CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8775 |
0.8778 |
0.0004 |
0.0% |
0.8814 |
| High |
0.8816 |
0.8796 |
-0.0020 |
-0.2% |
0.8833 |
| Low |
0.8764 |
0.8758 |
-0.0007 |
-0.1% |
0.8751 |
| Close |
0.8778 |
0.8781 |
0.0003 |
0.0% |
0.8780 |
| Range |
0.0052 |
0.0039 |
-0.0014 |
-26.0% |
0.0082 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
97,854 |
76,508 |
-21,346 |
-21.8% |
520,125 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8894 |
0.8876 |
0.8802 |
|
| R3 |
0.8855 |
0.8837 |
0.8791 |
|
| R2 |
0.8817 |
0.8817 |
0.8788 |
|
| R1 |
0.8799 |
0.8799 |
0.8784 |
0.8808 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8783 |
| S1 |
0.8760 |
0.8760 |
0.8777 |
0.8769 |
| S2 |
0.8740 |
0.8740 |
0.8773 |
|
| S3 |
0.8701 |
0.8722 |
0.8770 |
|
| S4 |
0.8663 |
0.8683 |
0.8759 |
|
|
| 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% |
0.0046 |
0.5% |
44% |
False |
False |
97,292 |
| 10 |
0.8833 |
0.8740 |
0.0093 |
1.1% |
0.0050 |
0.6% |
44% |
False |
False |
102,704 |
| 20 |
0.8995 |
0.8722 |
0.0273 |
3.1% |
0.0051 |
0.6% |
22% |
False |
False |
107,686 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0051 |
0.6% |
13% |
False |
False |
108,774 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0047 |
0.5% |
13% |
False |
False |
75,917 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
56,954 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
12% |
False |
False |
45,573 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
12% |
False |
False |
37,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8960 |
|
2.618 |
0.8897 |
|
1.618 |
0.8858 |
|
1.000 |
0.8835 |
|
0.618 |
0.8820 |
|
HIGH |
0.8796 |
|
0.618 |
0.8781 |
|
0.500 |
0.8777 |
|
0.382 |
0.8772 |
|
LOW |
0.8758 |
|
0.618 |
0.8734 |
|
1.000 |
0.8719 |
|
1.618 |
0.8695 |
|
2.618 |
0.8657 |
|
4.250 |
0.8594 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8779 |
0.8780 |
| PP |
0.8778 |
0.8779 |
| S1 |
0.8777 |
0.8778 |
|