CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	0.8806	0.8794	-0.0013	-0.1%	0.8817
High	0.8826	0.8829	0.0003	0.0%	0.8887
Low	0.8776	0.8787	0.0011	0.1%	0.8776
Close	0.8798	0.8813	0.0015	0.2%	0.8880
Range	0.0050	0.0042	-0.0008	-16.0%	0.0112
ATR	0.0065	0.0063	-0.0002	-2.5%	0.0000
Volume	140,995	149,469	8,474	6.0%	770,613

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8935	0.8916	0.8836
R3	0.8893	0.8874	0.8825
R2	0.8851	0.8851	0.8821
R1	0.8832	0.8832	0.8817	0.8842
PP	0.8809	0.8809	0.8809	0.8814
S1	0.8790	0.8790	0.8809	0.8800
S2	0.8767	0.8767	0.8805
S3	0.8725	0.8748	0.8801
S4	0.8683	0.8706	0.8790

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%	0.0052	0.6%	34%	False	False	137,543
10	0.8887	0.8662	0.0226	2.6%	0.0075	0.9%	67%	False	False	158,521
20	0.8887	0.8657	0.0231	2.6%	0.0065	0.7%	68%	False	False	130,088
40	0.8887	0.8657	0.0231	2.6%	0.0058	0.7%	68%	False	False	117,754
60	0.9171	0.8657	0.0514	5.8%	0.0057	0.6%	30%	False	False	116,281
80	0.9172	0.8657	0.0515	5.8%	0.0052	0.6%	30%	False	False	96,211
100	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	28%	False	False	76,988
120	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	28%	False	False	64,166

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9007
2.618	0.8938
1.618	0.8896
1.000	0.8871
0.618	0.8854
HIGH	0.8829
0.618	0.8812
0.500	0.8808
0.382	0.8803
LOW	0.8787
0.618	0.8761
1.000	0.8745
1.618	0.8719
2.618	0.8677
4.250	0.8608

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	0.8811	0.8809
PP	0.8809	0.8806
S1	0.8808	0.8802

Download as Excel Spreadsheet

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

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