CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 19-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8755 |
0.8750 |
-0.0005 |
-0.1% |
0.8913 |
High |
0.8774 |
0.8785 |
0.0011 |
0.1% |
0.8919 |
Low |
0.8740 |
0.8744 |
0.0004 |
0.0% |
0.8740 |
Close |
0.8755 |
0.8752 |
-0.0004 |
0.0% |
0.8756 |
Range |
0.0034 |
0.0041 |
0.0007 |
19.1% |
0.0179 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
112,579 |
99,141 |
-13,438 |
-11.9% |
589,692 |
|
Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8882 |
0.8857 |
0.8774 |
|
R3 |
0.8841 |
0.8817 |
0.8763 |
|
R2 |
0.8801 |
0.8801 |
0.8759 |
|
R1 |
0.8776 |
0.8776 |
0.8755 |
0.8788 |
PP |
0.8760 |
0.8760 |
0.8760 |
0.8766 |
S1 |
0.8736 |
0.8736 |
0.8748 |
0.8748 |
S2 |
0.8720 |
0.8720 |
0.8744 |
|
S3 |
0.8679 |
0.8695 |
0.8740 |
|
S4 |
0.8639 |
0.8655 |
0.8729 |
|
|
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 |
0.8837 |
0.8740 |
0.0097 |
1.1% |
0.0044 |
0.5% |
12% |
False |
False |
114,107 |
10 |
0.8998 |
0.8740 |
0.0258 |
2.9% |
0.0052 |
0.6% |
5% |
False |
False |
113,804 |
20 |
0.9171 |
0.8740 |
0.0431 |
4.9% |
0.0053 |
0.6% |
3% |
False |
False |
115,531 |
40 |
0.9172 |
0.8740 |
0.0432 |
4.9% |
0.0046 |
0.5% |
3% |
False |
False |
85,611 |
60 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0046 |
0.5% |
3% |
False |
False |
57,115 |
80 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0046 |
0.5% |
3% |
False |
False |
42,850 |
100 |
0.9206 |
0.8740 |
0.0467 |
5.3% |
0.0044 |
0.5% |
3% |
False |
False |
34,283 |
120 |
0.9246 |
0.8740 |
0.0506 |
5.8% |
0.0043 |
0.5% |
2% |
False |
False |
28,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8957 |
2.618 |
0.8891 |
1.618 |
0.8850 |
1.000 |
0.8825 |
0.618 |
0.8810 |
HIGH |
0.8785 |
0.618 |
0.8769 |
0.500 |
0.8764 |
0.382 |
0.8759 |
LOW |
0.8744 |
0.618 |
0.8719 |
1.000 |
0.8704 |
1.618 |
0.8678 |
2.618 |
0.8638 |
4.250 |
0.8572 |
|
|
Fisher Pivots for day following 19-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8764 |
0.8770 |
PP |
0.8760 |
0.8764 |
S1 |
0.8756 |
0.8758 |
|