CME Japanese Yen Future March 2022

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	0.8829	0.8808	-0.0021	-0.2%	0.8782
High	0.8863	0.8899	0.0036	0.4%	0.8859
Low	0.8788	0.8795	0.0007	0.1%	0.8672
Close	0.8806	0.8854	0.0048	0.5%	0.8855
Range	0.0075	0.0104	0.0029	38.9%	0.0188
ATR	0.0061	0.0064	0.0003	5.0%	0.0000
Volume	1,347	2,660	1,313	97.5%	4,145

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.9160	0.9110	0.8910
R3	0.9056	0.9007	0.8882
R2	0.8953	0.8953	0.8872
R1	0.8903	0.8903	0.8863	0.8928
PP	0.8849	0.8849	0.8849	0.8861
S1	0.8800	0.8800	0.8844	0.8824
S2	0.8746	0.8746	0.8835
S3	0.8642	0.8696	0.8825
S4	0.8539	0.8593	0.8797

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	0.8899	0.8672	0.0227	2.6%	0.0092	1.0%	80%	True	False	1,453
10	0.8899	0.8672	0.0227	2.6%	0.0077	0.9%	80%	True	False	1,161
20	0.8899	0.8672	0.0227	2.6%	0.0061	0.7%	80%	True	False	717
40	0.9020	0.8672	0.0348	3.9%	0.0050	0.6%	52%	False	False	402
60	0.9181	0.8672	0.0509	5.7%	0.0049	0.5%	36%	False	False	284

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9338
2.618	0.9169
1.618	0.9066
1.000	0.9002
0.618	0.8962
HIGH	0.8899
0.618	0.8859
0.500	0.8847
0.382	0.8835
LOW	0.8795
0.618	0.8731
1.000	0.8692
1.618	0.8628
2.618	0.8524
4.250	0.8355

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	0.8851	0.8831
PP	0.8849	0.8809
S1	0.8847	0.8787

Download as Excel Spreadsheet

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

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