CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 08-Dec-2021

Day Change Summary
	Previous	Current
	07-Dec-2021	08-Dec-2021	Change	Change %	Previous Week
Open	0.8812	0.8806	-0.0006	-0.1%	0.8817
High	0.8819	0.8826	0.0007	0.1%	0.8887
Low	0.8789	0.8776	-0.0014	-0.2%	0.8776
Close	0.8801	0.8798	-0.0003	0.0%	0.8880
Range	0.0030	0.0050	0.0021	69.5%	0.0112
ATR	0.0066	0.0065	-0.0001	-1.7%	0.0000
Volume	134,772	140,995	6,223	4.6%	770,613

Daily Pivots for day following 08-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8950	0.8924	0.8826
R3	0.8900	0.8874	0.8812
R2	0.8850	0.8850	0.8807
R1	0.8824	0.8824	0.8803	0.8812
PP	0.8800	0.8800	0.8800	0.8794
S1	0.8774	0.8774	0.8793	0.8762
S2	0.8750	0.8750	0.8789
S3	0.8700	0.8724	0.8784
S4	0.8650	0.8674	0.8771

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	0.8776	0.0110	1.2%	0.0053	0.6%	21%	False	True	128,918
10	0.8887	0.8657	0.0231	2.6%	0.0076	0.9%	61%	False	False	153,998
20	0.8887	0.8657	0.0231	2.6%	0.0068	0.8%	61%	False	False	129,392
40	0.8887	0.8657	0.0231	2.6%	0.0058	0.7%	61%	False	False	117,323
60	0.9172	0.8657	0.0515	5.9%	0.0057	0.6%	27%	False	False	115,456
80	0.9173	0.8657	0.0516	5.9%	0.0052	0.6%	27%	False	False	94,348
100	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	26%	False	False	75,496
120	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	26%	False	False	62,921

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

Fibonacci Retracements and Extensions
4.250	0.9038
2.618	0.8956
1.618	0.8906
1.000	0.8876
0.618	0.8856
HIGH	0.8826
0.618	0.8806
0.500	0.8801
0.382	0.8795
LOW	0.8776
0.618	0.8745
1.000	0.8726
1.618	0.8695
2.618	0.8645
4.250	0.8563

Fisher Pivots for day following 08-Dec-2021
Pivot	1 day	3 day
R1	0.8801	0.8819
PP	0.8800	0.8812
S1	0.8799	0.8805

Download as Excel Spreadsheet

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

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