CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 15-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8834 |
0.8801 |
-0.0033 |
-0.4% |
0.8913 |
High |
0.8837 |
0.8801 |
-0.0036 |
-0.4% |
0.8919 |
Low |
0.8797 |
0.8740 |
-0.0057 |
-0.6% |
0.8740 |
Close |
0.8802 |
0.8756 |
-0.0046 |
-0.5% |
0.8756 |
Range |
0.0040 |
0.0062 |
0.0022 |
53.8% |
0.0179 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.5% |
0.0000 |
Volume |
96,395 |
130,195 |
33,800 |
35.1% |
589,692 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8950 |
0.8914 |
0.8789 |
|
R3 |
0.8888 |
0.8853 |
0.8772 |
|
R2 |
0.8827 |
0.8827 |
0.8767 |
|
R1 |
0.8791 |
0.8791 |
0.8761 |
0.8778 |
PP |
0.8765 |
0.8765 |
0.8765 |
0.8759 |
S1 |
0.8730 |
0.8730 |
0.8750 |
0.8717 |
S2 |
0.8704 |
0.8704 |
0.8744 |
|
S3 |
0.8642 |
0.8668 |
0.8739 |
|
S4 |
0.8581 |
0.8607 |
0.8722 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9342 |
0.9228 |
0.8854 |
|
R3 |
0.9163 |
0.9049 |
0.8805 |
|
R2 |
0.8984 |
0.8984 |
0.8788 |
|
R1 |
0.8870 |
0.8870 |
0.8772 |
0.8837 |
PP |
0.8805 |
0.8805 |
0.8805 |
0.8788 |
S1 |
0.8691 |
0.8691 |
0.8739 |
0.8658 |
S2 |
0.8626 |
0.8626 |
0.8723 |
|
S3 |
0.8447 |
0.8512 |
0.8706 |
|
S4 |
0.8268 |
0.8333 |
0.8657 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8919 |
0.8740 |
0.0179 |
2.0% |
0.0061 |
0.7% |
9% |
False |
True |
117,938 |
10 |
0.9028 |
0.8740 |
0.0288 |
3.3% |
0.0054 |
0.6% |
6% |
False |
True |
111,986 |
20 |
0.9171 |
0.8740 |
0.0431 |
4.9% |
0.0055 |
0.6% |
4% |
False |
True |
115,294 |
40 |
0.9172 |
0.8740 |
0.0432 |
4.9% |
0.0046 |
0.5% |
4% |
False |
True |
80,327 |
60 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0046 |
0.5% |
3% |
False |
True |
53,587 |
80 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0046 |
0.5% |
3% |
False |
True |
40,204 |
100 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0044 |
0.5% |
3% |
False |
True |
32,166 |
120 |
0.9246 |
0.8740 |
0.0506 |
5.8% |
0.0043 |
0.5% |
3% |
False |
True |
26,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9062 |
2.618 |
0.8962 |
1.618 |
0.8901 |
1.000 |
0.8863 |
0.618 |
0.8839 |
HIGH |
0.8801 |
0.618 |
0.8778 |
0.500 |
0.8770 |
0.382 |
0.8763 |
LOW |
0.8740 |
0.618 |
0.8701 |
1.000 |
0.8678 |
1.618 |
0.8640 |
2.618 |
0.8578 |
4.250 |
0.8478 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8770 |
0.8788 |
PP |
0.8765 |
0.8777 |
S1 |
0.8760 |
0.8766 |
|