CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8778 |
0.8776 |
-0.0002 |
0.0% |
0.8814 |
| High |
0.8796 |
0.8812 |
0.0016 |
0.2% |
0.8833 |
| Low |
0.8758 |
0.8753 |
-0.0005 |
-0.1% |
0.8751 |
| Close |
0.8781 |
0.8795 |
0.0014 |
0.2% |
0.8780 |
| Range |
0.0039 |
0.0060 |
0.0021 |
54.5% |
0.0082 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.4% |
0.0000 |
| Volume |
76,508 |
105,763 |
29,255 |
38.2% |
520,125 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8965 |
0.8939 |
0.8827 |
|
| R3 |
0.8905 |
0.8880 |
0.8811 |
|
| R2 |
0.8846 |
0.8846 |
0.8805 |
|
| R1 |
0.8820 |
0.8820 |
0.8800 |
0.8833 |
| PP |
0.8786 |
0.8786 |
0.8786 |
0.8793 |
| S1 |
0.8761 |
0.8761 |
0.8789 |
0.8774 |
| S2 |
0.8727 |
0.8727 |
0.8784 |
|
| S3 |
0.8667 |
0.8701 |
0.8778 |
|
| S4 |
0.8608 |
0.8642 |
0.8762 |
|
|
| 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 |
0.8822 |
0.8740 |
0.0082 |
0.9% |
0.0049 |
0.6% |
67% |
False |
False |
97,659 |
| 10 |
0.8833 |
0.8740 |
0.0093 |
1.1% |
0.0050 |
0.6% |
59% |
False |
False |
101,099 |
| 20 |
0.8972 |
0.8722 |
0.0251 |
2.8% |
0.0052 |
0.6% |
29% |
False |
False |
109,062 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0051 |
0.6% |
16% |
False |
False |
107,790 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0047 |
0.5% |
16% |
False |
False |
77,678 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
15% |
False |
False |
58,276 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
15% |
False |
False |
46,630 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
14% |
False |
False |
38,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9065 |
|
2.618 |
0.8968 |
|
1.618 |
0.8908 |
|
1.000 |
0.8872 |
|
0.618 |
0.8849 |
|
HIGH |
0.8812 |
|
0.618 |
0.8789 |
|
0.500 |
0.8782 |
|
0.382 |
0.8775 |
|
LOW |
0.8753 |
|
0.618 |
0.8716 |
|
1.000 |
0.8693 |
|
1.618 |
0.8656 |
|
2.618 |
0.8597 |
|
4.250 |
0.8500 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8790 |
0.8791 |
| PP |
0.8786 |
0.8788 |
| S1 |
0.8782 |
0.8784 |
|