CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9148 |
0.9162 |
0.0014 |
0.2% |
0.9106 |
| High |
0.9165 |
0.9171 |
0.0006 |
0.1% |
0.9172 |
| Low |
0.9121 |
0.9105 |
-0.0017 |
-0.2% |
0.9081 |
| Close |
0.9162 |
0.9107 |
-0.0055 |
-0.6% |
0.9103 |
| Range |
0.0044 |
0.0066 |
0.0022 |
50.0% |
0.0091 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
3.8% |
0.0000 |
| Volume |
98,347 |
120,158 |
21,811 |
22.2% |
463,993 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9282 |
0.9143 |
|
| R3 |
0.9259 |
0.9216 |
0.9125 |
|
| R2 |
0.9193 |
0.9193 |
0.9119 |
|
| R1 |
0.9150 |
0.9150 |
0.9113 |
0.9139 |
| PP |
0.9127 |
0.9127 |
0.9127 |
0.9122 |
| S1 |
0.9084 |
0.9084 |
0.9101 |
0.9073 |
| S2 |
0.9061 |
0.9061 |
0.9095 |
|
| S3 |
0.8995 |
0.9018 |
0.9089 |
|
| S4 |
0.8929 |
0.8952 |
0.9071 |
|
|
| 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 |
0.9171 |
0.9090 |
0.0081 |
0.9% |
0.0051 |
0.6% |
22% |
True |
False |
102,911 |
| 10 |
0.9172 |
0.9074 |
0.0098 |
1.1% |
0.0048 |
0.5% |
34% |
False |
False |
103,151 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0041 |
0.5% |
42% |
False |
False |
61,688 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
42% |
False |
False |
30,910 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0044 |
0.5% |
58% |
False |
False |
20,625 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
58% |
False |
False |
15,473 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.5% |
50% |
False |
False |
12,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9451 |
|
2.618 |
0.9343 |
|
1.618 |
0.9277 |
|
1.000 |
0.9237 |
|
0.618 |
0.9211 |
|
HIGH |
0.9171 |
|
0.618 |
0.9145 |
|
0.500 |
0.9138 |
|
0.382 |
0.9130 |
|
LOW |
0.9105 |
|
0.618 |
0.9064 |
|
1.000 |
0.9039 |
|
1.618 |
0.8998 |
|
2.618 |
0.8932 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9138 |
0.9132 |
| PP |
0.9127 |
0.9124 |
| S1 |
0.9117 |
0.9115 |
|