CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 18-Nov-2021

Day Change Summary
	Previous	Current
	17-Nov-2021	18-Nov-2021	Change	Change %	Previous Week
Open	0.8710	0.8763	0.0053	0.6%	0.8818
High	0.8779	0.8783	0.0005	0.1%	0.8874
Low	0.8699	0.8736	0.0037	0.4%	0.8751
Close	0.8764	0.8754	-0.0011	-0.1%	0.8777
Range	0.0080	0.0048	-0.0032	-40.3%	0.0123
ATR	0.0053	0.0052	0.0000	-0.7%	0.0000
Volume	117,171	91,937	-25,234	-21.5%	469,596

Daily Pivots for day following 18-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8900	0.8874	0.8780
R3	0.8852	0.8827	0.8767
R2	0.8805	0.8805	0.8762
R1	0.8779	0.8779	0.8758	0.8768
PP	0.8757	0.8757	0.8757	0.8752
S1	0.8732	0.8732	0.8749	0.8721
S2	0.8710	0.8710	0.8745
S3	0.8662	0.8684	0.8740
S4	0.8615	0.8637	0.8727

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%	0.0053	0.6%	58%	False	False	94,018
10	0.8874	0.8699	0.0175	2.0%	0.0053	0.6%	31%	False	False	97,368
20	0.8874	0.8699	0.0175	2.0%	0.0052	0.6%	31%	False	False	99,234
40	0.9075	0.8699	0.0376	4.3%	0.0052	0.6%	14%	False	False	107,517
60	0.9172	0.8699	0.0473	5.4%	0.0049	0.6%	12%	False	False	93,874
80	0.9206	0.8699	0.0507	5.8%	0.0047	0.5%	11%	False	False	70,440
100	0.9206	0.8699	0.0507	5.8%	0.0047	0.5%	11%	False	False	56,364
120	0.9206	0.8699	0.0507	5.8%	0.0045	0.5%	11%	False	False	46,973

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8985
2.618	0.8907
1.618	0.8860
1.000	0.8831
0.618	0.8812
HIGH	0.8783
0.618	0.8765
0.500	0.8759
0.382	0.8754
LOW	0.8736
0.618	0.8706
1.000	0.8688
1.618	0.8659
2.618	0.8611
4.250	0.8534

Fisher Pivots for day following 18-Nov-2021
Pivot	1 day	3 day
R1	0.8759	0.8749
PP	0.8757	0.8745
S1	0.8755	0.8741

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols