CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 24-Nov-2021

Day Change Summary
	Previous	Current
	23-Nov-2021	24-Nov-2021	Change	Change %	Previous Week
Open	0.8708	0.8689	-0.0019	-0.2%	0.8777
High	0.8736	0.8711	-0.0025	-0.3%	0.8806
Low	0.8682	0.8657	-0.0025	-0.3%	0.8699
Close	0.8691	0.8662	-0.0029	-0.3%	0.8778
Range	0.0054	0.0054	0.0000	0.0%	0.0107
ATR	0.0055	0.0055	0.0000	-0.2%	0.0000
Volume	102,908	104,237	1,329	1.3%	524,291

Daily Pivots for day following 24-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8838	0.8804	0.8692
R3	0.8784	0.8750	0.8677
R2	0.8730	0.8730	0.8672
R1	0.8696	0.8696	0.8667	0.8686
PP	0.8676	0.8676	0.8676	0.8671
S1	0.8642	0.8642	0.8657	0.8632
S2	0.8622	0.8622	0.8652
S3	0.8568	0.8588	0.8647
S4	0.8514	0.8534	0.8632

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	0.8657	0.0149	1.7%	0.0061	0.7%	4%	False	True	114,027
10	0.8806	0.8657	0.0149	1.7%	0.0055	0.6%	4%	False	True	101,655
20	0.8874	0.8657	0.0217	2.5%	0.0054	0.6%	3%	False	True	102,205
40	0.9028	0.8657	0.0371	4.3%	0.0053	0.6%	1%	False	True	107,084
60	0.9172	0.8657	0.0515	5.9%	0.0051	0.6%	1%	False	True	101,791
80	0.9206	0.8657	0.0550	6.3%	0.0048	0.6%	1%	False	True	76,414
100	0.9206	0.8657	0.0550	6.3%	0.0048	0.6%	1%	False	True	61,145
120	0.9206	0.8657	0.0550	6.3%	0.0047	0.5%	1%	False	True	50,958

Crabel Price Patterns
NR	False
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	0.0014

Fibonacci Retracements and Extensions
4.250	0.8940
2.618	0.8852
1.618	0.8798
1.000	0.8765
0.618	0.8744
HIGH	0.8711
0.618	0.8690
0.500	0.8684
0.382	0.8677
LOW	0.8657
0.618	0.8623
1.000	0.8603
1.618	0.8569
2.618	0.8515
4.250	0.8427

Fisher Pivots for day following 24-Nov-2021
Pivot	1 day	3 day
R1	0.8684	0.8715
PP	0.8676	0.8697
S1	0.8669	0.8680

Download as Excel Spreadsheet

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

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