CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9103 |
0.9148 |
0.0045 |
0.5% |
0.9106 |
| High |
0.9154 |
0.9165 |
0.0012 |
0.1% |
0.9172 |
| Low |
0.9093 |
0.9121 |
0.0028 |
0.3% |
0.9081 |
| Close |
0.9150 |
0.9162 |
0.0012 |
0.1% |
0.9103 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-27.3% |
0.0091 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.2% |
0.0000 |
| Volume |
108,634 |
98,347 |
-10,287 |
-9.5% |
463,993 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9265 |
0.9186 |
|
| R3 |
0.9237 |
0.9221 |
0.9174 |
|
| R2 |
0.9193 |
0.9193 |
0.9170 |
|
| R1 |
0.9177 |
0.9177 |
0.9166 |
0.9185 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9153 |
| S1 |
0.9133 |
0.9133 |
0.9157 |
0.9141 |
| S2 |
0.9105 |
0.9105 |
0.9153 |
|
| S3 |
0.9061 |
0.9089 |
0.9149 |
|
| S4 |
0.9017 |
0.9045 |
0.9137 |
|
|
| 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 |
0.9090 |
0.0082 |
0.9% |
0.0049 |
0.5% |
88% |
False |
False |
98,867 |
| 10 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0044 |
0.5% |
91% |
False |
False |
102,895 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0040 |
0.4% |
91% |
False |
False |
55,691 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
74% |
False |
False |
27,907 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0043 |
0.5% |
81% |
False |
False |
18,623 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
81% |
False |
False |
13,971 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.4% |
70% |
False |
False |
11,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9352 |
|
2.618 |
0.9280 |
|
1.618 |
0.9236 |
|
1.000 |
0.9209 |
|
0.618 |
0.9192 |
|
HIGH |
0.9165 |
|
0.618 |
0.9148 |
|
0.500 |
0.9143 |
|
0.382 |
0.9138 |
|
LOW |
0.9121 |
|
0.618 |
0.9094 |
|
1.000 |
0.9077 |
|
1.618 |
0.9050 |
|
2.618 |
0.9006 |
|
4.250 |
0.8934 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9150 |
| PP |
0.9149 |
0.9139 |
| S1 |
0.9143 |
0.9127 |
|