CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	0.8769	0.8777	0.0008	0.1%	0.8818
High	0.8792	0.8793	0.0001	0.0%	0.8874
Low	0.8751	0.8757	0.0006	0.1%	0.8751
Close	0.8777	0.8767	-0.0011	-0.1%	0.8777
Range	0.0042	0.0037	-0.0005	-12.0%	0.0123
ATR	0.0051	0.0050	-0.0001	-2.0%	0.0000
Volume	87,903	63,106	-24,797	-28.2%	469,596

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8882	0.8861	0.8787
R3	0.8845	0.8824	0.8777
R2	0.8809	0.8809	0.8773
R1	0.8788	0.8788	0.8770	0.8780
PP	0.8772	0.8772	0.8772	0.8768
S1	0.8751	0.8751	0.8763	0.8743
S2	0.8736	0.8736	0.8760
S3	0.8699	0.8715	0.8756
S4	0.8663	0.8678	0.8746

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%	0.0049	0.6%	13%	False	False	90,738
10	0.8874	0.8751	0.0123	1.4%	0.0050	0.6%	13%	False	False	93,472
20	0.8874	0.8722	0.0152	1.7%	0.0050	0.6%	30%	False	False	99,424
40	0.9171	0.8722	0.0449	5.1%	0.0052	0.6%	10%	False	False	107,458
60	0.9172	0.8722	0.0450	5.1%	0.0048	0.5%	10%	False	False	88,566
80	0.9206	0.8722	0.0485	5.5%	0.0047	0.5%	9%	False	False	66,454
100	0.9206	0.8722	0.0485	5.5%	0.0046	0.5%	9%	False	False	53,174
120	0.9206	0.8722	0.0485	5.5%	0.0045	0.5%	9%	False	False	44,314

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8948
2.618	0.8889
1.618	0.8852
1.000	0.8830
0.618	0.8816
HIGH	0.8793
0.618	0.8779
0.500	0.8775
0.382	0.8770
LOW	0.8757
0.618	0.8734
1.000	0.8720
1.618	0.8697
2.618	0.8661
4.250	0.8601

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	0.8775	0.8772
PP	0.8772	0.8770
S1	0.8769	0.8768

Download as Excel Spreadsheet

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

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