CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9162 |
0.9114 |
-0.0048 |
-0.5% |
0.9106 |
| High |
0.9171 |
0.9116 |
-0.0055 |
-0.6% |
0.9172 |
| Low |
0.9105 |
0.9067 |
-0.0038 |
-0.4% |
0.9081 |
| Close |
0.9107 |
0.9076 |
-0.0031 |
-0.3% |
0.9103 |
| Range |
0.0066 |
0.0049 |
-0.0017 |
-25.8% |
0.0091 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.7% |
0.0000 |
| Volume |
120,158 |
98,218 |
-21,940 |
-18.3% |
463,993 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9233 |
0.9204 |
0.9103 |
|
| R3 |
0.9184 |
0.9155 |
0.9089 |
|
| R2 |
0.9135 |
0.9135 |
0.9085 |
|
| R1 |
0.9106 |
0.9106 |
0.9080 |
0.9096 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9082 |
| S1 |
0.9057 |
0.9057 |
0.9072 |
0.9047 |
| S2 |
0.9037 |
0.9037 |
0.9067 |
|
| S3 |
0.8988 |
0.9008 |
0.9063 |
|
| S4 |
0.8939 |
0.8959 |
0.9049 |
|
|
| 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 |
0.9067 |
0.0104 |
1.1% |
0.0051 |
0.6% |
9% |
False |
True |
103,434 |
| 10 |
0.9172 |
0.9067 |
0.0105 |
1.2% |
0.0048 |
0.5% |
9% |
False |
True |
98,461 |
| 20 |
0.9172 |
0.9061 |
0.0111 |
1.2% |
0.0042 |
0.5% |
14% |
False |
False |
66,587 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
24% |
False |
False |
33,363 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0044 |
0.5% |
45% |
False |
False |
22,262 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
45% |
False |
False |
16,701 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.1% |
0.0041 |
0.5% |
39% |
False |
False |
13,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9324 |
|
2.618 |
0.9244 |
|
1.618 |
0.9195 |
|
1.000 |
0.9165 |
|
0.618 |
0.9146 |
|
HIGH |
0.9116 |
|
0.618 |
0.9097 |
|
0.500 |
0.9092 |
|
0.382 |
0.9086 |
|
LOW |
0.9067 |
|
0.618 |
0.9037 |
|
1.000 |
0.9018 |
|
1.618 |
0.8988 |
|
2.618 |
0.8939 |
|
4.250 |
0.8859 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9119 |
| PP |
0.9086 |
0.9105 |
| S1 |
0.9081 |
0.9090 |
|