CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	0.8836	0.8865	0.0029	0.3%	0.8771
High	0.8876	0.8873	-0.0003	0.0%	0.8848
Low	0.8801	0.8824	0.0023	0.3%	0.8657
Close	0.8868	0.8837	-0.0031	-0.3%	0.8843
Range	0.0075	0.0050	-0.0026	-34.0%	0.0191
ATR	0.0069	0.0067	-0.0001	-2.0%	0.0000
Volume	149,833	106,347	-43,486	-29.0%	605,004

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8993	0.8965	0.8864
R3	0.8944	0.8915	0.8851
R2	0.8894	0.8894	0.8846
R1	0.8866	0.8866	0.8842	0.8855
PP	0.8845	0.8845	0.8845	0.8839
S1	0.8816	0.8816	0.8832	0.8806
S2	0.8795	0.8795	0.8828
S3	0.8746	0.8767	0.8823
S4	0.8696	0.8717	0.8810

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	0.8662	0.0226	2.6%	0.0099	1.1%	78%	False	False	179,500
10	0.8887	0.8657	0.0231	2.6%	0.0080	0.9%	78%	False	False	146,763
20	0.8887	0.8657	0.0231	2.6%	0.0067	0.8%	78%	False	False	122,757
40	0.8995	0.8657	0.0338	3.8%	0.0059	0.7%	53%	False	False	115,222
60	0.9172	0.8657	0.0515	5.8%	0.0056	0.6%	35%	False	False	113,435
80	0.9173	0.8657	0.0517	5.8%	0.0052	0.6%	35%	False	False	87,627
100	0.9206	0.8657	0.0550	6.2%	0.0051	0.6%	33%	False	False	70,115
120	0.9206	0.8657	0.0550	6.2%	0.0049	0.6%	33%	False	False	58,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9083
2.618	0.9003
1.618	0.8953
1.000	0.8923
0.618	0.8904
HIGH	0.8873
0.618	0.8854
0.500	0.8848
0.382	0.8842
LOW	0.8824
0.618	0.8793
1.000	0.8774
1.618	0.8743
2.618	0.8694
4.250	0.8613

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	0.8848	0.8836
PP	0.8845	0.8835
S1	0.8841	0.8834

Download as Excel Spreadsheet

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

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