CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8776 |
0.8793 |
0.0017 |
0.2% |
0.8768 |
| High |
0.8812 |
0.8829 |
0.0017 |
0.2% |
0.8829 |
| Low |
0.8753 |
0.8771 |
0.0019 |
0.2% |
0.8740 |
| Close |
0.8795 |
0.8821 |
0.0026 |
0.3% |
0.8821 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-3.4% |
0.0089 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.0% |
0.0000 |
| Volume |
105,763 |
121,897 |
16,134 |
15.3% |
494,810 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8979 |
0.8957 |
0.8852 |
|
| R3 |
0.8922 |
0.8900 |
0.8836 |
|
| R2 |
0.8864 |
0.8864 |
0.8831 |
|
| R1 |
0.8842 |
0.8842 |
0.8826 |
0.8853 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8812 |
| S1 |
0.8785 |
0.8785 |
0.8815 |
0.8796 |
| S2 |
0.8749 |
0.8749 |
0.8810 |
|
| S3 |
0.8692 |
0.8727 |
0.8805 |
|
| S4 |
0.8634 |
0.8670 |
0.8789 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9062 |
0.9030 |
0.8869 |
|
| R3 |
0.8973 |
0.8941 |
0.8845 |
|
| R2 |
0.8885 |
0.8885 |
0.8837 |
|
| R1 |
0.8853 |
0.8853 |
0.8829 |
0.8869 |
| PP |
0.8796 |
0.8796 |
0.8796 |
0.8804 |
| S1 |
0.8764 |
0.8764 |
0.8812 |
0.8780 |
| S2 |
0.8708 |
0.8708 |
0.8804 |
|
| S3 |
0.8619 |
0.8676 |
0.8796 |
|
| S4 |
0.8531 |
0.8587 |
0.8772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8829 |
0.8740 |
0.0089 |
1.0% |
0.0049 |
0.6% |
91% |
True |
False |
98,962 |
| 10 |
0.8833 |
0.8740 |
0.0093 |
1.0% |
0.0050 |
0.6% |
87% |
False |
False |
101,493 |
| 20 |
0.8919 |
0.8722 |
0.0197 |
2.2% |
0.0052 |
0.6% |
50% |
False |
False |
107,903 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0052 |
0.6% |
22% |
False |
False |
108,456 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0048 |
0.5% |
22% |
False |
False |
79,709 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
20% |
False |
False |
59,800 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
20% |
False |
False |
47,849 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
20% |
False |
False |
39,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9073 |
|
2.618 |
0.8979 |
|
1.618 |
0.8922 |
|
1.000 |
0.8886 |
|
0.618 |
0.8864 |
|
HIGH |
0.8829 |
|
0.618 |
0.8807 |
|
0.500 |
0.8800 |
|
0.382 |
0.8793 |
|
LOW |
0.8771 |
|
0.618 |
0.8735 |
|
1.000 |
0.8714 |
|
1.618 |
0.8678 |
|
2.618 |
0.8620 |
|
4.250 |
0.8527 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8814 |
0.8811 |
| PP |
0.8807 |
0.8801 |
| S1 |
0.8800 |
0.8791 |
|