CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9070 |
0.9036 |
-0.0034 |
-0.4% |
0.9103 |
| High |
0.9075 |
0.9052 |
-0.0024 |
-0.3% |
0.9171 |
| Low |
0.9030 |
0.9008 |
-0.0023 |
-0.2% |
0.9030 |
| Close |
0.9031 |
0.9013 |
-0.0018 |
-0.2% |
0.9031 |
| Range |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0141 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
107,552 |
103,200 |
-4,352 |
-4.0% |
532,909 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9128 |
0.9037 |
|
| R3 |
0.9112 |
0.9084 |
0.9025 |
|
| R2 |
0.9068 |
0.9068 |
0.9021 |
|
| R1 |
0.9040 |
0.9040 |
0.9017 |
0.9032 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9020 |
| S1 |
0.8996 |
0.8996 |
0.9008 |
0.8988 |
| S2 |
0.8980 |
0.8980 |
0.9004 |
|
| S3 |
0.8936 |
0.8952 |
0.9000 |
|
| S4 |
0.8892 |
0.8908 |
0.8988 |
|
|
| 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 |
0.9008 |
0.0163 |
1.8% |
0.0050 |
0.6% |
3% |
False |
True |
105,495 |
| 10 |
0.9172 |
0.9008 |
0.0164 |
1.8% |
0.0050 |
0.6% |
3% |
False |
True |
102,869 |
| 20 |
0.9172 |
0.9008 |
0.0164 |
1.8% |
0.0043 |
0.5% |
3% |
False |
True |
77,090 |
| 40 |
0.9206 |
0.9008 |
0.0199 |
2.2% |
0.0043 |
0.5% |
3% |
False |
True |
38,629 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0044 |
0.5% |
19% |
False |
False |
25,774 |
| 80 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
19% |
False |
False |
19,335 |
| 100 |
0.9246 |
0.8969 |
0.0277 |
3.1% |
0.0041 |
0.5% |
16% |
False |
False |
15,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9239 |
|
2.618 |
0.9167 |
|
1.618 |
0.9123 |
|
1.000 |
0.9096 |
|
0.618 |
0.9079 |
|
HIGH |
0.9052 |
|
0.618 |
0.9035 |
|
0.500 |
0.9030 |
|
0.382 |
0.9024 |
|
LOW |
0.9008 |
|
0.618 |
0.8980 |
|
1.000 |
0.8964 |
|
1.618 |
0.8936 |
|
2.618 |
0.8892 |
|
4.250 |
0.8821 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9062 |
| PP |
0.9024 |
0.9045 |
| S1 |
0.9018 |
0.9029 |
|