CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9015 |
0.8973 |
-0.0042 |
-0.5% |
0.9103 |
| High |
0.9019 |
0.8997 |
-0.0023 |
-0.2% |
0.9171 |
| Low |
0.8962 |
0.8929 |
-0.0033 |
-0.4% |
0.9030 |
| Close |
0.8966 |
0.8935 |
-0.0031 |
-0.3% |
0.9031 |
| Range |
0.0058 |
0.0068 |
0.0010 |
17.4% |
0.0141 |
| ATR |
0.0046 |
0.0047 |
0.0002 |
3.4% |
0.0000 |
| Volume |
150,946 |
133,807 |
-17,139 |
-11.4% |
532,909 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9113 |
0.8972 |
|
| R3 |
0.9088 |
0.9045 |
0.8953 |
|
| R2 |
0.9021 |
0.9021 |
0.8947 |
|
| R1 |
0.8978 |
0.8978 |
0.8941 |
0.8966 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8947 |
| S1 |
0.8910 |
0.8910 |
0.8928 |
0.8898 |
| S2 |
0.8886 |
0.8886 |
0.8922 |
|
| S3 |
0.8818 |
0.8843 |
0.8916 |
|
| S4 |
0.8751 |
0.8775 |
0.8897 |
|
|
| 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 |
0.9116 |
0.8929 |
0.0187 |
2.1% |
0.0053 |
0.6% |
3% |
False |
True |
118,744 |
| 10 |
0.9171 |
0.8929 |
0.0242 |
2.7% |
0.0052 |
0.6% |
2% |
False |
True |
110,827 |
| 20 |
0.9172 |
0.8929 |
0.0243 |
2.7% |
0.0046 |
0.5% |
2% |
False |
True |
91,205 |
| 40 |
0.9206 |
0.8929 |
0.0277 |
3.1% |
0.0044 |
0.5% |
2% |
False |
True |
45,743 |
| 60 |
0.9206 |
0.8929 |
0.0277 |
3.1% |
0.0044 |
0.5% |
2% |
False |
True |
30,518 |
| 80 |
0.9206 |
0.8929 |
0.0277 |
3.1% |
0.0043 |
0.5% |
2% |
False |
True |
22,894 |
| 100 |
0.9246 |
0.8929 |
0.0317 |
3.5% |
0.0041 |
0.5% |
2% |
False |
True |
18,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9283 |
|
2.618 |
0.9173 |
|
1.618 |
0.9106 |
|
1.000 |
0.9064 |
|
0.618 |
0.9038 |
|
HIGH |
0.8997 |
|
0.618 |
0.8971 |
|
0.500 |
0.8963 |
|
0.382 |
0.8955 |
|
LOW |
0.8929 |
|
0.618 |
0.8887 |
|
1.000 |
0.8862 |
|
1.618 |
0.8820 |
|
2.618 |
0.8752 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8963 |
0.8990 |
| PP |
0.8953 |
0.8972 |
| S1 |
0.8944 |
0.8953 |
|