CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8801 |
0.8755 |
-0.0047 |
-0.5% |
0.8913 |
High |
0.8801 |
0.8774 |
-0.0027 |
-0.3% |
0.8919 |
Low |
0.8740 |
0.8740 |
0.0001 |
0.0% |
0.8740 |
Close |
0.8756 |
0.8755 |
-0.0001 |
0.0% |
0.8756 |
Range |
0.0062 |
0.0034 |
-0.0028 |
-44.7% |
0.0179 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
130,195 |
112,579 |
-17,616 |
-13.5% |
589,692 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8858 |
0.8841 |
0.8774 |
|
R3 |
0.8824 |
0.8807 |
0.8764 |
|
R2 |
0.8790 |
0.8790 |
0.8761 |
|
R1 |
0.8773 |
0.8773 |
0.8758 |
0.8782 |
PP |
0.8756 |
0.8756 |
0.8756 |
0.8761 |
S1 |
0.8739 |
0.8739 |
0.8752 |
0.8748 |
S2 |
0.8722 |
0.8722 |
0.8749 |
|
S3 |
0.8688 |
0.8705 |
0.8746 |
|
S4 |
0.8654 |
0.8671 |
0.8736 |
|
|
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 |
0.8853 |
0.8740 |
0.0114 |
1.3% |
0.0048 |
0.6% |
14% |
False |
False |
121,087 |
10 |
0.9024 |
0.8740 |
0.0284 |
3.2% |
0.0054 |
0.6% |
5% |
False |
False |
113,167 |
20 |
0.9171 |
0.8740 |
0.0431 |
4.9% |
0.0053 |
0.6% |
4% |
False |
False |
115,492 |
40 |
0.9172 |
0.8740 |
0.0432 |
4.9% |
0.0046 |
0.5% |
4% |
False |
False |
83,136 |
60 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0046 |
0.5% |
3% |
False |
False |
55,464 |
80 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0046 |
0.5% |
3% |
False |
False |
41,611 |
100 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0044 |
0.5% |
3% |
False |
False |
33,292 |
120 |
0.9246 |
0.8740 |
0.0506 |
5.8% |
0.0043 |
0.5% |
3% |
False |
False |
27,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8919 |
2.618 |
0.8863 |
1.618 |
0.8829 |
1.000 |
0.8808 |
0.618 |
0.8795 |
HIGH |
0.8774 |
0.618 |
0.8761 |
0.500 |
0.8757 |
0.382 |
0.8753 |
LOW |
0.8740 |
0.618 |
0.8719 |
1.000 |
0.8706 |
1.618 |
0.8685 |
2.618 |
0.8651 |
4.250 |
0.8596 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8757 |
0.8788 |
PP |
0.8756 |
0.8777 |
S1 |
0.8756 |
0.8766 |
|