CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	0.8802	0.8836	0.0034	0.4%	0.8771
High	0.8887	0.8876	-0.0011	-0.1%	0.8848
Low	0.8781	0.8801	0.0021	0.2%	0.8657
Close	0.8842	0.8868	0.0026	0.3%	0.8843
Range	0.0107	0.0075	-0.0032	-29.6%	0.0191
ATR	0.0068	0.0069	0.0000	0.7%	0.0000
Volume	221,934	149,833	-72,101	-32.5%	605,004

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9073	0.9045	0.8909
R3	0.8998	0.8970	0.8888
R2	0.8923	0.8923	0.8881
R1	0.8895	0.8895	0.8874	0.8909
PP	0.8848	0.8848	0.8848	0.8855
S1	0.8820	0.8820	0.8861	0.8834
S2	0.8773	0.8773	0.8854
S3	0.8698	0.8745	0.8847
S4	0.8623	0.8670	0.8826

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%	0.0099	1.1%	92%	False	False	179,078
10	0.8887	0.8657	0.0231	2.6%	0.0083	0.9%	92%	False	False	147,846
20	0.8887	0.8657	0.0231	2.6%	0.0067	0.8%	92%	False	False	121,265
40	0.8998	0.8657	0.0341	3.8%	0.0059	0.7%	62%	False	False	115,396
60	0.9172	0.8657	0.0515	5.8%	0.0056	0.6%	41%	False	False	113,623
80	0.9173	0.8657	0.0517	5.8%	0.0052	0.6%	41%	False	False	86,298
100	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	38%	False	False	69,052
120	0.9206	0.8657	0.0550	6.2%	0.0049	0.6%	38%	False	False	57,551

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9195
2.618	0.9072
1.618	0.8997
1.000	0.8951
0.618	0.8922
HIGH	0.8876
0.618	0.8847
0.500	0.8839
0.382	0.8830
LOW	0.8801
0.618	0.8755
1.000	0.8726
1.618	0.8680
2.618	0.8605
4.250	0.8482

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	0.8858	0.8855
PP	0.8848	0.8843
S1	0.8839	0.8831

Download as Excel Spreadsheet

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

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