CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	0.8700	0.8677	-0.0024	-0.3%	0.8782
High	0.8722	0.8859	0.0137	1.6%	0.8859
Low	0.8672	0.8675	0.0003	0.0%	0.8672
Close	0.8674	0.8855	0.0181	2.1%	0.8855
Range	0.0051	0.0185	0.0134	265.3%	0.0188
ATR	0.0050	0.0060	0.0010	19.1%	0.0000
Volume	244	2,563	2,319	950.4%	4,145

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9350	0.9287	0.8956
R3	0.9165	0.9102	0.8906
R2	0.8981	0.8981	0.8889
R1	0.8918	0.8918	0.8872	0.8949
PP	0.8796	0.8796	0.8796	0.8812
S1	0.8733	0.8733	0.8838	0.8765
S2	0.8612	0.8612	0.8821
S3	0.8427	0.8549	0.8804
S4	0.8243	0.8364	0.8754

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9358	0.9294	0.8958
R3	0.9170	0.9106	0.8907
R2	0.8983	0.8983	0.8889
R1	0.8919	0.8919	0.8872	0.8951
PP	0.8795	0.8795	0.8795	0.8811
S1	0.8731	0.8731	0.8838	0.8763
S2	0.8608	0.8608	0.8821
S3	0.8420	0.8544	0.8803
S4	0.8233	0.8356	0.8752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8859	0.8672	0.0188	2.1%	0.0085	1.0%	98%	True	False	1,290
10	0.8859	0.8672	0.0188	2.1%	0.0066	0.8%	98%	True	False	796
20	0.8883	0.8672	0.0212	2.4%	0.0056	0.6%	87%	False	False	544
40	0.9035	0.8672	0.0363	4.1%	0.0048	0.5%	51%	False	False	303
60	0.9181	0.8672	0.0509	5.7%	0.0046	0.5%	36%	False	False	217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	0.9643
2.618	0.9342
1.618	0.9158
1.000	0.9044
0.618	0.8973
HIGH	0.8859
0.618	0.8789
0.500	0.8767
0.382	0.8745
LOW	0.8675
0.618	0.8560
1.000	0.8490
1.618	0.8376
2.618	0.8191
4.250	0.7890

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	0.8826	0.8825
PP	0.8796	0.8795
S1	0.8767	0.8765

Download as Excel Spreadsheet

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

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