CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 0.8777 0.8763 -0.0014 -0.2% 0.8818
High 0.8793 0.8765 -0.0028 -0.3% 0.8874
Low 0.8757 0.8707 -0.0050 -0.6% 0.8751
Close 0.8767 0.8721 -0.0046 -0.5% 0.8777
Range 0.0037 0.0058 0.0022 58.9% 0.0123
ATR 0.0050 0.0050 0.0001 1.4% 0.0000
Volume 63,106 109,976 46,870 74.3% 469,596
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8905 0.8871 0.8752
R3 0.8847 0.8813 0.8736
R2 0.8789 0.8789 0.8731
R1 0.8755 0.8755 0.8726 0.8743
PP 0.8731 0.8731 0.8731 0.8725
S1 0.8697 0.8697 0.8715 0.8685
S2 0.8673 0.8673 0.8710
S3 0.8615 0.8639 0.8705
S4 0.8557 0.8581 0.8689
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 0.8869 0.8707 0.0162 1.9% 0.0052 0.6% 8% False True 92,958
10 0.8874 0.8707 0.0167 1.9% 0.0051 0.6% 8% False True 94,684
20 0.8874 0.8707 0.0167 1.9% 0.0051 0.6% 8% False True 99,966
40 0.9171 0.8707 0.0464 5.3% 0.0052 0.6% 3% False True 107,749
60 0.9172 0.8707 0.0465 5.3% 0.0048 0.5% 3% False True 90,396
80 0.9206 0.8707 0.0499 5.7% 0.0047 0.5% 3% False True 67,828
100 0.9206 0.8707 0.0499 5.7% 0.0047 0.5% 3% False True 54,273
120 0.9206 0.8707 0.0499 5.7% 0.0045 0.5% 3% False True 45,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8917
1.618 0.8859
1.000 0.8823
0.618 0.8801
HIGH 0.8765
0.618 0.8743
0.500 0.8736
0.382 0.8729
LOW 0.8707
0.618 0.8671
1.000 0.8649
1.618 0.8613
2.618 0.8555
4.250 0.8461
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 0.8736 0.8750
PP 0.8731 0.8740
S1 0.8726 0.8730

These figures are updated between 7pm and 10pm EST after a trading day.

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