CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9021 |
0.8975 |
-0.0046 |
-0.5% |
0.9036 |
| High |
0.9024 |
0.8998 |
-0.0026 |
-0.3% |
0.9052 |
| Low |
0.8968 |
0.8950 |
-0.0019 |
-0.2% |
0.8926 |
| Close |
0.8974 |
0.8979 |
0.0005 |
0.1% |
0.9010 |
| Range |
0.0056 |
0.0048 |
-0.0008 |
-13.5% |
0.0126 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
92,772 |
113,307 |
20,535 |
22.1% |
653,120 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9119 |
0.9097 |
0.9005 |
|
| R3 |
0.9071 |
0.9049 |
0.8992 |
|
| R2 |
0.9023 |
0.9023 |
0.8987 |
|
| R1 |
0.9001 |
0.9001 |
0.8983 |
0.9012 |
| PP |
0.8975 |
0.8975 |
0.8975 |
0.8981 |
| S1 |
0.8953 |
0.8953 |
0.8974 |
0.8964 |
| S2 |
0.8927 |
0.8927 |
0.8970 |
|
| S3 |
0.8879 |
0.8905 |
0.8965 |
|
| S4 |
0.8831 |
0.8857 |
0.8952 |
|
|
| 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% |
0.0052 |
0.6% |
52% |
False |
False |
114,403 |
| 10 |
0.9116 |
0.8926 |
0.0190 |
2.1% |
0.0052 |
0.6% |
28% |
False |
False |
116,574 |
| 20 |
0.9172 |
0.8926 |
0.0246 |
2.7% |
0.0050 |
0.6% |
21% |
False |
False |
109,862 |
| 40 |
0.9173 |
0.8926 |
0.0247 |
2.8% |
0.0045 |
0.5% |
21% |
False |
False |
60,032 |
| 60 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0045 |
0.5% |
19% |
False |
False |
40,044 |
| 80 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
19% |
False |
False |
30,044 |
| 100 |
0.9226 |
0.8926 |
0.0300 |
3.3% |
0.0042 |
0.5% |
18% |
False |
False |
24,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9202 |
|
2.618 |
0.9123 |
|
1.618 |
0.9075 |
|
1.000 |
0.9046 |
|
0.618 |
0.9027 |
|
HIGH |
0.8998 |
|
0.618 |
0.8979 |
|
0.500 |
0.8974 |
|
0.382 |
0.8968 |
|
LOW |
0.8950 |
|
0.618 |
0.8920 |
|
1.000 |
0.8902 |
|
1.618 |
0.8872 |
|
2.618 |
0.8824 |
|
4.250 |
0.8746 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8977 |
0.8989 |
| PP |
0.8975 |
0.8985 |
| S1 |
0.8974 |
0.8982 |
|