CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	0.8783	0.8769	-0.0014	-0.2%	0.8818
High	0.8789	0.8792	0.0004	0.0%	0.8874
Low	0.8762	0.8751	-0.0011	-0.1%	0.8751
Close	0.8766	0.8777	0.0011	0.1%	0.8777
Range	0.0027	0.0042	0.0015	53.7%	0.0123
ATR	0.0052	0.0051	-0.0001	-1.4%	0.0000
Volume	68,257	87,903	19,646	28.8%	469,596

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8898	0.8879	0.8800
R3	0.8856	0.8837	0.8788
R2	0.8815	0.8815	0.8785
R1	0.8796	0.8796	0.8781	0.8805
PP	0.8773	0.8773	0.8773	0.8778
S1	0.8754	0.8754	0.8773	0.8764
S2	0.8732	0.8732	0.8769
S3	0.8690	0.8713	0.8766
S4	0.8649	0.8671	0.8754

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9169	0.9096	0.8845
R3	0.9046	0.8973	0.8811
R2	0.8923	0.8923	0.8800
R1	0.8850	0.8850	0.8788	0.8825
PP	0.8800	0.8800	0.8800	0.8788
S1	0.8727	0.8727	0.8766	0.8702
S2	0.8677	0.8677	0.8754
S3	0.8554	0.8604	0.8743
S4	0.8431	0.8481	0.8709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8874	0.8751	0.0123	1.4%	0.0051	0.6%	22%	False	True	93,919
10	0.8874	0.8740	0.0134	1.5%	0.0050	0.6%	28%	False	False	96,440
20	0.8874	0.8722	0.0152	1.7%	0.0050	0.6%	37%	False	False	101,898
40	0.9171	0.8722	0.0449	5.1%	0.0052	0.6%	12%	False	False	108,596
60	0.9172	0.8722	0.0450	5.1%	0.0047	0.5%	12%	False	False	87,517
80	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	11%	False	False	65,665
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	11%	False	False	52,543
120	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	11%	False	False	43,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8968
2.618	0.8901
1.618	0.8859
1.000	0.8834
0.618	0.8818
HIGH	0.8792
0.618	0.8776
0.500	0.8771
0.382	0.8766
LOW	0.8751
0.618	0.8725
1.000	0.8709
1.618	0.8683
2.618	0.8642
4.250	0.8574

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	0.8775	0.8810
PP	0.8773	0.8799
S1	0.8771	0.8788

Download as Excel Spreadsheet

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

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