CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	0.8859	0.8783	-0.0076	-0.9%	0.8768
High	0.8869	0.8789	-0.0081	-0.9%	0.8829
Low	0.8773	0.8762	-0.0011	-0.1%	0.8740
Close	0.8787	0.8766	-0.0021	-0.2%	0.8821
Range	0.0097	0.0027	-0.0070	-72.0%	0.0089
ATR	0.0053	0.0052	-0.0002	-3.5%	0.0000
Volume	135,552	68,257	-67,295	-49.6%	494,810

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8853	0.8837	0.8781
R3	0.8826	0.8810	0.8773
R2	0.8799	0.8799	0.8771
R1	0.8783	0.8783	0.8768	0.8777
PP	0.8772	0.8772	0.8772	0.8769
S1	0.8756	0.8756	0.8764	0.8750
S2	0.8745	0.8745	0.8761
S3	0.8718	0.8729	0.8759
S4	0.8691	0.8702	0.8751

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	0.8762	0.0112	1.3%	0.0054	0.6%	4%	False	True	100,718
10	0.8874	0.8740	0.0134	1.5%	0.0052	0.6%	19%	False	False	99,188
20	0.8874	0.8722	0.0152	1.7%	0.0051	0.6%	29%	False	False	104,013
40	0.9171	0.8722	0.0449	5.1%	0.0052	0.6%	10%	False	False	108,694
60	0.9172	0.8722	0.0450	5.1%	0.0048	0.5%	10%	False	False	86,053
80	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	9%	False	False	64,566
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	9%	False	False	51,664
120	0.9226	0.8722	0.0504	5.7%	0.0045	0.5%	9%	False	False	43,056

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	0.0013
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	0.8903
2.618	0.8859
1.618	0.8832
1.000	0.8816
0.618	0.8805
HIGH	0.8789
0.618	0.8778
0.500	0.8775
0.382	0.8772
LOW	0.8762
0.618	0.8745
1.000	0.8735
1.618	0.8718
2.618	0.8691
4.250	0.8647

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	0.8775	0.8818
PP	0.8772	0.8800
S1	0.8769	0.8783

Download as Excel Spreadsheet

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

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