CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	0.8689	0.8665	-0.0024	-0.3%	0.8771
High	0.8711	0.8848	0.0137	1.6%	0.8848
Low	0.8657	0.8662	0.0005	0.1%	0.8657
Close	0.8662	0.8843	0.0181	2.1%	0.8843
Range	0.0054	0.0186	0.0132	244.4%	0.0191
ATR	0.0055	0.0065	0.0009	16.9%	0.0000
Volume	104,237	268,904	164,667	158.0%	605,004

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9342	0.9278	0.8945
R3	0.9156	0.9092	0.8894
R2	0.8970	0.8970	0.8877
R1	0.8906	0.8906	0.8860	0.8938
PP	0.8784	0.8784	0.8784	0.8800
S1	0.8720	0.8720	0.8825	0.8752
S2	0.8598	0.8598	0.8808
S3	0.8412	0.8534	0.8791
S4	0.8226	0.8348	0.8740

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9290	0.8948
R3	0.9164	0.9099	0.8895
R2	0.8973	0.8973	0.8878
R1	0.8908	0.8908	0.8860	0.8941
PP	0.8782	0.8782	0.8782	0.8799
S1	0.8717	0.8717	0.8825	0.8750
S2	0.8591	0.8591	0.8807
S3	0.8400	0.8526	0.8790
S4	0.8209	0.8335	0.8737

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8848	0.8657	0.0191	2.2%	0.0088	1.0%	97%	True	False	149,421
10	0.8848	0.8657	0.0191	2.2%	0.0070	0.8%	97%	True	False	121,719
20	0.8874	0.8657	0.0217	2.5%	0.0061	0.7%	86%	False	False	110,454
40	0.9028	0.8657	0.0371	4.2%	0.0056	0.6%	50%	False	False	110,482
60	0.9172	0.8657	0.0515	5.8%	0.0053	0.6%	36%	False	False	106,251
80	0.9173	0.8657	0.0517	5.8%	0.0050	0.6%	36%	False	False	79,772
100	0.9206	0.8657	0.0550	6.2%	0.0049	0.6%	34%	False	False	63,833
120	0.9206	0.8657	0.0550	6.2%	0.0048	0.5%	34%	False	False	53,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 151 trading days

Fibonacci Retracements and Extensions
4.250	0.9638
2.618	0.9334
1.618	0.9148
1.000	0.9034
0.618	0.8962
HIGH	0.8848
0.618	0.8776
0.500	0.8755
0.382	0.8733
LOW	0.8662
0.618	0.8547
1.000	0.8476
1.618	0.8361
2.618	0.8175
4.250	0.7871

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	0.8813	0.8812
PP	0.8784	0.8782
S1	0.8755	0.8752

Download as Excel Spreadsheet

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

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