CME Japanese Yen Future December 2021

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	0.8812	0.8816	0.0004	0.0%	0.8858
High	0.8833	0.8818	-0.0015	-0.2%	0.8862
Low	0.8788	0.8794	0.0006	0.1%	0.8776
Close	0.8817	0.8808	-0.0009	-0.1%	0.8817
Range	0.0045	0.0025	-0.0020	-44.9%	0.0086
ATR	0.0062	0.0059	-0.0003	-4.3%	0.0000
Volume	27,970	614	-27,356	-97.8%	573,670

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8880	0.8869	0.8821
R3	0.8856	0.8844	0.8815
R2	0.8831	0.8831	0.8812
R1	0.8820	0.8820	0.8810	0.8813
PP	0.8807	0.8807	0.8807	0.8803
S1	0.8795	0.8795	0.8806	0.8789
S2	0.8782	0.8782	0.8804
S3	0.8758	0.8771	0.8801
S4	0.8733	0.8746	0.8795

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	0.8833	0.8776	0.0057	0.6%	0.0038	0.4%	57%	False	False	90,764
10	0.8887	0.8776	0.0112	1.3%	0.0056	0.6%	29%	False	False	119,441
20	0.8887	0.8657	0.0231	2.6%	0.0065	0.7%	66%	False	False	123,709
40	0.8887	0.8657	0.0231	2.6%	0.0057	0.7%	66%	False	False	112,804
60	0.9171	0.8657	0.0514	5.8%	0.0056	0.6%	29%	False	False	113,634
80	0.9172	0.8657	0.0515	5.8%	0.0052	0.6%	29%	False	False	96,565
100	0.9206	0.8657	0.0550	6.2%	0.0050	0.6%	28%	False	False	77,274
120	0.9206	0.8657	0.0550	6.2%	0.0049	0.6%	28%	False	False	64,404

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	0.8922
2.618	0.8882
1.618	0.8858
1.000	0.8843
0.618	0.8833
HIGH	0.8818
0.618	0.8809
0.500	0.8806
0.382	0.8803
LOW	0.8794
0.618	0.8778
1.000	0.8769
1.618	0.8754
2.618	0.8729
4.250	0.8689

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	0.8807	0.8810
PP	0.8807	0.8809
S1	0.8806	0.8809

Download as Excel Spreadsheet

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

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