CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8826 |
-0.0087 |
-1.0% |
0.9015 |
| High |
0.8919 |
0.8853 |
-0.0066 |
-0.7% |
0.9028 |
| Low |
0.8821 |
0.8792 |
-0.0030 |
-0.3% |
0.8912 |
| Close |
0.8827 |
0.8802 |
-0.0026 |
-0.3% |
0.8917 |
| Range |
0.0098 |
0.0062 |
-0.0036 |
-36.9% |
0.0116 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.3% |
0.0000 |
| Volume |
96,834 |
134,039 |
37,205 |
38.4% |
530,176 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9000 |
0.8962 |
0.8835 |
|
| R3 |
0.8938 |
0.8901 |
0.8818 |
|
| R2 |
0.8877 |
0.8877 |
0.8813 |
|
| R1 |
0.8839 |
0.8839 |
0.8807 |
0.8827 |
| PP |
0.8815 |
0.8815 |
0.8815 |
0.8809 |
| S1 |
0.8778 |
0.8778 |
0.8796 |
0.8766 |
| S2 |
0.8754 |
0.8754 |
0.8790 |
|
| S3 |
0.8692 |
0.8716 |
0.8785 |
|
| S4 |
0.8631 |
0.8655 |
0.8768 |
|
|
| 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 |
0.8998 |
0.8792 |
0.0206 |
2.3% |
0.0060 |
0.7% |
5% |
False |
True |
113,501 |
| 10 |
0.9028 |
0.8792 |
0.0236 |
2.7% |
0.0058 |
0.7% |
4% |
False |
True |
116,002 |
| 20 |
0.9172 |
0.8792 |
0.0380 |
4.3% |
0.0054 |
0.6% |
3% |
False |
True |
111,721 |
| 40 |
0.9173 |
0.8792 |
0.0381 |
4.3% |
0.0046 |
0.5% |
3% |
False |
True |
71,373 |
| 60 |
0.9206 |
0.8792 |
0.0415 |
4.7% |
0.0045 |
0.5% |
2% |
False |
True |
47,611 |
| 80 |
0.9206 |
0.8792 |
0.0415 |
4.7% |
0.0045 |
0.5% |
2% |
False |
True |
35,720 |
| 100 |
0.9226 |
0.8792 |
0.0434 |
4.9% |
0.0043 |
0.5% |
2% |
False |
True |
28,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9114 |
|
2.618 |
0.9014 |
|
1.618 |
0.8953 |
|
1.000 |
0.8915 |
|
0.618 |
0.8891 |
|
HIGH |
0.8853 |
|
0.618 |
0.8830 |
|
0.500 |
0.8822 |
|
0.382 |
0.8815 |
|
LOW |
0.8792 |
|
0.618 |
0.8753 |
|
1.000 |
0.8730 |
|
1.618 |
0.8692 |
|
2.618 |
0.8630 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8822 |
0.8882 |
| PP |
0.8815 |
0.8855 |
| S1 |
0.8808 |
0.8828 |
|