CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8809 |
0.8768 |
-0.0041 |
-0.5% |
0.8814 |
| High |
0.8822 |
0.8779 |
-0.0043 |
-0.5% |
0.8833 |
| Low |
0.8767 |
0.8740 |
-0.0027 |
-0.3% |
0.8751 |
| Close |
0.8780 |
0.8776 |
-0.0004 |
0.0% |
0.8780 |
| Range |
0.0055 |
0.0039 |
-0.0016 |
-28.4% |
0.0082 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
115,384 |
92,788 |
-22,596 |
-19.6% |
520,125 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8882 |
0.8868 |
0.8797 |
|
| R3 |
0.8843 |
0.8829 |
0.8787 |
|
| R2 |
0.8804 |
0.8804 |
0.8783 |
|
| R1 |
0.8790 |
0.8790 |
0.8780 |
0.8797 |
| PP |
0.8765 |
0.8765 |
0.8765 |
0.8769 |
| S1 |
0.8751 |
0.8751 |
0.8772 |
0.8758 |
| S2 |
0.8726 |
0.8726 |
0.8769 |
|
| S3 |
0.8687 |
0.8712 |
0.8765 |
|
| S4 |
0.8648 |
0.8673 |
0.8755 |
|
|
| 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 |
0.8740 |
0.0093 |
1.1% |
0.0051 |
0.6% |
39% |
False |
True |
105,359 |
| 10 |
0.8833 |
0.8722 |
0.0111 |
1.3% |
0.0050 |
0.6% |
49% |
False |
False |
105,377 |
| 20 |
0.9024 |
0.8722 |
0.0302 |
3.4% |
0.0052 |
0.6% |
18% |
False |
False |
109,272 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0050 |
0.6% |
12% |
False |
False |
109,022 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0046 |
0.5% |
12% |
False |
False |
73,012 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
11% |
False |
False |
54,777 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
11% |
False |
False |
43,829 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
11% |
False |
False |
36,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8945 |
|
2.618 |
0.8881 |
|
1.618 |
0.8842 |
|
1.000 |
0.8818 |
|
0.618 |
0.8803 |
|
HIGH |
0.8779 |
|
0.618 |
0.8764 |
|
0.500 |
0.8760 |
|
0.382 |
0.8755 |
|
LOW |
0.8740 |
|
0.618 |
0.8716 |
|
1.000 |
0.8701 |
|
1.618 |
0.8677 |
|
2.618 |
0.8638 |
|
4.250 |
0.8574 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8771 |
0.8786 |
| PP |
0.8765 |
0.8783 |
| S1 |
0.8760 |
0.8779 |
|