CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8769 |
0.8777 |
0.0008 |
0.1% |
0.8818 |
| High |
0.8792 |
0.8793 |
0.0001 |
0.0% |
0.8874 |
| Low |
0.8751 |
0.8757 |
0.0006 |
0.1% |
0.8751 |
| Close |
0.8777 |
0.8767 |
-0.0011 |
-0.1% |
0.8777 |
| Range |
0.0042 |
0.0037 |
-0.0005 |
-12.0% |
0.0123 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
87,903 |
63,106 |
-24,797 |
-28.2% |
469,596 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8882 |
0.8861 |
0.8787 |
|
| R3 |
0.8845 |
0.8824 |
0.8777 |
|
| R2 |
0.8809 |
0.8809 |
0.8773 |
|
| R1 |
0.8788 |
0.8788 |
0.8770 |
0.8780 |
| PP |
0.8772 |
0.8772 |
0.8772 |
0.8768 |
| S1 |
0.8751 |
0.8751 |
0.8763 |
0.8743 |
| S2 |
0.8736 |
0.8736 |
0.8760 |
|
| S3 |
0.8699 |
0.8715 |
0.8756 |
|
| S4 |
0.8663 |
0.8678 |
0.8746 |
|
|
| 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% |
0.0049 |
0.6% |
13% |
False |
False |
90,738 |
| 10 |
0.8874 |
0.8751 |
0.0123 |
1.4% |
0.0050 |
0.6% |
13% |
False |
False |
93,472 |
| 20 |
0.8874 |
0.8722 |
0.0152 |
1.7% |
0.0050 |
0.6% |
30% |
False |
False |
99,424 |
| 40 |
0.9171 |
0.8722 |
0.0449 |
5.1% |
0.0052 |
0.6% |
10% |
False |
False |
107,458 |
| 60 |
0.9172 |
0.8722 |
0.0450 |
5.1% |
0.0048 |
0.5% |
10% |
False |
False |
88,566 |
| 80 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0047 |
0.5% |
9% |
False |
False |
66,454 |
| 100 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0046 |
0.5% |
9% |
False |
False |
53,174 |
| 120 |
0.9206 |
0.8722 |
0.0485 |
5.5% |
0.0045 |
0.5% |
9% |
False |
False |
44,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8948 |
|
2.618 |
0.8889 |
|
1.618 |
0.8852 |
|
1.000 |
0.8830 |
|
0.618 |
0.8816 |
|
HIGH |
0.8793 |
|
0.618 |
0.8779 |
|
0.500 |
0.8775 |
|
0.382 |
0.8770 |
|
LOW |
0.8757 |
|
0.618 |
0.8734 |
|
1.000 |
0.8720 |
|
1.618 |
0.8697 |
|
2.618 |
0.8661 |
|
4.250 |
0.8601 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8775 |
0.8772 |
| PP |
0.8772 |
0.8770 |
| S1 |
0.8769 |
0.8768 |
|