CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8818 |
0.8832 |
0.0014 |
0.2% |
0.8768 |
| High |
0.8845 |
0.8874 |
0.0029 |
0.3% |
0.8829 |
| Low |
0.8799 |
0.8829 |
0.0030 |
0.3% |
0.8740 |
| Close |
0.8833 |
0.8865 |
0.0032 |
0.4% |
0.8821 |
| Range |
0.0046 |
0.0045 |
-0.0002 |
-3.3% |
0.0089 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
79,011 |
98,873 |
19,862 |
25.1% |
494,810 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8989 |
0.8971 |
0.8889 |
|
| R3 |
0.8945 |
0.8927 |
0.8877 |
|
| R2 |
0.8900 |
0.8900 |
0.8873 |
|
| R1 |
0.8882 |
0.8882 |
0.8869 |
0.8891 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8860 |
| S1 |
0.8838 |
0.8838 |
0.8860 |
0.8847 |
| S2 |
0.8811 |
0.8811 |
0.8856 |
|
| S3 |
0.8767 |
0.8793 |
0.8852 |
|
| S4 |
0.8722 |
0.8749 |
0.8840 |
|
|
| 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 |
0.8874 |
0.8753 |
0.0121 |
1.4% |
0.0049 |
0.6% |
93% |
True |
False |
96,410 |
| 10 |
0.8874 |
0.8740 |
0.0134 |
1.5% |
0.0050 |
0.6% |
93% |
True |
False |
101,965 |
| 20 |
0.8874 |
0.8722 |
0.0152 |
1.7% |
0.0049 |
0.6% |
94% |
True |
False |
105,253 |
| 40 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0052 |
0.6% |
32% |
False |
False |
108,487 |
| 60 |
0.9173 |
0.8722 |
0.0451 |
5.1% |
0.0047 |
0.5% |
32% |
False |
False |
82,666 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
30% |
False |
False |
62,022 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
30% |
False |
False |
49,627 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0044 |
0.5% |
28% |
False |
False |
41,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9063 |
|
2.618 |
0.8990 |
|
1.618 |
0.8946 |
|
1.000 |
0.8918 |
|
0.618 |
0.8901 |
|
HIGH |
0.8874 |
|
0.618 |
0.8857 |
|
0.500 |
0.8851 |
|
0.382 |
0.8846 |
|
LOW |
0.8829 |
|
0.618 |
0.8801 |
|
1.000 |
0.8785 |
|
1.618 |
0.8757 |
|
2.618 |
0.8712 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8860 |
0.8850 |
| PP |
0.8856 |
0.8836 |
| S1 |
0.8851 |
0.8822 |
|