CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9119 |
0.9103 |
-0.0017 |
-0.2% |
0.9106 |
| High |
0.9125 |
0.9154 |
0.0029 |
0.3% |
0.9172 |
| Low |
0.9090 |
0.9093 |
0.0004 |
0.0% |
0.9081 |
| Close |
0.9103 |
0.9150 |
0.0047 |
0.5% |
0.9103 |
| Range |
0.0035 |
0.0061 |
0.0026 |
72.9% |
0.0091 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.3% |
0.0000 |
| Volume |
91,813 |
108,634 |
16,821 |
18.3% |
463,993 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9292 |
0.9183 |
|
| R3 |
0.9253 |
0.9232 |
0.9166 |
|
| R2 |
0.9193 |
0.9193 |
0.9161 |
|
| R1 |
0.9171 |
0.9171 |
0.9155 |
0.9182 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9137 |
| S1 |
0.9111 |
0.9111 |
0.9144 |
0.9121 |
| S2 |
0.9072 |
0.9072 |
0.9138 |
|
| S3 |
0.9011 |
0.9050 |
0.9133 |
|
| S4 |
0.8951 |
0.8990 |
0.9116 |
|
|
| 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% |
0.0051 |
0.6% |
76% |
False |
False |
100,243 |
| 10 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0045 |
0.5% |
80% |
False |
False |
99,727 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0040 |
0.4% |
80% |
False |
False |
50,781 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
67% |
False |
False |
25,450 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0043 |
0.5% |
76% |
False |
False |
16,984 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
76% |
False |
False |
12,742 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.4% |
65% |
False |
False |
10,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9411 |
|
2.618 |
0.9312 |
|
1.618 |
0.9251 |
|
1.000 |
0.9214 |
|
0.618 |
0.9191 |
|
HIGH |
0.9154 |
|
0.618 |
0.9130 |
|
0.500 |
0.9123 |
|
0.382 |
0.9116 |
|
LOW |
0.9093 |
|
0.618 |
0.9056 |
|
1.000 |
0.9033 |
|
1.618 |
0.8995 |
|
2.618 |
0.8935 |
|
4.250 |
0.8836 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9142 |
| PP |
0.9132 |
0.9134 |
| S1 |
0.9123 |
0.9126 |
|