CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8750 |
0.8748 |
-0.0002 |
0.0% |
0.8913 |
High |
0.8785 |
0.8769 |
-0.0016 |
-0.2% |
0.8919 |
Low |
0.8744 |
0.8722 |
-0.0023 |
-0.3% |
0.8740 |
Close |
0.8752 |
0.8760 |
0.0009 |
0.1% |
0.8756 |
Range |
0.0041 |
0.0048 |
0.0007 |
17.3% |
0.0179 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.4% |
0.0000 |
Volume |
99,141 |
101,954 |
2,813 |
2.8% |
589,692 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8893 |
0.8874 |
0.8786 |
|
R3 |
0.8845 |
0.8826 |
0.8773 |
|
R2 |
0.8798 |
0.8798 |
0.8769 |
|
R1 |
0.8779 |
0.8779 |
0.8764 |
0.8788 |
PP |
0.8750 |
0.8750 |
0.8750 |
0.8755 |
S1 |
0.8731 |
0.8731 |
0.8756 |
0.8741 |
S2 |
0.8703 |
0.8703 |
0.8751 |
|
S3 |
0.8655 |
0.8684 |
0.8747 |
|
S4 |
0.8608 |
0.8636 |
0.8734 |
|
|
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 |
0.8722 |
0.0115 |
1.3% |
0.0045 |
0.5% |
33% |
False |
True |
108,052 |
10 |
0.8995 |
0.8722 |
0.0273 |
3.1% |
0.0052 |
0.6% |
14% |
False |
True |
112,669 |
20 |
0.9116 |
0.8722 |
0.0395 |
4.5% |
0.0052 |
0.6% |
10% |
False |
True |
114,621 |
40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0047 |
0.5% |
9% |
False |
True |
88,155 |
60 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
8% |
False |
True |
58,814 |
80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
8% |
False |
True |
44,124 |
100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0044 |
0.5% |
8% |
False |
True |
35,303 |
120 |
0.9246 |
0.8722 |
0.0524 |
6.0% |
0.0043 |
0.5% |
7% |
False |
True |
29,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8971 |
2.618 |
0.8893 |
1.618 |
0.8846 |
1.000 |
0.8817 |
0.618 |
0.8798 |
HIGH |
0.8769 |
0.618 |
0.8751 |
0.500 |
0.8745 |
0.382 |
0.8740 |
LOW |
0.8722 |
0.618 |
0.8692 |
1.000 |
0.8674 |
1.618 |
0.8645 |
2.618 |
0.8597 |
4.250 |
0.8520 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8755 |
0.8758 |
PP |
0.8750 |
0.8755 |
S1 |
0.8745 |
0.8753 |
|