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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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