CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 17-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8763 |
0.8710 |
-0.0054 |
-0.6% |
0.8818 |
High |
0.8765 |
0.8779 |
0.0014 |
0.2% |
0.8874 |
Low |
0.8707 |
0.8699 |
-0.0008 |
-0.1% |
0.8751 |
Close |
0.8721 |
0.8764 |
0.0044 |
0.5% |
0.8777 |
Range |
0.0058 |
0.0080 |
0.0022 |
37.1% |
0.0123 |
ATR |
0.0050 |
0.0053 |
0.0002 |
4.1% |
0.0000 |
Volume |
109,976 |
117,171 |
7,195 |
6.5% |
469,596 |
|
Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8986 |
0.8954 |
0.8808 |
|
R3 |
0.8906 |
0.8875 |
0.8786 |
|
R2 |
0.8827 |
0.8827 |
0.8779 |
|
R1 |
0.8795 |
0.8795 |
0.8771 |
0.8811 |
PP |
0.8747 |
0.8747 |
0.8747 |
0.8755 |
S1 |
0.8716 |
0.8716 |
0.8757 |
0.8732 |
S2 |
0.8668 |
0.8668 |
0.8749 |
|
S3 |
0.8588 |
0.8636 |
0.8742 |
|
S4 |
0.8509 |
0.8557 |
0.8720 |
|
|
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 |
0.8793 |
0.8699 |
0.0094 |
1.1% |
0.0049 |
0.6% |
69% |
False |
True |
89,282 |
10 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0055 |
0.6% |
37% |
False |
True |
98,750 |
20 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0052 |
0.6% |
37% |
False |
True |
100,727 |
40 |
0.9116 |
0.8699 |
0.0417 |
4.8% |
0.0052 |
0.6% |
16% |
False |
True |
107,674 |
60 |
0.9172 |
0.8699 |
0.0473 |
5.4% |
0.0049 |
0.6% |
14% |
False |
True |
92,345 |
80 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0047 |
0.5% |
13% |
False |
True |
69,292 |
100 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0047 |
0.5% |
13% |
False |
True |
55,445 |
120 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0045 |
0.5% |
13% |
False |
True |
46,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9116 |
2.618 |
0.8987 |
1.618 |
0.8907 |
1.000 |
0.8858 |
0.618 |
0.8828 |
HIGH |
0.8779 |
0.618 |
0.8748 |
0.500 |
0.8739 |
0.382 |
0.8729 |
LOW |
0.8699 |
0.618 |
0.8650 |
1.000 |
0.8620 |
1.618 |
0.8570 |
2.618 |
0.8491 |
4.250 |
0.8361 |
|
|
Fisher Pivots for day following 17-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8756 |
0.8758 |
PP |
0.8747 |
0.8752 |
S1 |
0.8739 |
0.8746 |
|