CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 29-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8790 |
0.8809 |
0.0020 |
0.2% |
0.8814 |
High |
0.8833 |
0.8822 |
-0.0011 |
-0.1% |
0.8833 |
Low |
0.8785 |
0.8767 |
-0.0018 |
-0.2% |
0.8751 |
Close |
0.8817 |
0.8780 |
-0.0037 |
-0.4% |
0.8780 |
Range |
0.0048 |
0.0055 |
0.0007 |
14.7% |
0.0082 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.5% |
0.0000 |
Volume |
103,926 |
115,384 |
11,458 |
11.0% |
520,125 |
|
Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8953 |
0.8921 |
0.8810 |
|
R3 |
0.8899 |
0.8867 |
0.8795 |
|
R2 |
0.8844 |
0.8844 |
0.8790 |
|
R1 |
0.8812 |
0.8812 |
0.8785 |
0.8801 |
PP |
0.8790 |
0.8790 |
0.8790 |
0.8784 |
S1 |
0.8758 |
0.8758 |
0.8775 |
0.8746 |
S2 |
0.8735 |
0.8735 |
0.8770 |
|
S3 |
0.8681 |
0.8703 |
0.8765 |
|
S4 |
0.8626 |
0.8649 |
0.8750 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9034 |
0.8989 |
0.8825 |
|
R3 |
0.8952 |
0.8907 |
0.8803 |
|
R2 |
0.8870 |
0.8870 |
0.8795 |
|
R1 |
0.8825 |
0.8825 |
0.8788 |
0.8806 |
PP |
0.8788 |
0.8788 |
0.8788 |
0.8778 |
S1 |
0.8743 |
0.8743 |
0.8772 |
0.8724 |
S2 |
0.8706 |
0.8706 |
0.8765 |
|
S3 |
0.8624 |
0.8661 |
0.8757 |
|
S4 |
0.8542 |
0.8579 |
0.8735 |
|
|
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% |
0.0050 |
0.6% |
36% |
False |
False |
104,025 |
10 |
0.8833 |
0.8722 |
0.0111 |
1.3% |
0.0049 |
0.6% |
53% |
False |
False |
107,356 |
20 |
0.9028 |
0.8722 |
0.0306 |
3.5% |
0.0052 |
0.6% |
19% |
False |
False |
109,671 |
40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0050 |
0.6% |
13% |
False |
False |
107,004 |
60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0046 |
0.5% |
13% |
False |
False |
71,467 |
80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
53,619 |
100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
42,901 |
120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0043 |
0.5% |
12% |
False |
False |
35,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9053 |
2.618 |
0.8964 |
1.618 |
0.8910 |
1.000 |
0.8876 |
0.618 |
0.8855 |
HIGH |
0.8822 |
0.618 |
0.8801 |
0.500 |
0.8794 |
0.382 |
0.8788 |
LOW |
0.8767 |
0.618 |
0.8733 |
1.000 |
0.8713 |
1.618 |
0.8679 |
2.618 |
0.8624 |
4.250 |
0.8535 |
|
|
Fisher Pivots for day following 29-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8794 |
0.8795 |
PP |
0.8790 |
0.8790 |
S1 |
0.8785 |
0.8785 |
|