CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	0.8777	0.8763	-0.0014	-0.2%	0.8818
High	0.8793	0.8765	-0.0028	-0.3%	0.8874
Low	0.8757	0.8707	-0.0050	-0.6%	0.8751
Close	0.8767	0.8721	-0.0046	-0.5%	0.8777
Range	0.0037	0.0058	0.0022	58.9%	0.0123
ATR	0.0050	0.0050	0.0001	1.4%	0.0000
Volume	63,106	109,976	46,870	74.3%	469,596

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8905	0.8871	0.8752
R3	0.8847	0.8813	0.8736
R2	0.8789	0.8789	0.8731
R1	0.8755	0.8755	0.8726	0.8743
PP	0.8731	0.8731	0.8731	0.8725
S1	0.8697	0.8697	0.8715	0.8685
S2	0.8673	0.8673	0.8710
S3	0.8615	0.8639	0.8705
S4	0.8557	0.8581	0.8689

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	0.8869	0.8707	0.0162	1.9%	0.0052	0.6%	8%	False	True	92,958
10	0.8874	0.8707	0.0167	1.9%	0.0051	0.6%	8%	False	True	94,684
20	0.8874	0.8707	0.0167	1.9%	0.0051	0.6%	8%	False	True	99,966
40	0.9171	0.8707	0.0464	5.3%	0.0052	0.6%	3%	False	True	107,749
60	0.9172	0.8707	0.0465	5.3%	0.0048	0.5%	3%	False	True	90,396
80	0.9206	0.8707	0.0499	5.7%	0.0047	0.5%	3%	False	True	67,828
100	0.9206	0.8707	0.0499	5.7%	0.0047	0.5%	3%	False	True	54,273
120	0.9206	0.8707	0.0499	5.7%	0.0045	0.5%	3%	False	True	45,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9012
2.618	0.8917
1.618	0.8859
1.000	0.8823
0.618	0.8801
HIGH	0.8765
0.618	0.8743
0.500	0.8736
0.382	0.8729
LOW	0.8707
0.618	0.8671
1.000	0.8649
1.618	0.8613
2.618	0.8555
4.250	0.8461

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	0.8736	0.8750
PP	0.8731	0.8740
S1	0.8726	0.8730

Download as Excel Spreadsheet

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

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