CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8832 |
0.8859 |
0.0027 |
0.3% |
0.8768 |
| High |
0.8874 |
0.8869 |
-0.0005 |
-0.1% |
0.8829 |
| Low |
0.8829 |
0.8773 |
-0.0057 |
-0.6% |
0.8740 |
| Close |
0.8865 |
0.8787 |
-0.0078 |
-0.9% |
0.8821 |
| Range |
0.0045 |
0.0097 |
0.0052 |
116.9% |
0.0089 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.6% |
0.0000 |
| Volume |
98,873 |
135,552 |
36,679 |
37.1% |
494,810 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9099 |
0.9040 |
0.8840 |
|
| R3 |
0.9003 |
0.8943 |
0.8814 |
|
| R2 |
0.8906 |
0.8906 |
0.8805 |
|
| R1 |
0.8847 |
0.8847 |
0.8796 |
0.8828 |
| PP |
0.8810 |
0.8810 |
0.8810 |
0.8800 |
| S1 |
0.8750 |
0.8750 |
0.8778 |
0.8732 |
| S2 |
0.8713 |
0.8713 |
0.8769 |
|
| S3 |
0.8617 |
0.8654 |
0.8760 |
|
| S4 |
0.8520 |
0.8557 |
0.8734 |
|
|
| 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% |
0.0061 |
0.7% |
29% |
False |
False |
108,219 |
| 10 |
0.8874 |
0.8740 |
0.0134 |
1.5% |
0.0054 |
0.6% |
35% |
False |
False |
102,755 |
| 20 |
0.8874 |
0.8722 |
0.0152 |
1.7% |
0.0051 |
0.6% |
43% |
False |
False |
105,420 |
| 40 |
0.9171 |
0.8722 |
0.0449 |
5.1% |
0.0053 |
0.6% |
15% |
False |
False |
109,378 |
| 60 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0048 |
0.5% |
15% |
False |
False |
84,919 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
14% |
False |
False |
63,714 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
14% |
False |
False |
50,982 |
| 120 |
0.9226 |
0.8722 |
0.0504 |
5.7% |
0.0045 |
0.5% |
13% |
False |
False |
42,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9279 |
|
2.618 |
0.9122 |
|
1.618 |
0.9025 |
|
1.000 |
0.8966 |
|
0.618 |
0.8929 |
|
HIGH |
0.8869 |
|
0.618 |
0.8832 |
|
0.500 |
0.8821 |
|
0.382 |
0.8809 |
|
LOW |
0.8773 |
|
0.618 |
0.8713 |
|
1.000 |
0.8676 |
|
1.618 |
0.8616 |
|
2.618 |
0.8520 |
|
4.250 |
0.8362 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8821 |
0.8823 |
| PP |
0.8810 |
0.8811 |
| S1 |
0.8798 |
0.8799 |
|