CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	0.8665	0.8817	0.0152	1.8%	0.8771
High	0.8848	0.8851	0.0004	0.0%	0.8848
Low	0.8662	0.8776	0.0114	1.3%	0.8657
Close	0.8843	0.8794	-0.0049	-0.5%	0.8843
Range	0.0186	0.0076	-0.0111	-59.4%	0.0191
ATR	0.0065	0.0065	0.0001	1.2%	0.0000
Volume	268,904	150,483	-118,421	-44.0%	605,004

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9033	0.8989	0.8836
R3	0.8958	0.8914	0.8815
R2	0.8882	0.8882	0.8808
R1	0.8838	0.8838	0.8801	0.8823
PP	0.8807	0.8807	0.8807	0.8799
S1	0.8763	0.8763	0.8787	0.8747
S2	0.8731	0.8731	0.8780
S3	0.8656	0.8687	0.8773
S4	0.8580	0.8612	0.8752

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	0.8851	0.8657	0.0195	2.2%	0.0089	1.0%	71%	True	False	151,097
10	0.8851	0.8657	0.0195	2.2%	0.0074	0.8%	71%	True	False	127,977
20	0.8874	0.8657	0.0217	2.5%	0.0062	0.7%	63%	False	False	112,209
40	0.9028	0.8657	0.0371	4.2%	0.0057	0.6%	37%	False	False	110,940
60	0.9172	0.8657	0.0515	5.9%	0.0054	0.6%	27%	False	False	108,739
80	0.9173	0.8657	0.0517	5.9%	0.0050	0.6%	27%	False	False	81,653
100	0.9206	0.8657	0.0550	6.2%	0.0049	0.6%	25%	False	False	65,337
120	0.9206	0.8657	0.0550	6.2%	0.0048	0.6%	25%	False	False	54,453

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9172
2.618	0.9049
1.618	0.8973
1.000	0.8927
0.618	0.8898
HIGH	0.8851
0.618	0.8822
0.500	0.8813
0.382	0.8804
LOW	0.8776
0.618	0.8729
1.000	0.8700
1.618	0.8653
2.618	0.8578
4.250	0.8455

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	0.8813	0.8781
PP	0.8807	0.8767
S1	0.8800	0.8754

Download as Excel Spreadsheet

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

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