CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	0.8763	0.8710	-0.0054	-0.6%	0.8818
High	0.8765	0.8779	0.0014	0.2%	0.8874
Low	0.8707	0.8699	-0.0008	-0.1%	0.8751
Close	0.8721	0.8764	0.0044	0.5%	0.8777
Range	0.0058	0.0080	0.0022	37.1%	0.0123
ATR	0.0050	0.0053	0.0002	4.1%	0.0000
Volume	109,976	117,171	7,195	6.5%	469,596

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8986	0.8954	0.8808
R3	0.8906	0.8875	0.8786
R2	0.8827	0.8827	0.8779
R1	0.8795	0.8795	0.8771	0.8811
PP	0.8747	0.8747	0.8747	0.8755
S1	0.8716	0.8716	0.8757	0.8732
S2	0.8668	0.8668	0.8749
S3	0.8588	0.8636	0.8742
S4	0.8509	0.8557	0.8720

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	0.8793	0.8699	0.0094	1.1%	0.0049	0.6%	69%	False	True	89,282
10	0.8874	0.8699	0.0175	2.0%	0.0055	0.6%	37%	False	True	98,750
20	0.8874	0.8699	0.0175	2.0%	0.0052	0.6%	37%	False	True	100,727
40	0.9116	0.8699	0.0417	4.8%	0.0052	0.6%	16%	False	True	107,674
60	0.9172	0.8699	0.0473	5.4%	0.0049	0.6%	14%	False	True	92,345
80	0.9206	0.8699	0.0507	5.8%	0.0047	0.5%	13%	False	True	69,292
100	0.9206	0.8699	0.0507	5.8%	0.0047	0.5%	13%	False	True	55,445
120	0.9206	0.8699	0.0507	5.8%	0.0045	0.5%	13%	False	True	46,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9116
2.618	0.8987
1.618	0.8907
1.000	0.8858
0.618	0.8828
HIGH	0.8779
0.618	0.8748
0.500	0.8739
0.382	0.8729
LOW	0.8699
0.618	0.8650
1.000	0.8620
1.618	0.8570
2.618	0.8491
4.250	0.8361

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	0.8756	0.8758
PP	0.8747	0.8752
S1	0.8739	0.8746

Download as Excel Spreadsheet

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

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