CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	0.8835	0.8858	0.0024	0.3%	0.8817
High	0.8885	0.8862	-0.0024	-0.3%	0.8887
Low	0.8802	0.8807	0.0005	0.1%	0.8776
Close	0.8880	0.8812	-0.0069	-0.8%	0.8880
Range	0.0083	0.0055	-0.0028	-33.7%	0.0112
ATR	0.0069	0.0069	0.0000	0.5%	0.0000
Volume	142,016	120,464	-21,552	-15.2%	770,613

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8992	0.8957	0.8842
R3	0.8937	0.8902	0.8827
R2	0.8882	0.8882	0.8822
R1	0.8847	0.8847	0.8817	0.8837
PP	0.8827	0.8827	0.8827	0.8822
S1	0.8792	0.8792	0.8806	0.8782
S2	0.8772	0.8772	0.8801
S3	0.8717	0.8737	0.8796
S4	0.8662	0.8682	0.8781

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9182	0.9143	0.8941
R3	0.9071	0.9031	0.8911
R2	0.8959	0.8959	0.8900
R1	0.8920	0.8920	0.8890	0.8939
PP	0.8848	0.8848	0.8848	0.8857
S1	0.8808	0.8808	0.8870	0.8828
S2	0.8736	0.8736	0.8860
S3	0.8625	0.8697	0.8849
S4	0.8513	0.8585	0.8819

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8887	0.8781	0.0107	1.2%	0.0074	0.8%	29%	False	False	148,118
10	0.8887	0.8657	0.0231	2.6%	0.0081	0.9%	67%	False	False	149,608
20	0.8887	0.8657	0.0231	2.6%	0.0068	0.8%	67%	False	False	124,498
40	0.8919	0.8657	0.0262	3.0%	0.0060	0.7%	59%	False	False	116,200
60	0.9172	0.8657	0.0515	5.8%	0.0057	0.6%	30%	False	False	113,803
80	0.9173	0.8657	0.0517	5.9%	0.0053	0.6%	30%	False	False	90,906
100	0.9206	0.8657	0.0550	6.2%	0.0051	0.6%	28%	False	False	72,739
120	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	28%	False	False	60,624

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9095
2.618	0.9005
1.618	0.8950
1.000	0.8917
0.618	0.8895
HIGH	0.8862
0.618	0.8840
0.500	0.8834
0.382	0.8828
LOW	0.8807
0.618	0.8773
1.000	0.8752
1.618	0.8718
2.618	0.8663
4.250	0.8573

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	0.8834	0.8844
PP	0.8827	0.8833
S1	0.8819	0.8822

Download as Excel Spreadsheet

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

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