CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	0.8778	0.8776	-0.0002	0.0%	0.8814
High	0.8796	0.8812	0.0016	0.2%	0.8833
Low	0.8758	0.8753	-0.0005	-0.1%	0.8751
Close	0.8781	0.8795	0.0014	0.2%	0.8780
Range	0.0039	0.0060	0.0021	54.5%	0.0082
ATR	0.0050	0.0050	0.0001	1.4%	0.0000
Volume	76,508	105,763	29,255	38.2%	520,125

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8965	0.8939	0.8827
R3	0.8905	0.8880	0.8811
R2	0.8846	0.8846	0.8805
R1	0.8820	0.8820	0.8800	0.8833
PP	0.8786	0.8786	0.8786	0.8793
S1	0.8761	0.8761	0.8789	0.8774
S2	0.8727	0.8727	0.8784
S3	0.8667	0.8701	0.8778
S4	0.8608	0.8642	0.8762

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	0.8822	0.8740	0.0082	0.9%	0.0049	0.6%	67%	False	False	97,659
10	0.8833	0.8740	0.0093	1.1%	0.0050	0.6%	59%	False	False	101,099
20	0.8972	0.8722	0.0251	2.8%	0.0052	0.6%	29%	False	False	109,062
40	0.9172	0.8722	0.0450	5.1%	0.0051	0.6%	16%	False	False	107,790
60	0.9173	0.8722	0.0452	5.1%	0.0047	0.5%	16%	False	False	77,678
80	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	15%	False	False	58,276
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	15%	False	False	46,630
120	0.9226	0.8722	0.0504	5.7%	0.0044	0.5%	14%	False	False	38,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9065
2.618	0.8968
1.618	0.8908
1.000	0.8872
0.618	0.8849
HIGH	0.8812
0.618	0.8789
0.500	0.8782
0.382	0.8775
LOW	0.8753
0.618	0.8716
1.000	0.8693
1.618	0.8656
2.618	0.8597
4.250	0.8500

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	0.8790	0.8791
PP	0.8786	0.8788
S1	0.8782	0.8784

Download as Excel Spreadsheet

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

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