CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9150 |
0.0028 |
0.3% |
0.9118 |
| High |
0.9172 |
0.9163 |
-0.0009 |
-0.1% |
0.9129 |
| Low |
0.9119 |
0.9111 |
-0.0008 |
-0.1% |
0.9061 |
| Close |
0.9147 |
0.9122 |
-0.0026 |
-0.3% |
0.9105 |
| Range |
0.0053 |
0.0052 |
-0.0002 |
-2.8% |
0.0069 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.8% |
0.0000 |
| Volume |
99,937 |
95,604 |
-4,333 |
-4.3% |
424,644 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9255 |
0.9150 |
|
| R3 |
0.9235 |
0.9204 |
0.9136 |
|
| R2 |
0.9183 |
0.9183 |
0.9131 |
|
| R1 |
0.9152 |
0.9152 |
0.9126 |
0.9142 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9127 |
| S1 |
0.9101 |
0.9101 |
0.9117 |
0.9091 |
| S2 |
0.9080 |
0.9080 |
0.9112 |
|
| S3 |
0.9029 |
0.9049 |
0.9107 |
|
| S4 |
0.8977 |
0.8998 |
0.9093 |
|
|
| 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 |
0.9081 |
0.0091 |
1.0% |
0.0045 |
0.5% |
45% |
False |
False |
93,489 |
| 10 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0041 |
0.5% |
55% |
False |
False |
81,012 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0039 |
0.4% |
55% |
False |
False |
40,772 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.5% |
51% |
False |
False |
20,439 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0043 |
0.5% |
64% |
False |
False |
13,644 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0041 |
0.5% |
60% |
False |
False |
10,237 |
| 100 |
0.9251 |
0.8969 |
0.0283 |
3.1% |
0.0041 |
0.4% |
54% |
False |
False |
8,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9297 |
|
1.618 |
0.9246 |
|
1.000 |
0.9214 |
|
0.618 |
0.9194 |
|
HIGH |
0.9163 |
|
0.618 |
0.9143 |
|
0.500 |
0.9137 |
|
0.382 |
0.9131 |
|
LOW |
0.9111 |
|
0.618 |
0.9079 |
|
1.000 |
0.9060 |
|
1.618 |
0.9028 |
|
2.618 |
0.8976 |
|
4.250 |
0.8892 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9137 |
0.9126 |
| PP |
0.9132 |
0.9125 |
| S1 |
0.9127 |
0.9123 |
|