CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9119 |
-0.0031 |
-0.3% |
0.9106 |
| High |
0.9163 |
0.9125 |
-0.0038 |
-0.4% |
0.9172 |
| Low |
0.9111 |
0.9090 |
-0.0022 |
-0.2% |
0.9081 |
| Close |
0.9122 |
0.9103 |
-0.0019 |
-0.2% |
0.9103 |
| Range |
0.0052 |
0.0035 |
-0.0017 |
-32.0% |
0.0091 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
95,604 |
91,813 |
-3,791 |
-4.0% |
463,993 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9192 |
0.9122 |
|
| R3 |
0.9176 |
0.9157 |
0.9113 |
|
| R2 |
0.9141 |
0.9141 |
0.9109 |
|
| R1 |
0.9122 |
0.9122 |
0.9106 |
0.9114 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9102 |
| S1 |
0.9087 |
0.9087 |
0.9100 |
0.9079 |
| S2 |
0.9071 |
0.9071 |
0.9097 |
|
| S3 |
0.9036 |
0.9052 |
0.9093 |
|
| S4 |
0.9001 |
0.9017 |
0.9084 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9391 |
0.9338 |
0.9153 |
|
| R3 |
0.9300 |
0.9247 |
0.9128 |
|
| R2 |
0.9209 |
0.9209 |
0.9120 |
|
| R1 |
0.9156 |
0.9156 |
0.9111 |
0.9137 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9109 |
| S1 |
0.9065 |
0.9065 |
0.9095 |
0.9046 |
| S2 |
0.9027 |
0.9027 |
0.9086 |
|
| S3 |
0.8936 |
0.8974 |
0.9078 |
|
| S4 |
0.8845 |
0.8883 |
0.9053 |
|
|
| 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% |
0.0047 |
0.5% |
25% |
False |
False |
92,798 |
| 10 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0043 |
0.5% |
38% |
False |
False |
90,073 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0038 |
0.4% |
38% |
False |
False |
45,360 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.5% |
40% |
False |
False |
22,734 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0043 |
0.5% |
57% |
False |
False |
15,174 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0041 |
0.5% |
57% |
False |
False |
11,384 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.4% |
49% |
False |
False |
9,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9216 |
|
1.618 |
0.9181 |
|
1.000 |
0.9160 |
|
0.618 |
0.9146 |
|
HIGH |
0.9125 |
|
0.618 |
0.9111 |
|
0.500 |
0.9107 |
|
0.382 |
0.9103 |
|
LOW |
0.9090 |
|
0.618 |
0.9068 |
|
1.000 |
0.9055 |
|
1.618 |
0.9033 |
|
2.618 |
0.8998 |
|
4.250 |
0.8941 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9131 |
| PP |
0.9106 |
0.9121 |
| S1 |
0.9104 |
0.9112 |
|