CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8710 |
0.8763 |
0.0053 |
0.6% |
0.8818 |
| High |
0.8779 |
0.8783 |
0.0005 |
0.1% |
0.8874 |
| Low |
0.8699 |
0.8736 |
0.0037 |
0.4% |
0.8751 |
| Close |
0.8764 |
0.8754 |
-0.0011 |
-0.1% |
0.8777 |
| Range |
0.0080 |
0.0048 |
-0.0032 |
-40.3% |
0.0123 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
117,171 |
91,937 |
-25,234 |
-21.5% |
469,596 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8900 |
0.8874 |
0.8780 |
|
| R3 |
0.8852 |
0.8827 |
0.8767 |
|
| R2 |
0.8805 |
0.8805 |
0.8762 |
|
| R1 |
0.8779 |
0.8779 |
0.8758 |
0.8768 |
| PP |
0.8757 |
0.8757 |
0.8757 |
0.8752 |
| S1 |
0.8732 |
0.8732 |
0.8749 |
0.8721 |
| S2 |
0.8710 |
0.8710 |
0.8745 |
|
| S3 |
0.8662 |
0.8684 |
0.8740 |
|
| S4 |
0.8615 |
0.8637 |
0.8727 |
|
|
| 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% |
0.0053 |
0.6% |
58% |
False |
False |
94,018 |
| 10 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0053 |
0.6% |
31% |
False |
False |
97,368 |
| 20 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0052 |
0.6% |
31% |
False |
False |
99,234 |
| 40 |
0.9075 |
0.8699 |
0.0376 |
4.3% |
0.0052 |
0.6% |
14% |
False |
False |
107,517 |
| 60 |
0.9172 |
0.8699 |
0.0473 |
5.4% |
0.0049 |
0.6% |
12% |
False |
False |
93,874 |
| 80 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0047 |
0.5% |
11% |
False |
False |
70,440 |
| 100 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0047 |
0.5% |
11% |
False |
False |
56,364 |
| 120 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0045 |
0.5% |
11% |
False |
False |
46,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8985 |
|
2.618 |
0.8907 |
|
1.618 |
0.8860 |
|
1.000 |
0.8831 |
|
0.618 |
0.8812 |
|
HIGH |
0.8783 |
|
0.618 |
0.8765 |
|
0.500 |
0.8759 |
|
0.382 |
0.8754 |
|
LOW |
0.8736 |
|
0.618 |
0.8706 |
|
1.000 |
0.8688 |
|
1.618 |
0.8659 |
|
2.618 |
0.8611 |
|
4.250 |
0.8534 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8759 |
0.8749 |
| PP |
0.8757 |
0.8745 |
| S1 |
0.8755 |
0.8741 |
|