CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	0.8832	0.8859	0.0027	0.3%	0.8768
High	0.8874	0.8869	-0.0005	-0.1%	0.8829
Low	0.8829	0.8773	-0.0057	-0.6%	0.8740
Close	0.8865	0.8787	-0.0078	-0.9%	0.8821
Range	0.0045	0.0097	0.0052	116.9%	0.0089
ATR	0.0050	0.0053	0.0003	6.6%	0.0000
Volume	98,873	135,552	36,679	37.1%	494,810

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9099	0.9040	0.8840
R3	0.9003	0.8943	0.8814
R2	0.8906	0.8906	0.8805
R1	0.8847	0.8847	0.8796	0.8828
PP	0.8810	0.8810	0.8810	0.8800
S1	0.8750	0.8750	0.8778	0.8732
S2	0.8713	0.8713	0.8769
S3	0.8617	0.8654	0.8760
S4	0.8520	0.8557	0.8734

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	0.8874	0.8753	0.0121	1.4%	0.0061	0.7%	29%	False	False	108,219
10	0.8874	0.8740	0.0134	1.5%	0.0054	0.6%	35%	False	False	102,755
20	0.8874	0.8722	0.0152	1.7%	0.0051	0.6%	43%	False	False	105,420
40	0.9171	0.8722	0.0449	5.1%	0.0053	0.6%	15%	False	False	109,378
60	0.9172	0.8722	0.0450	5.1%	0.0048	0.5%	15%	False	False	84,919
80	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	14%	False	False	63,714
100	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	14%	False	False	50,982
120	0.9226	0.8722	0.0504	5.7%	0.0045	0.5%	13%	False	False	42,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9279
2.618	0.9122
1.618	0.9025
1.000	0.8966
0.618	0.8929
HIGH	0.8869
0.618	0.8832
0.500	0.8821
0.382	0.8809
LOW	0.8773
0.618	0.8713
1.000	0.8676
1.618	0.8616
2.618	0.8520
4.250	0.8362

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	0.8821	0.8823
PP	0.8810	0.8811
S1	0.8798	0.8799

Download as Excel Spreadsheet

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

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