CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	0.8793	0.8818	0.0026	0.3%	0.8768
High	0.8829	0.8845	0.0017	0.2%	0.8829
Low	0.8771	0.8799	0.0028	0.3%	0.8740
Close	0.8821	0.8833	0.0013	0.1%	0.8821
Range	0.0058	0.0046	-0.0012	-20.0%	0.0089
ATR	0.0051	0.0051	0.0000	-0.7%	0.0000
Volume	121,897	79,011	-42,886	-35.2%	494,810

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8964	0.8944	0.8858
R3	0.8918	0.8898	0.8846
R2	0.8872	0.8872	0.8841
R1	0.8852	0.8852	0.8837	0.8862
PP	0.8826	0.8826	0.8826	0.8831
S1	0.8806	0.8806	0.8829	0.8816
S2	0.8780	0.8780	0.8825
S3	0.8734	0.8760	0.8820
S4	0.8688	0.8714	0.8808

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9062	0.9030	0.8869
R3	0.8973	0.8941	0.8845
R2	0.8885	0.8885	0.8837
R1	0.8853	0.8853	0.8829	0.8869
PP	0.8796	0.8796	0.8796	0.8804
S1	0.8764	0.8764	0.8812	0.8780
S2	0.8708	0.8708	0.8804
S3	0.8619	0.8676	0.8796
S4	0.8531	0.8587	0.8772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8845	0.8753	0.0093	1.0%	0.0051	0.6%	87%	True	False	96,206
10	0.8845	0.8740	0.0105	1.2%	0.0051	0.6%	89%	True	False	100,783
20	0.8853	0.8722	0.0132	1.5%	0.0050	0.6%	85%	False	False	107,012
40	0.9172	0.8722	0.0450	5.1%	0.0052	0.6%	25%	False	False	108,646
60	0.9173	0.8722	0.0452	5.1%	0.0047	0.5%	25%	False	False	81,023
80	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	23%	False	False	60,787
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	23%	False	False	48,639
120	0.9226	0.8722	0.0504	5.7%	0.0044	0.5%	22%	False	False	40,533

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9041
2.618	0.8965
1.618	0.8919
1.000	0.8891
0.618	0.8873
HIGH	0.8845
0.618	0.8827
0.500	0.8822
0.382	0.8817
LOW	0.8799
0.618	0.8771
1.000	0.8753
1.618	0.8725
2.618	0.8679
4.250	0.8604

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	0.8829	0.8822
PP	0.8826	0.8810
S1	0.8822	0.8799

Download as Excel Spreadsheet

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

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