CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8814 |
0.8797 |
-0.0017 |
-0.2% |
0.8755 |
High |
0.8817 |
0.8799 |
-0.0018 |
-0.2% |
0.8821 |
Low |
0.8781 |
0.8751 |
-0.0030 |
-0.3% |
0.8722 |
Close |
0.8797 |
0.8762 |
-0.0035 |
-0.4% |
0.8820 |
Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0099 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.3% |
0.0000 |
Volume |
86,115 |
87,045 |
930 |
1.1% |
553,440 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8914 |
0.8886 |
0.8788 |
|
R3 |
0.8866 |
0.8838 |
0.8775 |
|
R2 |
0.8818 |
0.8818 |
0.8771 |
|
R1 |
0.8790 |
0.8790 |
0.8766 |
0.8780 |
PP |
0.8770 |
0.8770 |
0.8770 |
0.8765 |
S1 |
0.8742 |
0.8742 |
0.8758 |
0.8732 |
S2 |
0.8722 |
0.8722 |
0.8753 |
|
S3 |
0.8674 |
0.8694 |
0.8749 |
|
S4 |
0.8626 |
0.8646 |
0.8736 |
|
|
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% |
0.0051 |
0.6% |
41% |
False |
False |
102,976 |
10 |
0.8837 |
0.8722 |
0.0115 |
1.3% |
0.0047 |
0.5% |
35% |
False |
False |
108,541 |
20 |
0.9028 |
0.8722 |
0.0306 |
3.5% |
0.0053 |
0.6% |
13% |
False |
False |
112,272 |
40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0049 |
0.6% |
9% |
False |
False |
98,441 |
60 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
8% |
False |
False |
65,690 |
80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
8% |
False |
False |
49,285 |
100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
8% |
False |
False |
39,432 |
120 |
0.9246 |
0.8722 |
0.0524 |
6.0% |
0.0043 |
0.5% |
8% |
False |
False |
32,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9003 |
2.618 |
0.8924 |
1.618 |
0.8876 |
1.000 |
0.8847 |
0.618 |
0.8828 |
HIGH |
0.8799 |
0.618 |
0.8780 |
0.500 |
0.8775 |
0.382 |
0.8769 |
LOW |
0.8751 |
0.618 |
0.8721 |
1.000 |
0.8703 |
1.618 |
0.8673 |
2.618 |
0.8625 |
4.250 |
0.8547 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8775 |
0.8786 |
PP |
0.8770 |
0.8778 |
S1 |
0.8766 |
0.8770 |
|