CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8748 |
0.8750 |
0.0002 |
0.0% |
0.8913 |
| High |
0.8769 |
0.8802 |
0.0033 |
0.4% |
0.8919 |
| Low |
0.8722 |
0.8743 |
0.0022 |
0.2% |
0.8740 |
| Close |
0.8760 |
0.8781 |
0.0021 |
0.2% |
0.8756 |
| Range |
0.0048 |
0.0059 |
0.0012 |
24.2% |
0.0179 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
| Volume |
101,954 |
121,806 |
19,852 |
19.5% |
589,692 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8925 |
0.8813 |
|
| R3 |
0.8893 |
0.8866 |
0.8797 |
|
| R2 |
0.8834 |
0.8834 |
0.8791 |
|
| R1 |
0.8807 |
0.8807 |
0.8786 |
0.8821 |
| PP |
0.8775 |
0.8775 |
0.8775 |
0.8782 |
| S1 |
0.8748 |
0.8748 |
0.8775 |
0.8762 |
| S2 |
0.8716 |
0.8716 |
0.8770 |
|
| S3 |
0.8657 |
0.8689 |
0.8764 |
|
| S4 |
0.8598 |
0.8630 |
0.8748 |
|
|
| 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 |
0.8802 |
0.8722 |
0.0081 |
0.9% |
0.0049 |
0.6% |
73% |
True |
False |
113,135 |
| 10 |
0.8972 |
0.8722 |
0.0251 |
2.9% |
0.0055 |
0.6% |
24% |
False |
False |
117,025 |
| 20 |
0.9075 |
0.8722 |
0.0354 |
4.0% |
0.0053 |
0.6% |
17% |
False |
False |
115,801 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0047 |
0.5% |
13% |
False |
False |
91,194 |
| 60 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
60,842 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
45,647 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0044 |
0.5% |
12% |
False |
False |
36,521 |
| 120 |
0.9246 |
0.8722 |
0.0524 |
6.0% |
0.0043 |
0.5% |
11% |
False |
False |
30,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9053 |
|
2.618 |
0.8956 |
|
1.618 |
0.8897 |
|
1.000 |
0.8861 |
|
0.618 |
0.8838 |
|
HIGH |
0.8802 |
|
0.618 |
0.8779 |
|
0.500 |
0.8773 |
|
0.382 |
0.8766 |
|
LOW |
0.8743 |
|
0.618 |
0.8707 |
|
1.000 |
0.8684 |
|
1.618 |
0.8648 |
|
2.618 |
0.8589 |
|
4.250 |
0.8492 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8778 |
0.8774 |
| PP |
0.8775 |
0.8768 |
| S1 |
0.8773 |
0.8762 |
|