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 |
|
|
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 |
|