CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9096 |
0.9123 |
0.0027 |
0.3% |
0.9118 |
| High |
0.9137 |
0.9172 |
0.0035 |
0.4% |
0.9129 |
| Low |
0.9081 |
0.9119 |
0.0038 |
0.4% |
0.9061 |
| Close |
0.9128 |
0.9147 |
0.0019 |
0.2% |
0.9105 |
| Range |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0069 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.2% |
0.0000 |
| Volume |
105,231 |
99,937 |
-5,294 |
-5.0% |
424,644 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9279 |
0.9176 |
|
| R3 |
0.9252 |
0.9226 |
0.9162 |
|
| R2 |
0.9199 |
0.9199 |
0.9157 |
|
| R1 |
0.9173 |
0.9173 |
0.9152 |
0.9186 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9152 |
| S1 |
0.9120 |
0.9120 |
0.9142 |
0.9133 |
| S2 |
0.9093 |
0.9093 |
0.9137 |
|
| S3 |
0.9040 |
0.9067 |
0.9132 |
|
| S4 |
0.8987 |
0.9014 |
0.9118 |
|
|
| 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 |
0.9172 |
0.9074 |
0.0098 |
1.1% |
0.0046 |
0.5% |
75% |
True |
False |
103,391 |
| 10 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0041 |
0.4% |
78% |
True |
False |
71,583 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0039 |
0.4% |
78% |
True |
False |
36,002 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.4% |
66% |
False |
False |
18,050 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
75% |
False |
False |
12,051 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0041 |
0.4% |
69% |
False |
False |
9,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9397 |
|
2.618 |
0.9310 |
|
1.618 |
0.9257 |
|
1.000 |
0.9225 |
|
0.618 |
0.9204 |
|
HIGH |
0.9172 |
|
0.618 |
0.9151 |
|
0.500 |
0.9145 |
|
0.382 |
0.9139 |
|
LOW |
0.9119 |
|
0.618 |
0.9086 |
|
1.000 |
0.9066 |
|
1.618 |
0.9033 |
|
2.618 |
0.8980 |
|
4.250 |
0.8893 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9146 |
0.9140 |
| PP |
0.9146 |
0.9133 |
| S1 |
0.9145 |
0.9126 |
|