8772
LOW	0.8758
0.618	0.8734
1.000	0.8719
1.618	0.8695
2.618	0.8657
4.250	0.8594

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	0.8779	0.8780
PP	0.8778	0.8779
S1	0.8777	0.8778

Download as Excel Spreadsheet

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

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