CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8805 |
0.8834 |
0.0029 |
0.3% |
0.9015 |
| High |
0.8836 |
0.8837 |
0.0001 |
0.0% |
0.9028 |
| Low |
0.8791 |
0.8797 |
0.0006 |
0.1% |
0.8912 |
| Close |
0.8825 |
0.8802 |
-0.0024 |
-0.3% |
0.8917 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0116 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
132,229 |
96,395 |
-35,834 |
-27.1% |
530,176 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8932 |
0.8907 |
0.8824 |
|
| R3 |
0.8892 |
0.8867 |
0.8813 |
|
| R2 |
0.8852 |
0.8852 |
0.8809 |
|
| R1 |
0.8827 |
0.8827 |
0.8805 |
0.8819 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8808 |
| S1 |
0.8787 |
0.8787 |
0.8798 |
0.8779 |
| S2 |
0.8772 |
0.8772 |
0.8794 |
|
| S3 |
0.8732 |
0.8747 |
0.8791 |
|
| S4 |
0.8692 |
0.8707 |
0.8780 |
|
|
| 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 |
0.8972 |
0.8791 |
0.0182 |
2.1% |
0.0061 |
0.7% |
6% |
False |
False |
120,916 |
| 10 |
0.9028 |
0.8791 |
0.0237 |
2.7% |
0.0053 |
0.6% |
5% |
False |
False |
112,185 |
| 20 |
0.9171 |
0.8791 |
0.0380 |
4.3% |
0.0053 |
0.6% |
3% |
False |
False |
113,375 |
| 40 |
0.9172 |
0.8791 |
0.0381 |
4.3% |
0.0046 |
0.5% |
3% |
False |
False |
77,074 |
| 60 |
0.9206 |
0.8791 |
0.0416 |
4.7% |
0.0045 |
0.5% |
3% |
False |
False |
51,418 |
| 80 |
0.9206 |
0.8791 |
0.0416 |
4.7% |
0.0045 |
0.5% |
3% |
False |
False |
38,577 |
| 100 |
0.9226 |
0.8791 |
0.0435 |
4.9% |
0.0044 |
0.5% |
3% |
False |
False |
30,864 |
| 120 |
0.9251 |
0.8791 |
0.0461 |
5.2% |
0.0043 |
0.5% |
2% |
False |
False |
25,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9007 |
|
2.618 |
0.8941 |
|
1.618 |
0.8901 |
|
1.000 |
0.8877 |
|
0.618 |
0.8861 |
|
HIGH |
0.8837 |
|
0.618 |
0.8821 |
|
0.500 |
0.8817 |
|
0.382 |
0.8812 |
|
LOW |
0.8797 |
|
0.618 |
0.8772 |
|
1.000 |
0.8757 |
|
1.618 |
0.8732 |
|
2.618 |
0.8692 |
|
4.250 |
0.8627 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8817 |
0.8822 |
| PP |
0.8812 |
0.8815 |
| S1 |
0.8807 |
0.8808 |
|