CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8991 |
0.9015 |
0.0024 |
0.3% |
0.9036 |
| High |
0.9022 |
0.9028 |
0.0006 |
0.1% |
0.9052 |
| Low |
0.8974 |
0.8989 |
0.0015 |
0.2% |
0.8926 |
| Close |
0.9010 |
0.9021 |
0.0012 |
0.1% |
0.9010 |
| Range |
0.0048 |
0.0039 |
-0.0009 |
-18.8% |
0.0126 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
132,180 |
100,771 |
-31,409 |
-23.8% |
653,120 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9129 |
0.9114 |
0.9042 |
|
| R3 |
0.9090 |
0.9075 |
0.9032 |
|
| R2 |
0.9051 |
0.9051 |
0.9028 |
|
| R1 |
0.9036 |
0.9036 |
0.9025 |
0.9044 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.9016 |
| S1 |
0.8997 |
0.8997 |
0.9017 |
0.9005 |
| S2 |
0.8973 |
0.8973 |
0.9014 |
|
| S3 |
0.8934 |
0.8958 |
0.9010 |
|
| S4 |
0.8895 |
0.8919 |
0.9000 |
|
|
| 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 |
0.9028 |
0.8926 |
0.0102 |
1.1% |
0.0056 |
0.6% |
94% |
True |
False |
130,138 |
| 10 |
0.9171 |
0.8926 |
0.0245 |
2.7% |
0.0053 |
0.6% |
39% |
False |
False |
117,816 |
| 20 |
0.9172 |
0.8926 |
0.0246 |
2.7% |
0.0049 |
0.5% |
39% |
False |
False |
108,771 |
| 40 |
0.9173 |
0.8926 |
0.0247 |
2.7% |
0.0043 |
0.5% |
38% |
False |
False |
54,883 |
| 60 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
34% |
False |
False |
36,613 |
| 80 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
34% |
False |
False |
27,468 |
| 100 |
0.9226 |
0.8926 |
0.0300 |
3.3% |
0.0042 |
0.5% |
32% |
False |
False |
21,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9193 |
|
2.618 |
0.9130 |
|
1.618 |
0.9091 |
|
1.000 |
0.9067 |
|
0.618 |
0.9052 |
|
HIGH |
0.9028 |
|
0.618 |
0.9013 |
|
0.500 |
0.9008 |
|
0.382 |
0.9003 |
|
LOW |
0.8989 |
|
0.618 |
0.8964 |
|
1.000 |
0.8950 |
|
1.618 |
0.8925 |
|
2.618 |
0.8886 |
|
4.250 |
0.8823 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9017 |
0.9006 |
| PP |
0.9012 |
0.8992 |
| S1 |
0.9008 |
0.8977 |
|