CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 10-Dec-2021

Day Change Summary
	Previous	Current
	09-Dec-2021	10-Dec-2021	Change	Change %	Previous Week
Open	0.8794	0.8812	0.0018	0.2%	0.8858
High	0.8829	0.8833	0.0004	0.0%	0.8862
Low	0.8787	0.8788	0.0002	0.0%	0.8776
Close	0.8813	0.8817	0.0004	0.0%	0.8817
Range	0.0042	0.0045	0.0003	6.0%	0.0086
ATR	0.0063	0.0062	-0.0001	-2.1%	0.0000
Volume	149,469	27,970	-121,499	-81.3%	573,670

Daily Pivots for day following 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8946	0.8926	0.8841
R3	0.8901	0.8881	0.8829
R2	0.8857	0.8857	0.8825
R1	0.8837	0.8837	0.8821	0.8847
PP	0.8812	0.8812	0.8812	0.8817
S1	0.8792	0.8792	0.8812	0.8802
S2	0.8768	0.8768	0.8808
S3	0.8723	0.8748	0.8804
S4	0.8679	0.8703	0.8792

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9076	0.9032	0.8864
R3	0.8990	0.8946	0.8840
R2	0.8904	0.8904	0.8832
R1	0.8860	0.8860	0.8824	0.8839
PP	0.8818	0.8818	0.8818	0.8807
S1	0.8774	0.8774	0.8809	0.8753
S2	0.8732	0.8732	0.8801
S3	0.8646	0.8688	0.8793
S4	0.8560	0.8602	0.8769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8862	0.8776	0.0086	1.0%	0.0044	0.5%	48%	False	False	114,734
10	0.8887	0.8776	0.0112	1.3%	0.0061	0.7%	37%	False	False	134,428
20	0.8887	0.8657	0.0231	2.6%	0.0066	0.7%	69%	False	False	128,074
40	0.8887	0.8657	0.0231	2.6%	0.0058	0.7%	69%	False	False	116,043
60	0.9171	0.8657	0.0514	5.8%	0.0057	0.6%	31%	False	False	115,154
80	0.9172	0.8657	0.0515	5.8%	0.0052	0.6%	31%	False	False	96,558
100	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	29%	False	False	77,268
120	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	29%	False	False	64,399

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

Fibonacci Retracements and Extensions
4.250	0.9022
2.618	0.8949
1.618	0.8905
1.000	0.8877
0.618	0.8860
HIGH	0.8833
0.618	0.8816
0.500	0.8810
0.382	0.8805
LOW	0.8788
0.618	0.8760
1.000	0.8744
1.618	0.8716
2.618	0.8671
4.250	0.8599

Fisher Pivots for day following 10-Dec-2021
Pivot	1 day	3 day
R1	0.8814	0.8812
PP	0.8812	0.8808
S1	0.8810	0.8804

Download as Excel Spreadsheet

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

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