CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	0.8763	0.8754	-0.0009	-0.1%	0.8777
High	0.8783	0.8806	0.0023	0.3%	0.8806
Low	0.8736	0.8732	-0.0004	0.0%	0.8699
Close	0.8754	0.8778	0.0024	0.3%	0.8778
Range	0.0048	0.0074	0.0027	55.8%	0.0107
ATR	0.0052	0.0054	0.0002	3.0%	0.0000
Volume	91,937	142,101	50,164	54.6%	524,291

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8994	0.8960	0.8818
R3	0.8920	0.8886	0.8798
R2	0.8846	0.8846	0.8791
R1	0.8812	0.8812	0.8784	0.8829
PP	0.8772	0.8772	0.8772	0.8780
S1	0.8738	0.8738	0.8771	0.8755
S2	0.8698	0.8698	0.8764
S3	0.8624	0.8664	0.8757
S4	0.8550	0.8590	0.8737

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9080	0.9035	0.8836
R3	0.8974	0.8929	0.8807
R2	0.8867	0.8867	0.8797
R1	0.8822	0.8822	0.8787	0.8845
PP	0.8761	0.8761	0.8761	0.8772
S1	0.8716	0.8716	0.8768	0.8738
S2	0.8654	0.8654	0.8758
S3	0.8548	0.8609	0.8748
S4	0.8441	0.8503	0.8719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8806	0.8699	0.0107	1.2%	0.0059	0.7%	74%	True	False	104,858
10	0.8874	0.8699	0.0175	2.0%	0.0055	0.6%	45%	False	False	99,388
20	0.8874	0.8699	0.0175	2.0%	0.0052	0.6%	45%	False	False	100,441
40	0.9052	0.8699	0.0353	4.0%	0.0053	0.6%	22%	False	False	108,381
60	0.9172	0.8699	0.0473	5.4%	0.0050	0.6%	17%	False	False	96,239
80	0.9206	0.8699	0.0507	5.8%	0.0048	0.5%	15%	False	False	72,215
100	0.9206	0.8699	0.0507	5.8%	0.0047	0.5%	15%	False	False	57,785
120	0.9206	0.8699	0.0507	5.8%	0.0046	0.5%	15%	False	False	48,157

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9120
2.618	0.8999
1.618	0.8925
1.000	0.8880
0.618	0.8851
HIGH	0.8806
0.618	0.8777
0.500	0.8769
0.382	0.8760
LOW	0.8732
0.618	0.8686
1.000	0.8658
1.618	0.8612
2.618	0.8538
4.250	0.8417

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	0.8775	0.8769
PP	0.8772	0.8761
S1	0.8769	0.8752

Download as Excel Spreadsheet

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

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