CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8826 |
0.8805 |
-0.0021 |
-0.2% |
0.9015 |
| High |
0.8853 |
0.8836 |
-0.0018 |
-0.2% |
0.9028 |
| Low |
0.8792 |
0.8791 |
-0.0001 |
0.0% |
0.8912 |
| Close |
0.8802 |
0.8825 |
0.0024 |
0.3% |
0.8917 |
| Range |
0.0062 |
0.0045 |
-0.0017 |
-26.8% |
0.0116 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
134,039 |
132,229 |
-1,810 |
-1.4% |
530,176 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8934 |
0.8850 |
|
| R3 |
0.8907 |
0.8889 |
0.8837 |
|
| R2 |
0.8862 |
0.8862 |
0.8833 |
|
| R1 |
0.8844 |
0.8844 |
0.8829 |
0.8853 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8822 |
| S1 |
0.8799 |
0.8799 |
0.8821 |
0.8808 |
| S2 |
0.8772 |
0.8772 |
0.8817 |
|
| S3 |
0.8727 |
0.8754 |
0.8813 |
|
| S4 |
0.8682 |
0.8709 |
0.8800 |
|
|
| 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 |
0.8995 |
0.8791 |
0.0204 |
2.3% |
0.0060 |
0.7% |
17% |
False |
True |
117,285 |
| 10 |
0.9028 |
0.8791 |
0.0237 |
2.7% |
0.0056 |
0.6% |
15% |
False |
True |
115,844 |
| 20 |
0.9171 |
0.8791 |
0.0380 |
4.3% |
0.0054 |
0.6% |
9% |
False |
True |
113,336 |
| 40 |
0.9172 |
0.8791 |
0.0381 |
4.3% |
0.0046 |
0.5% |
9% |
False |
True |
74,669 |
| 60 |
0.9206 |
0.8791 |
0.0416 |
4.7% |
0.0045 |
0.5% |
8% |
False |
True |
49,812 |
| 80 |
0.9206 |
0.8791 |
0.0416 |
4.7% |
0.0045 |
0.5% |
8% |
False |
True |
37,372 |
| 100 |
0.9226 |
0.8791 |
0.0435 |
4.9% |
0.0044 |
0.5% |
8% |
False |
True |
29,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9027 |
|
2.618 |
0.8953 |
|
1.618 |
0.8908 |
|
1.000 |
0.8881 |
|
0.618 |
0.8863 |
|
HIGH |
0.8836 |
|
0.618 |
0.8818 |
|
0.500 |
0.8813 |
|
0.382 |
0.8808 |
|
LOW |
0.8791 |
|
0.618 |
0.8763 |
|
1.000 |
0.8746 |
|
1.618 |
0.8718 |
|
2.618 |
0.8673 |
|
4.250 |
0.8599 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8821 |
0.8855 |
| PP |
0.8817 |
0.8845 |
| S1 |
0.8813 |
0.8835 |
|