CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 30-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.8973 |
0.8936 |
-0.0037 |
-0.4% |
0.9103 |
High |
0.8997 |
0.8994 |
-0.0003 |
0.0% |
0.9171 |
Low |
0.8929 |
0.8926 |
-0.0003 |
0.0% |
0.9030 |
Close |
0.8935 |
0.8981 |
0.0047 |
0.5% |
0.9031 |
Range |
0.0068 |
0.0068 |
0.0001 |
0.7% |
0.0141 |
ATR |
0.0047 |
0.0049 |
0.0001 |
3.1% |
0.0000 |
Volume |
133,807 |
132,987 |
-820 |
-0.6% |
532,909 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9171 |
0.9144 |
0.9018 |
|
R3 |
0.9103 |
0.9076 |
0.9000 |
|
R2 |
0.9035 |
0.9035 |
0.8993 |
|
R1 |
0.9008 |
0.9008 |
0.8987 |
0.9022 |
PP |
0.8967 |
0.8967 |
0.8967 |
0.8974 |
S1 |
0.8940 |
0.8940 |
0.8975 |
0.8954 |
S2 |
0.8899 |
0.8899 |
0.8969 |
|
S3 |
0.8831 |
0.8872 |
0.8962 |
|
S4 |
0.8763 |
0.8804 |
0.8944 |
|
|
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 |
0.9075 |
0.8926 |
0.0149 |
1.7% |
0.0056 |
0.6% |
37% |
False |
True |
125,698 |
10 |
0.9171 |
0.8926 |
0.0245 |
2.7% |
0.0054 |
0.6% |
22% |
False |
True |
114,566 |
20 |
0.9172 |
0.8926 |
0.0246 |
2.7% |
0.0047 |
0.5% |
22% |
False |
True |
97,789 |
40 |
0.9173 |
0.8926 |
0.0247 |
2.8% |
0.0043 |
0.5% |
22% |
False |
True |
49,062 |
60 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0045 |
0.5% |
20% |
False |
True |
32,733 |
80 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
20% |
False |
True |
24,557 |
100 |
0.9246 |
0.8926 |
0.0320 |
3.6% |
0.0042 |
0.5% |
17% |
False |
True |
19,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9283 |
2.618 |
0.9172 |
1.618 |
0.9104 |
1.000 |
0.9062 |
0.618 |
0.9036 |
HIGH |
0.8994 |
0.618 |
0.8968 |
0.500 |
0.8960 |
0.382 |
0.8952 |
LOW |
0.8926 |
0.618 |
0.8884 |
1.000 |
0.8858 |
1.618 |
0.8816 |
2.618 |
0.8748 |
4.250 |
0.8637 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8974 |
0.8978 |
PP |
0.8967 |
0.8975 |
S1 |
0.8960 |
0.8973 |
|