CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9036 |
0.9015 |
-0.0022 |
-0.2% |
0.9103 |
| High |
0.9052 |
0.9019 |
-0.0033 |
-0.4% |
0.9171 |
| Low |
0.9008 |
0.8962 |
-0.0046 |
-0.5% |
0.9030 |
| Close |
0.9013 |
0.8966 |
-0.0047 |
-0.5% |
0.9031 |
| Range |
0.0044 |
0.0058 |
0.0014 |
30.7% |
0.0141 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.0% |
0.0000 |
| Volume |
103,200 |
150,946 |
47,746 |
46.3% |
532,909 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9155 |
0.9118 |
0.8997 |
|
| R3 |
0.9097 |
0.9060 |
0.8981 |
|
| R2 |
0.9040 |
0.9040 |
0.8976 |
|
| R1 |
0.9003 |
0.9003 |
0.8971 |
0.8992 |
| PP |
0.8982 |
0.8982 |
0.8982 |
0.8977 |
| S1 |
0.8945 |
0.8945 |
0.8960 |
0.8935 |
| S2 |
0.8925 |
0.8925 |
0.8955 |
|
| S3 |
0.8867 |
0.8888 |
0.8950 |
|
| S4 |
0.8810 |
0.8830 |
0.8934 |
|
|
| 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 |
0.8962 |
0.0209 |
2.3% |
0.0052 |
0.6% |
2% |
False |
True |
116,014 |
| 10 |
0.9172 |
0.8962 |
0.0210 |
2.3% |
0.0051 |
0.6% |
2% |
False |
True |
107,440 |
| 20 |
0.9172 |
0.8962 |
0.0210 |
2.3% |
0.0045 |
0.5% |
2% |
False |
True |
84,610 |
| 40 |
0.9206 |
0.8962 |
0.0245 |
2.7% |
0.0043 |
0.5% |
2% |
False |
True |
42,399 |
| 60 |
0.9206 |
0.8962 |
0.0245 |
2.7% |
0.0044 |
0.5% |
2% |
False |
True |
28,289 |
| 80 |
0.9206 |
0.8962 |
0.0245 |
2.7% |
0.0043 |
0.5% |
2% |
False |
True |
21,222 |
| 100 |
0.9246 |
0.8962 |
0.0284 |
3.2% |
0.0041 |
0.5% |
1% |
False |
True |
16,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9263 |
|
2.618 |
0.9170 |
|
1.618 |
0.9112 |
|
1.000 |
0.9077 |
|
0.618 |
0.9055 |
|
HIGH |
0.9019 |
|
0.618 |
0.8997 |
|
0.500 |
0.8990 |
|
0.382 |
0.8983 |
|
LOW |
0.8962 |
|
0.618 |
0.8926 |
|
1.000 |
0.8904 |
|
1.618 |
0.8868 |
|
2.618 |
0.8811 |
|
4.250 |
0.8717 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.9018 |
| PP |
0.8982 |
0.9001 |
| S1 |
0.8974 |
0.8983 |
|