CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8750 |
0.8773 |
0.0023 |
0.3% |
0.8755 |
| High |
0.8802 |
0.8821 |
0.0019 |
0.2% |
0.8821 |
| Low |
0.8743 |
0.8759 |
0.0016 |
0.2% |
0.8722 |
| Close |
0.8781 |
0.8820 |
0.0039 |
0.4% |
0.8820 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0099 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.6% |
0.0000 |
| Volume |
121,806 |
117,960 |
-3,846 |
-3.2% |
553,440 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8986 |
0.8965 |
0.8854 |
|
| R3 |
0.8924 |
0.8903 |
0.8837 |
|
| R2 |
0.8862 |
0.8862 |
0.8831 |
|
| R1 |
0.8841 |
0.8841 |
0.8825 |
0.8851 |
| PP |
0.8800 |
0.8800 |
0.8800 |
0.8805 |
| S1 |
0.8779 |
0.8779 |
0.8814 |
0.8789 |
| S2 |
0.8738 |
0.8738 |
0.8808 |
|
| S3 |
0.8676 |
0.8717 |
0.8802 |
|
| S4 |
0.8614 |
0.8655 |
0.8785 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9084 |
0.9051 |
0.8874 |
|
| R3 |
0.8985 |
0.8952 |
0.8847 |
|
| R2 |
0.8886 |
0.8886 |
0.8838 |
|
| R1 |
0.8853 |
0.8853 |
0.8829 |
0.8870 |
| PP |
0.8787 |
0.8787 |
0.8787 |
0.8796 |
| S1 |
0.8754 |
0.8754 |
0.8810 |
0.8771 |
| S2 |
0.8688 |
0.8688 |
0.8801 |
|
| S3 |
0.8589 |
0.8655 |
0.8792 |
|
| S4 |
0.8490 |
0.8556 |
0.8765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8821 |
0.8722 |
0.0099 |
1.1% |
0.0049 |
0.6% |
99% |
True |
False |
110,688 |
| 10 |
0.8919 |
0.8722 |
0.0197 |
2.2% |
0.0055 |
0.6% |
50% |
False |
False |
114,313 |
| 20 |
0.9052 |
0.8722 |
0.0330 |
3.7% |
0.0054 |
0.6% |
30% |
False |
False |
116,321 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0048 |
0.5% |
22% |
False |
False |
94,138 |
| 60 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
20% |
False |
False |
62,807 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
20% |
False |
False |
47,121 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
20% |
False |
False |
37,700 |
| 120 |
0.9246 |
0.8722 |
0.0524 |
5.9% |
0.0043 |
0.5% |
19% |
False |
False |
31,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9084 |
|
2.618 |
0.8983 |
|
1.618 |
0.8921 |
|
1.000 |
0.8883 |
|
0.618 |
0.8859 |
|
HIGH |
0.8821 |
|
0.618 |
0.8797 |
|
0.500 |
0.8790 |
|
0.382 |
0.8782 |
|
LOW |
0.8759 |
|
0.618 |
0.8720 |
|
1.000 |
0.8697 |
|
1.618 |
0.8658 |
|
2.618 |
0.8596 |
|
4.250 |
0.8495 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8810 |
0.8803 |
| PP |
0.8800 |
0.8787 |
| S1 |
0.8790 |
0.8771 |
|