CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8768 |
0.8775 |
0.0007 |
0.1% |
0.8814 |
| High |
0.8779 |
0.8816 |
0.0037 |
0.4% |
0.8833 |
| Low |
0.8740 |
0.8764 |
0.0024 |
0.3% |
0.8751 |
| Close |
0.8776 |
0.8778 |
0.0002 |
0.0% |
0.8780 |
| Range |
0.0039 |
0.0052 |
0.0013 |
33.3% |
0.0082 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
92,788 |
97,854 |
5,066 |
5.5% |
520,125 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8942 |
0.8912 |
0.8806 |
|
| R3 |
0.8890 |
0.8860 |
0.8792 |
|
| R2 |
0.8838 |
0.8838 |
0.8787 |
|
| R1 |
0.8808 |
0.8808 |
0.8782 |
0.8823 |
| PP |
0.8786 |
0.8786 |
0.8786 |
0.8793 |
| S1 |
0.8756 |
0.8756 |
0.8773 |
0.8771 |
| S2 |
0.8734 |
0.8734 |
0.8768 |
|
| S3 |
0.8682 |
0.8704 |
0.8763 |
|
| S4 |
0.8630 |
0.8652 |
0.8749 |
|
|
| 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% |
0.0052 |
0.6% |
41% |
False |
False |
107,521 |
| 10 |
0.8833 |
0.8722 |
0.0111 |
1.3% |
0.0051 |
0.6% |
50% |
False |
False |
105,248 |
| 20 |
0.8998 |
0.8722 |
0.0276 |
3.1% |
0.0052 |
0.6% |
20% |
False |
False |
109,526 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0050 |
0.6% |
12% |
False |
False |
109,801 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0047 |
0.5% |
12% |
False |
False |
74,643 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
55,999 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
44,808 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
11% |
False |
False |
37,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8952 |
|
1.618 |
0.8900 |
|
1.000 |
0.8868 |
|
0.618 |
0.8848 |
|
HIGH |
0.8816 |
|
0.618 |
0.8796 |
|
0.500 |
0.8790 |
|
0.382 |
0.8784 |
|
LOW |
0.8764 |
|
0.618 |
0.8732 |
|
1.000 |
0.8712 |
|
1.618 |
0.8680 |
|
2.618 |
0.8628 |
|
4.250 |
0.8543 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8790 |
0.8781 |
| PP |
0.8786 |
0.8780 |
| S1 |
0.8782 |
0.8779 |
|