CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.9072 |
0.9054 |
-0.0019 |
-0.2% |
0.9124 |
High |
0.9072 |
0.9074 |
0.0002 |
0.0% |
0.9206 |
Low |
0.9050 |
0.9034 |
-0.0016 |
-0.2% |
0.9071 |
Close |
0.9052 |
0.9062 |
0.0010 |
0.1% |
0.9082 |
Range |
0.0022 |
0.0040 |
0.0018 |
79.5% |
0.0136 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.8% |
0.0000 |
Volume |
85 |
97 |
12 |
14.1% |
542 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9175 |
0.9158 |
0.9084 |
|
R3 |
0.9136 |
0.9119 |
0.9073 |
|
R2 |
0.9096 |
0.9096 |
0.9069 |
|
R1 |
0.9079 |
0.9079 |
0.9066 |
0.9088 |
PP |
0.9057 |
0.9057 |
0.9057 |
0.9061 |
S1 |
0.9040 |
0.9040 |
0.9058 |
0.9048 |
S2 |
0.9017 |
0.9017 |
0.9055 |
|
S3 |
0.8978 |
0.9000 |
0.9051 |
|
S4 |
0.8938 |
0.8961 |
0.9040 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9526 |
0.9439 |
0.9156 |
|
R3 |
0.9390 |
0.9304 |
0.9119 |
|
R2 |
0.9255 |
0.9255 |
0.9106 |
|
R1 |
0.9168 |
0.9168 |
0.9094 |
0.9144 |
PP |
0.9119 |
0.9119 |
0.9119 |
0.9107 |
S1 |
0.9033 |
0.9033 |
0.9069 |
0.9008 |
S2 |
0.8984 |
0.8984 |
0.9057 |
|
S3 |
0.8848 |
0.8897 |
0.9044 |
|
S4 |
0.8713 |
0.8762 |
0.9007 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9149 |
0.9034 |
0.0115 |
1.3% |
0.0034 |
0.4% |
24% |
False |
True |
71 |
10 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.5% |
16% |
False |
True |
88 |
20 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0044 |
0.5% |
16% |
False |
True |
72 |
40 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0045 |
0.5% |
39% |
False |
False |
59 |
60 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0041 |
0.5% |
36% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9241 |
2.618 |
0.9177 |
1.618 |
0.9137 |
1.000 |
0.9113 |
0.618 |
0.9098 |
HIGH |
0.9074 |
0.618 |
0.9058 |
0.500 |
0.9054 |
0.382 |
0.9049 |
LOW |
0.9034 |
0.618 |
0.9010 |
1.000 |
0.8995 |
1.618 |
0.8970 |
2.618 |
0.8931 |
4.250 |
0.8866 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9059 |
0.9066 |
PP |
0.9057 |
0.9064 |
S1 |
0.9054 |
0.9063 |
|