CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8764 |
0.8790 |
0.0026 |
0.3% |
0.8755 |
| High |
0.8822 |
0.8833 |
0.0011 |
0.1% |
0.8821 |
| Low |
0.8758 |
0.8785 |
0.0028 |
0.3% |
0.8722 |
| Close |
0.8793 |
0.8817 |
0.0025 |
0.3% |
0.8820 |
| Range |
0.0065 |
0.0048 |
-0.0017 |
-26.4% |
0.0099 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
127,655 |
103,926 |
-23,729 |
-18.6% |
553,440 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8954 |
0.8933 |
0.8843 |
|
| R3 |
0.8907 |
0.8886 |
0.8830 |
|
| R2 |
0.8859 |
0.8859 |
0.8826 |
|
| R1 |
0.8838 |
0.8838 |
0.8821 |
0.8849 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8817 |
| S1 |
0.8791 |
0.8791 |
0.8813 |
0.8801 |
| S2 |
0.8764 |
0.8764 |
0.8808 |
|
| S3 |
0.8717 |
0.8743 |
0.8804 |
|
| S4 |
0.8669 |
0.8696 |
0.8791 |
|
|
| 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 |
0.8833 |
0.8751 |
0.0082 |
0.9% |
0.0052 |
0.6% |
81% |
True |
False |
104,540 |
| 10 |
0.8833 |
0.8722 |
0.0111 |
1.3% |
0.0050 |
0.6% |
86% |
True |
False |
108,837 |
| 20 |
0.9028 |
0.8722 |
0.0306 |
3.5% |
0.0051 |
0.6% |
31% |
False |
False |
110,511 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0049 |
0.6% |
21% |
False |
False |
104,150 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0046 |
0.5% |
21% |
False |
False |
69,545 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
20% |
False |
False |
52,178 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
20% |
False |
False |
41,747 |
| 120 |
0.9246 |
0.8722 |
0.0524 |
5.9% |
0.0043 |
0.5% |
18% |
False |
False |
34,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9034 |
|
2.618 |
0.8957 |
|
1.618 |
0.8909 |
|
1.000 |
0.8880 |
|
0.618 |
0.8862 |
|
HIGH |
0.8833 |
|
0.618 |
0.8814 |
|
0.500 |
0.8809 |
|
0.382 |
0.8803 |
|
LOW |
0.8785 |
|
0.618 |
0.8756 |
|
1.000 |
0.8738 |
|
1.618 |
0.8708 |
|
2.618 |
0.8661 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8814 |
0.8809 |
| PP |
0.8812 |
0.8800 |
| S1 |
0.8809 |
0.8792 |
|