CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9096 |
-0.0011 |
-0.1% |
0.9118 |
| High |
0.9123 |
0.9137 |
0.0014 |
0.2% |
0.9129 |
| Low |
0.9084 |
0.9081 |
-0.0003 |
0.0% |
0.9061 |
| Close |
0.9096 |
0.9128 |
0.0032 |
0.4% |
0.9105 |
| Range |
0.0039 |
0.0056 |
0.0017 |
43.6% |
0.0069 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
3.1% |
0.0000 |
| Volume |
71,408 |
105,231 |
33,823 |
47.4% |
424,644 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9262 |
0.9159 |
|
| R3 |
0.9227 |
0.9206 |
0.9143 |
|
| R2 |
0.9171 |
0.9171 |
0.9138 |
|
| R1 |
0.9150 |
0.9150 |
0.9133 |
0.9160 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9120 |
| S1 |
0.9094 |
0.9094 |
0.9123 |
0.9104 |
| S2 |
0.9059 |
0.9059 |
0.9118 |
|
| S3 |
0.9003 |
0.9038 |
0.9113 |
|
| S4 |
0.8947 |
0.8982 |
0.9097 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9273 |
0.9142 |
|
| R3 |
0.9235 |
0.9204 |
0.9123 |
|
| R2 |
0.9167 |
0.9167 |
0.9117 |
|
| R1 |
0.9136 |
0.9136 |
0.9111 |
0.9117 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9089 |
| S1 |
0.9067 |
0.9067 |
0.9098 |
0.9048 |
| S2 |
0.9030 |
0.9030 |
0.9092 |
|
| S3 |
0.8961 |
0.8999 |
0.9086 |
|
| S4 |
0.8893 |
0.8930 |
0.9067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9137 |
0.9061 |
0.0076 |
0.8% |
0.0040 |
0.4% |
89% |
True |
False |
106,924 |
| 10 |
0.9137 |
0.9061 |
0.0076 |
0.8% |
0.0039 |
0.4% |
89% |
True |
False |
61,779 |
| 20 |
0.9173 |
0.9061 |
0.0112 |
1.2% |
0.0039 |
0.4% |
60% |
False |
False |
31,024 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.4% |
55% |
False |
False |
15,556 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
67% |
False |
False |
10,386 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0041 |
0.4% |
62% |
False |
False |
7,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9375 |
|
2.618 |
0.9283 |
|
1.618 |
0.9227 |
|
1.000 |
0.9193 |
|
0.618 |
0.9171 |
|
HIGH |
0.9137 |
|
0.618 |
0.9115 |
|
0.500 |
0.9109 |
|
0.382 |
0.9102 |
|
LOW |
0.9081 |
|
0.618 |
0.9046 |
|
1.000 |
0.9025 |
|
1.618 |
0.8990 |
|
2.618 |
0.8934 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9122 |
| PP |
0.9115 |
0.9115 |
| S1 |
0.9109 |
0.9109 |
|