CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 01-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8936 |
0.8991 |
0.0055 |
0.6% |
0.9036 |
High |
0.8994 |
0.9022 |
0.0028 |
0.3% |
0.9052 |
Low |
0.8926 |
0.8974 |
0.0048 |
0.5% |
0.8926 |
Close |
0.8981 |
0.9010 |
0.0029 |
0.3% |
0.9010 |
Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0126 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.1% |
0.0000 |
Volume |
132,987 |
132,180 |
-807 |
-0.6% |
653,120 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9146 |
0.9126 |
0.9036 |
|
R3 |
0.9098 |
0.9078 |
0.9023 |
|
R2 |
0.9050 |
0.9050 |
0.9018 |
|
R1 |
0.9030 |
0.9030 |
0.9014 |
0.9040 |
PP |
0.9002 |
0.9002 |
0.9002 |
0.9007 |
S1 |
0.8982 |
0.8982 |
0.9005 |
0.8992 |
S2 |
0.8954 |
0.8954 |
0.9001 |
|
S3 |
0.8906 |
0.8934 |
0.8996 |
|
S4 |
0.8858 |
0.8886 |
0.8983 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9372 |
0.9316 |
0.9079 |
|
R3 |
0.9247 |
0.9191 |
0.9044 |
|
R2 |
0.9121 |
0.9121 |
0.9033 |
|
R1 |
0.9065 |
0.9065 |
0.9021 |
0.9031 |
PP |
0.8996 |
0.8996 |
0.8996 |
0.8978 |
S1 |
0.8940 |
0.8940 |
0.8998 |
0.8905 |
S2 |
0.8870 |
0.8870 |
0.8986 |
|
S3 |
0.8745 |
0.8814 |
0.8975 |
|
S4 |
0.8619 |
0.8689 |
0.8940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9052 |
0.8926 |
0.0126 |
1.4% |
0.0057 |
0.6% |
67% |
False |
False |
130,624 |
10 |
0.9171 |
0.8926 |
0.0245 |
2.7% |
0.0055 |
0.6% |
34% |
False |
False |
118,602 |
20 |
0.9172 |
0.8926 |
0.0246 |
2.7% |
0.0049 |
0.5% |
34% |
False |
False |
104,337 |
40 |
0.9173 |
0.8926 |
0.0247 |
2.7% |
0.0044 |
0.5% |
34% |
False |
False |
52,365 |
60 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
30% |
False |
False |
34,934 |
80 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
30% |
False |
False |
26,209 |
100 |
0.9226 |
0.8926 |
0.0300 |
3.3% |
0.0042 |
0.5% |
28% |
False |
False |
20,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9226 |
2.618 |
0.9148 |
1.618 |
0.9100 |
1.000 |
0.9070 |
0.618 |
0.9052 |
HIGH |
0.9022 |
0.618 |
0.9004 |
0.500 |
0.8998 |
0.382 |
0.8992 |
LOW |
0.8974 |
0.618 |
0.8944 |
1.000 |
0.8926 |
1.618 |
0.8896 |
2.618 |
0.8848 |
4.250 |
0.8770 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9006 |
0.8998 |
PP |
0.9002 |
0.8986 |
S1 |
0.8998 |
0.8974 |
|