CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8773 |
0.8814 |
0.0041 |
0.5% |
0.8755 |
| High |
0.8821 |
0.8817 |
-0.0004 |
0.0% |
0.8821 |
| Low |
0.8759 |
0.8781 |
0.0022 |
0.3% |
0.8722 |
| Close |
0.8820 |
0.8797 |
-0.0023 |
-0.3% |
0.8820 |
| Range |
0.0062 |
0.0036 |
-0.0026 |
-41.9% |
0.0099 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
117,960 |
86,115 |
-31,845 |
-27.0% |
553,440 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8906 |
0.8888 |
0.8817 |
|
| R3 |
0.8870 |
0.8852 |
0.8807 |
|
| R2 |
0.8834 |
0.8834 |
0.8804 |
|
| R1 |
0.8816 |
0.8816 |
0.8800 |
0.8807 |
| PP |
0.8798 |
0.8798 |
0.8798 |
0.8794 |
| S1 |
0.8780 |
0.8780 |
0.8794 |
0.8771 |
| S2 |
0.8762 |
0.8762 |
0.8790 |
|
| S3 |
0.8726 |
0.8744 |
0.8787 |
|
| S4 |
0.8690 |
0.8708 |
0.8777 |
|
|
| 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% |
76% |
False |
False |
105,395 |
| 10 |
0.8853 |
0.8722 |
0.0132 |
1.5% |
0.0049 |
0.6% |
57% |
False |
False |
113,241 |
| 20 |
0.9028 |
0.8722 |
0.0306 |
3.5% |
0.0053 |
0.6% |
25% |
False |
False |
115,467 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0048 |
0.5% |
17% |
False |
False |
96,279 |
| 60 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
16% |
False |
False |
64,242 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
16% |
False |
False |
48,197 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
16% |
False |
False |
38,561 |
| 120 |
0.9246 |
0.8722 |
0.0524 |
6.0% |
0.0043 |
0.5% |
14% |
False |
False |
32,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8970 |
|
2.618 |
0.8911 |
|
1.618 |
0.8875 |
|
1.000 |
0.8853 |
|
0.618 |
0.8839 |
|
HIGH |
0.8817 |
|
0.618 |
0.8803 |
|
0.500 |
0.8799 |
|
0.382 |
0.8794 |
|
LOW |
0.8781 |
|
0.618 |
0.8758 |
|
1.000 |
0.8745 |
|
1.618 |
0.8722 |
|
2.618 |
0.8686 |
|
4.250 |
0.8628 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8799 |
0.8792 |
| PP |
0.8798 |
0.8787 |
| S1 |
0.8798 |
0.8782 |
|