CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	0.8754	0.8771	0.0018	0.2%	0.8777
High	0.8806	0.8773	-0.0033	-0.4%	0.8806
Low	0.8732	0.8700	-0.0032	-0.4%	0.8699
Close	0.8778	0.8701	-0.0077	-0.9%	0.8778
Range	0.0074	0.0073	-0.0001	-1.4%	0.0107
ATR	0.0054	0.0055	0.0002	3.2%	0.0000
Volume	142,101	128,955	-13,146	-9.3%	524,291

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8943	0.8895	0.8741
R3	0.8870	0.8822	0.8721
R2	0.8797	0.8797	0.8714
R1	0.8749	0.8749	0.8707	0.8737
PP	0.8724	0.8724	0.8724	0.8718
S1	0.8676	0.8676	0.8694	0.8664
S2	0.8651	0.8651	0.8687
S3	0.8578	0.8603	0.8680
S4	0.8505	0.8530	0.8660

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%	0.0066	0.8%	1%	False	False	118,028
10	0.8874	0.8699	0.0175	2.0%	0.0058	0.7%	1%	False	False	104,383
20	0.8874	0.8699	0.0175	2.0%	0.0054	0.6%	1%	False	False	102,583
40	0.9028	0.8699	0.0329	3.8%	0.0054	0.6%	0%	False	False	109,025
60	0.9172	0.8699	0.0473	5.4%	0.0050	0.6%	0%	False	False	98,380
80	0.9206	0.8699	0.0507	5.8%	0.0048	0.6%	0%	False	False	73,827
100	0.9206	0.8699	0.0507	5.8%	0.0048	0.5%	0%	False	False	59,074
120	0.9206	0.8699	0.0507	5.8%	0.0046	0.5%	0%	False	False	49,232

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9083
2.618	0.8964
1.618	0.8891
1.000	0.8846
0.618	0.8818
HIGH	0.8773
0.618	0.8745
0.500	0.8736
0.382	0.8727
LOW	0.8700
0.618	0.8654
1.000	0.8627
1.618	0.8581
2.618	0.8508
4.250	0.8389

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	0.8736	0.8753
PP	0.8724	0.8735
S1	0.8712	0.8718

Download as Excel Spreadsheet

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

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