CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 12-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8783 |
0.8769 |
-0.0014 |
-0.2% |
0.8818 |
High |
0.8789 |
0.8792 |
0.0004 |
0.0% |
0.8874 |
Low |
0.8762 |
0.8751 |
-0.0011 |
-0.1% |
0.8751 |
Close |
0.8766 |
0.8777 |
0.0011 |
0.1% |
0.8777 |
Range |
0.0027 |
0.0042 |
0.0015 |
53.7% |
0.0123 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
68,257 |
87,903 |
19,646 |
28.8% |
469,596 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8898 |
0.8879 |
0.8800 |
|
R3 |
0.8856 |
0.8837 |
0.8788 |
|
R2 |
0.8815 |
0.8815 |
0.8785 |
|
R1 |
0.8796 |
0.8796 |
0.8781 |
0.8805 |
PP |
0.8773 |
0.8773 |
0.8773 |
0.8778 |
S1 |
0.8754 |
0.8754 |
0.8773 |
0.8764 |
S2 |
0.8732 |
0.8732 |
0.8769 |
|
S3 |
0.8690 |
0.8713 |
0.8766 |
|
S4 |
0.8649 |
0.8671 |
0.8754 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9169 |
0.9096 |
0.8845 |
|
R3 |
0.9046 |
0.8973 |
0.8811 |
|
R2 |
0.8923 |
0.8923 |
0.8800 |
|
R1 |
0.8850 |
0.8850 |
0.8788 |
0.8825 |
PP |
0.8800 |
0.8800 |
0.8800 |
0.8788 |
S1 |
0.8727 |
0.8727 |
0.8766 |
0.8702 |
S2 |
0.8677 |
0.8677 |
0.8754 |
|
S3 |
0.8554 |
0.8604 |
0.8743 |
|
S4 |
0.8431 |
0.8481 |
0.8709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8874 |
0.8751 |
0.0123 |
1.4% |
0.0051 |
0.6% |
22% |
False |
True |
93,919 |
10 |
0.8874 |
0.8740 |
0.0134 |
1.5% |
0.0050 |
0.6% |
28% |
False |
False |
96,440 |
20 |
0.8874 |
0.8722 |
0.0152 |
1.7% |
0.0050 |
0.6% |
37% |
False |
False |
101,898 |
40 |
0.9171 |
0.8722 |
0.0449 |
5.1% |
0.0052 |
0.6% |
12% |
False |
False |
108,596 |
60 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0047 |
0.5% |
12% |
False |
False |
87,517 |
80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
11% |
False |
False |
65,665 |
100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
11% |
False |
False |
52,543 |
120 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
11% |
False |
False |
43,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8968 |
2.618 |
0.8901 |
1.618 |
0.8859 |
1.000 |
0.8834 |
0.618 |
0.8818 |
HIGH |
0.8792 |
0.618 |
0.8776 |
0.500 |
0.8771 |
0.382 |
0.8766 |
LOW |
0.8751 |
0.618 |
0.8725 |
1.000 |
0.8709 |
1.618 |
0.8683 |
2.618 |
0.8642 |
4.250 |
0.8574 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8775 |
0.8810 |
PP |
0.8773 |
0.8799 |
S1 |
0.8771 |
0.8788 |
|