CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	0.8771	0.8708	-0.0064	-0.7%	0.8777
High	0.8773	0.8736	-0.0037	-0.4%	0.8806
Low	0.8700	0.8682	-0.0018	-0.2%	0.8699
Close	0.8701	0.8691	-0.0010	-0.1%	0.8778
Range	0.0073	0.0054	-0.0019	-26.0%	0.0107
ATR	0.0055	0.0055	0.0000	-0.2%	0.0000
Volume	128,955	102,908	-26,047	-20.2%	524,291

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8865	0.8832	0.8721
R3	0.8811	0.8778	0.8706
R2	0.8757	0.8757	0.8701
R1	0.8724	0.8724	0.8696	0.8713
PP	0.8703	0.8703	0.8703	0.8697
S1	0.8670	0.8670	0.8686	0.8659
S2	0.8649	0.8649	0.8681
S3	0.8595	0.8616	0.8676
S4	0.8541	0.8562	0.8661

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	0.8682	0.0124	1.4%	0.0066	0.8%	8%	False	True	116,614
10	0.8869	0.8682	0.0188	2.2%	0.0059	0.7%	5%	False	True	104,786
20	0.8874	0.8682	0.0192	2.2%	0.0055	0.6%	5%	False	True	103,376
40	0.9028	0.8682	0.0346	4.0%	0.0054	0.6%	3%	False	True	107,824
60	0.9172	0.8682	0.0490	5.6%	0.0051	0.6%	2%	False	True	100,086
80	0.9206	0.8682	0.0525	6.0%	0.0048	0.6%	2%	False	True	75,111
100	0.9206	0.8682	0.0525	6.0%	0.0048	0.5%	2%	False	True	60,103
120	0.9206	0.8682	0.0525	6.0%	0.0047	0.5%	2%	False	True	50,089

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	0.8965
2.618	0.8877
1.618	0.8823
1.000	0.8790
0.618	0.8769
HIGH	0.8736
0.618	0.8715
0.500	0.8709
0.382	0.8702
LOW	0.8682
0.618	0.8648
1.000	0.8628
1.618	0.8594
2.618	0.8540
4.250	0.8452

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	0.8709	0.8744
PP	0.8703	0.8726
S1	0.8697	0.8709

Download as Excel Spreadsheet

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

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