CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8962 |
0.8913 |
-0.0049 |
-0.5% |
0.9015 |
| High |
0.8972 |
0.8919 |
-0.0054 |
-0.6% |
0.9028 |
| Low |
0.8912 |
0.8821 |
-0.0091 |
-1.0% |
0.8912 |
| Close |
0.8917 |
0.8827 |
-0.0090 |
-1.0% |
0.8917 |
| Range |
0.0060 |
0.0098 |
0.0038 |
62.5% |
0.0116 |
| ATR |
0.0048 |
0.0052 |
0.0004 |
7.2% |
0.0000 |
| Volume |
145,083 |
96,834 |
-48,249 |
-33.3% |
530,176 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9148 |
0.9085 |
0.8881 |
|
| R3 |
0.9051 |
0.8988 |
0.8854 |
|
| R2 |
0.8953 |
0.8953 |
0.8845 |
|
| R1 |
0.8890 |
0.8890 |
0.8836 |
0.8873 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8847 |
| S1 |
0.8793 |
0.8793 |
0.8818 |
0.8775 |
| S2 |
0.8758 |
0.8758 |
0.8809 |
|
| S3 |
0.8661 |
0.8695 |
0.8800 |
|
| S4 |
0.8563 |
0.8598 |
0.8773 |
|
|
| 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 |
0.9024 |
0.8821 |
0.0203 |
2.3% |
0.0059 |
0.7% |
3% |
False |
True |
105,247 |
| 10 |
0.9028 |
0.8821 |
0.0207 |
2.3% |
0.0058 |
0.7% |
3% |
False |
True |
117,693 |
| 20 |
0.9172 |
0.8821 |
0.0351 |
4.0% |
0.0054 |
0.6% |
2% |
False |
True |
110,281 |
| 40 |
0.9173 |
0.8821 |
0.0352 |
4.0% |
0.0046 |
0.5% |
2% |
False |
True |
68,028 |
| 60 |
0.9206 |
0.8821 |
0.0385 |
4.4% |
0.0046 |
0.5% |
2% |
False |
True |
45,378 |
| 80 |
0.9206 |
0.8821 |
0.0385 |
4.4% |
0.0045 |
0.5% |
2% |
False |
True |
34,046 |
| 100 |
0.9226 |
0.8821 |
0.0405 |
4.6% |
0.0043 |
0.5% |
1% |
False |
True |
27,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9174 |
|
1.618 |
0.9076 |
|
1.000 |
0.9016 |
|
0.618 |
0.8979 |
|
HIGH |
0.8919 |
|
0.618 |
0.8881 |
|
0.500 |
0.8870 |
|
0.382 |
0.8858 |
|
LOW |
0.8821 |
|
0.618 |
0.8761 |
|
1.000 |
0.8724 |
|
1.618 |
0.8663 |
|
2.618 |
0.8566 |
|
4.250 |
0.8407 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8870 |
0.8908 |
| PP |
0.8856 |
0.8881 |
| S1 |
0.8841 |
0.8854 |
|