CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8793 |
0.8818 |
0.0026 |
0.3% |
0.8768 |
| High |
0.8829 |
0.8845 |
0.0017 |
0.2% |
0.8829 |
| Low |
0.8771 |
0.8799 |
0.0028 |
0.3% |
0.8740 |
| Close |
0.8821 |
0.8833 |
0.0013 |
0.1% |
0.8821 |
| Range |
0.0058 |
0.0046 |
-0.0012 |
-20.0% |
0.0089 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
121,897 |
79,011 |
-42,886 |
-35.2% |
494,810 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8964 |
0.8944 |
0.8858 |
|
| R3 |
0.8918 |
0.8898 |
0.8846 |
|
| R2 |
0.8872 |
0.8872 |
0.8841 |
|
| R1 |
0.8852 |
0.8852 |
0.8837 |
0.8862 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8831 |
| S1 |
0.8806 |
0.8806 |
0.8829 |
0.8816 |
| S2 |
0.8780 |
0.8780 |
0.8825 |
|
| S3 |
0.8734 |
0.8760 |
0.8820 |
|
| S4 |
0.8688 |
0.8714 |
0.8808 |
|
|
| 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 |
0.8845 |
0.8753 |
0.0093 |
1.0% |
0.0051 |
0.6% |
87% |
True |
False |
96,206 |
| 10 |
0.8845 |
0.8740 |
0.0105 |
1.2% |
0.0051 |
0.6% |
89% |
True |
False |
100,783 |
| 20 |
0.8853 |
0.8722 |
0.0132 |
1.5% |
0.0050 |
0.6% |
85% |
False |
False |
107,012 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0052 |
0.6% |
25% |
False |
False |
108,646 |
| 60 |
0.9173 |
0.8722 |
0.0452 |
5.1% |
0.0047 |
0.5% |
25% |
False |
False |
81,023 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
23% |
False |
False |
60,787 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
23% |
False |
False |
48,639 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
22% |
False |
False |
40,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9041 |
|
2.618 |
0.8965 |
|
1.618 |
0.8919 |
|
1.000 |
0.8891 |
|
0.618 |
0.8873 |
|
HIGH |
0.8845 |
|
0.618 |
0.8827 |
|
0.500 |
0.8822 |
|
0.382 |
0.8817 |
|
LOW |
0.8799 |
|
0.618 |
0.8771 |
|
1.000 |
0.8753 |
|
1.618 |
0.8725 |
|
2.618 |
0.8679 |
|
4.250 |
0.8604 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8829 |
0.8822 |
| PP |
0.8826 |
0.8810 |
| S1 |
0.8822 |
0.8799 |
|