CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	0.8858	0.8812	-0.0046	-0.5%	0.8817
High	0.8862	0.8819	-0.0043	-0.5%	0.8887
Low	0.8807	0.8789	-0.0018	-0.2%	0.8776
Close	0.8812	0.8801	-0.0011	-0.1%	0.8880
Range	0.0055	0.0030	-0.0026	-46.4%	0.0112
ATR	0.0069	0.0066	-0.0003	-4.1%	0.0000
Volume	120,464	134,772	14,308	11.9%	770,613

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8891	0.8875	0.8817
R3	0.8862	0.8846	0.8809
R2	0.8832	0.8832	0.8806
R1	0.8816	0.8816	0.8803	0.8810
PP	0.8803	0.8803	0.8803	0.8799
S1	0.8787	0.8787	0.8798	0.8780
S2	0.8773	0.8773	0.8795
S3	0.8744	0.8757	0.8792
S4	0.8714	0.8728	0.8784

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	0.8885	0.8789	0.0096	1.1%	0.0058	0.7%	12%	False	True	130,686
10	0.8887	0.8657	0.0231	2.6%	0.0077	0.9%	62%	False	False	150,189
20	0.8887	0.8657	0.0231	2.6%	0.0067	0.8%	62%	False	False	127,286
40	0.8887	0.8657	0.0231	2.6%	0.0059	0.7%	62%	False	False	117,149
60	0.9172	0.8657	0.0515	5.9%	0.0057	0.6%	28%	False	False	114,859
80	0.9173	0.8657	0.0517	5.9%	0.0052	0.6%	28%	False	False	92,588
100	0.9206	0.8657	0.0550	6.2%	0.0051	0.6%	26%	False	False	74,086
120	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	26%	False	False	61,747

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8944
2.618	0.8896
1.618	0.8866
1.000	0.8848
0.618	0.8837
HIGH	0.8819
0.618	0.8807
0.500	0.8804
0.382	0.8800
LOW	0.8789
0.618	0.8771
1.000	0.8760
1.618	0.8741
2.618	0.8712
4.250	0.8664

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	0.8804	0.8837
PP	0.8803	0.8825
S1	0.8802	0.8813

Download as Excel Spreadsheet

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

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