CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 08-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8980 |
0.8962 |
-0.0018 |
-0.2% |
0.9015 |
High |
0.8995 |
0.8972 |
-0.0023 |
-0.3% |
0.9028 |
Low |
0.8961 |
0.8912 |
-0.0049 |
-0.5% |
0.8912 |
Close |
0.8963 |
0.8917 |
-0.0046 |
-0.5% |
0.8917 |
Range |
0.0034 |
0.0060 |
0.0026 |
76.5% |
0.0116 |
ATR |
0.0048 |
0.0048 |
0.0001 |
1.9% |
0.0000 |
Volume |
78,243 |
145,083 |
66,840 |
85.4% |
530,176 |
|
Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9114 |
0.9075 |
0.8950 |
|
R3 |
0.9054 |
0.9015 |
0.8934 |
|
R2 |
0.8994 |
0.8994 |
0.8928 |
|
R1 |
0.8955 |
0.8955 |
0.8923 |
0.8945 |
PP |
0.8934 |
0.8934 |
0.8934 |
0.8928 |
S1 |
0.8895 |
0.8895 |
0.8912 |
0.8885 |
S2 |
0.8874 |
0.8874 |
0.8906 |
|
S3 |
0.8814 |
0.8835 |
0.8901 |
|
S4 |
0.8754 |
0.8775 |
0.8884 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9299 |
0.9223 |
0.8981 |
|
R3 |
0.9183 |
0.9108 |
0.8949 |
|
R2 |
0.9068 |
0.9068 |
0.8938 |
|
R1 |
0.8992 |
0.8992 |
0.8928 |
0.8972 |
PP |
0.8952 |
0.8952 |
0.8952 |
0.8942 |
S1 |
0.8877 |
0.8877 |
0.8906 |
0.8857 |
S2 |
0.8837 |
0.8837 |
0.8896 |
|
S3 |
0.8721 |
0.8761 |
0.8885 |
|
S4 |
0.8606 |
0.8646 |
0.8853 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9028 |
0.8912 |
0.0116 |
1.3% |
0.0047 |
0.5% |
4% |
False |
True |
106,035 |
10 |
0.9052 |
0.8912 |
0.0140 |
1.6% |
0.0052 |
0.6% |
4% |
False |
True |
118,329 |
20 |
0.9172 |
0.8912 |
0.0260 |
2.9% |
0.0051 |
0.6% |
2% |
False |
True |
109,009 |
40 |
0.9173 |
0.8912 |
0.0261 |
2.9% |
0.0046 |
0.5% |
2% |
False |
True |
65,611 |
60 |
0.9206 |
0.8912 |
0.0294 |
3.3% |
0.0045 |
0.5% |
2% |
False |
True |
43,765 |
80 |
0.9206 |
0.8912 |
0.0294 |
3.3% |
0.0045 |
0.5% |
2% |
False |
True |
32,836 |
100 |
0.9226 |
0.8912 |
0.0314 |
3.5% |
0.0043 |
0.5% |
2% |
False |
True |
26,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9227 |
2.618 |
0.9129 |
1.618 |
0.9069 |
1.000 |
0.9032 |
0.618 |
0.9009 |
HIGH |
0.8972 |
0.618 |
0.8949 |
0.500 |
0.8942 |
0.382 |
0.8935 |
LOW |
0.8912 |
0.618 |
0.8875 |
1.000 |
0.8852 |
1.618 |
0.8815 |
2.618 |
0.8755 |
4.250 |
0.8657 |
|
|
Fisher Pivots for day following 08-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8942 |
0.8955 |
PP |
0.8934 |
0.8942 |
S1 |
0.8925 |
0.8930 |
|