CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9114 |
0.9070 |
-0.0044 |
-0.5% |
0.9103 |
| High |
0.9116 |
0.9075 |
-0.0041 |
-0.4% |
0.9171 |
| Low |
0.9067 |
0.9030 |
-0.0037 |
-0.4% |
0.9030 |
| Close |
0.9076 |
0.9031 |
-0.0046 |
-0.5% |
0.9031 |
| Range |
0.0049 |
0.0045 |
-0.0004 |
-8.2% |
0.0141 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.2% |
0.0000 |
| Volume |
98,218 |
107,552 |
9,334 |
9.5% |
532,909 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9180 |
0.9150 |
0.9055 |
|
| R3 |
0.9135 |
0.9105 |
0.9043 |
|
| R2 |
0.9090 |
0.9090 |
0.9039 |
|
| R1 |
0.9060 |
0.9060 |
0.9035 |
0.9053 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9041 |
| S1 |
0.9015 |
0.9015 |
0.9026 |
0.9008 |
| S2 |
0.9000 |
0.9000 |
0.9022 |
|
| S3 |
0.8955 |
0.8970 |
0.9018 |
|
| S4 |
0.8910 |
0.8925 |
0.9006 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9499 |
0.9405 |
0.9108 |
|
| R3 |
0.9358 |
0.9265 |
0.9069 |
|
| R2 |
0.9218 |
0.9218 |
0.9056 |
|
| R1 |
0.9124 |
0.9124 |
0.9043 |
0.9101 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9065 |
| S1 |
0.8984 |
0.8984 |
0.9018 |
0.8960 |
| S2 |
0.8937 |
0.8937 |
0.9005 |
|
| S3 |
0.8796 |
0.8843 |
0.8992 |
|
| S4 |
0.8656 |
0.8703 |
0.8953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9171 |
0.9030 |
0.0141 |
1.6% |
0.0053 |
0.6% |
0% |
False |
True |
106,581 |
| 10 |
0.9172 |
0.9030 |
0.0142 |
1.6% |
0.0050 |
0.6% |
0% |
False |
True |
99,690 |
| 20 |
0.9172 |
0.9030 |
0.0142 |
1.6% |
0.0043 |
0.5% |
0% |
False |
True |
71,955 |
| 40 |
0.9206 |
0.9030 |
0.0176 |
1.9% |
0.0042 |
0.5% |
0% |
False |
True |
36,050 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0044 |
0.5% |
26% |
False |
False |
24,054 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
26% |
False |
False |
18,045 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.1% |
0.0041 |
0.5% |
22% |
False |
False |
14,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9266 |
|
2.618 |
0.9193 |
|
1.618 |
0.9148 |
|
1.000 |
0.9120 |
|
0.618 |
0.9103 |
|
HIGH |
0.9075 |
|
0.618 |
0.9058 |
|
0.500 |
0.9053 |
|
0.382 |
0.9047 |
|
LOW |
0.9030 |
|
0.618 |
0.9002 |
|
1.000 |
0.8985 |
|
1.618 |
0.8957 |
|
2.618 |
0.8912 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9053 |
0.9100 |
| PP |
0.9045 |
0.9077 |
| S1 |
0.9038 |
0.9054 |
|