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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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