CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	0.8817	0.8802	-0.0015	-0.2%	0.8771
High	0.8851	0.8887	0.0036	0.4%	0.8848
Low	0.8776	0.8781	0.0005	0.1%	0.8657
Close	0.8794	0.8842	0.0048	0.5%	0.8843
Range	0.0076	0.0107	0.0031	41.1%	0.0191
ATR	0.0065	0.0068	0.0003	4.5%	0.0000
Volume	150,483	221,934	71,451	47.5%	605,004

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9156	0.9106	0.8901
R3	0.9050	0.8999	0.8871
R2	0.8943	0.8943	0.8862
R1	0.8893	0.8893	0.8852	0.8918
PP	0.8837	0.8837	0.8837	0.8849
S1	0.8786	0.8786	0.8832	0.8811
S2	0.8730	0.8730	0.8822
S3	0.8624	0.8680	0.8813
S4	0.8517	0.8573	0.8783

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	0.8887	0.8657	0.0231	2.6%	0.0095	1.1%	80%	True	False	169,693
10	0.8887	0.8657	0.0231	2.6%	0.0081	0.9%	80%	True	False	143,860
20	0.8887	0.8657	0.0231	2.6%	0.0065	0.7%	80%	True	False	118,666
40	0.9024	0.8657	0.0367	4.2%	0.0059	0.7%	51%	False	False	113,969
60	0.9172	0.8657	0.0515	5.8%	0.0055	0.6%	36%	False	False	112,236
80	0.9173	0.8657	0.0517	5.8%	0.0051	0.6%	36%	False	False	84,426
100	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	34%	False	False	67,555
120	0.9206	0.8657	0.0550	6.2%	0.0049	0.6%	34%	False	False	56,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9340
2.618	0.9166
1.618	0.9059
1.000	0.8994
0.618	0.8953
HIGH	0.8887
0.618	0.8846
0.500	0.8834
0.382	0.8821
LOW	0.8781
0.618	0.8715
1.000	0.8674
1.618	0.8608
2.618	0.8502
4.250	0.8328

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	0.8839	0.8819
PP	0.8837	0.8797
S1	0.8834	0.8774

Download as Excel Spreadsheet

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

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