CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8763 |
0.8754 |
-0.0009 |
-0.1% |
0.8777 |
| High |
0.8783 |
0.8806 |
0.0023 |
0.3% |
0.8806 |
| Low |
0.8736 |
0.8732 |
-0.0004 |
0.0% |
0.8699 |
| Close |
0.8754 |
0.8778 |
0.0024 |
0.3% |
0.8778 |
| Range |
0.0048 |
0.0074 |
0.0027 |
55.8% |
0.0107 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.0% |
0.0000 |
| Volume |
91,937 |
142,101 |
50,164 |
54.6% |
524,291 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8994 |
0.8960 |
0.8818 |
|
| R3 |
0.8920 |
0.8886 |
0.8798 |
|
| R2 |
0.8846 |
0.8846 |
0.8791 |
|
| R1 |
0.8812 |
0.8812 |
0.8784 |
0.8829 |
| PP |
0.8772 |
0.8772 |
0.8772 |
0.8780 |
| S1 |
0.8738 |
0.8738 |
0.8771 |
0.8755 |
| S2 |
0.8698 |
0.8698 |
0.8764 |
|
| S3 |
0.8624 |
0.8664 |
0.8757 |
|
| S4 |
0.8550 |
0.8590 |
0.8737 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9080 |
0.9035 |
0.8836 |
|
| R3 |
0.8974 |
0.8929 |
0.8807 |
|
| R2 |
0.8867 |
0.8867 |
0.8797 |
|
| R1 |
0.8822 |
0.8822 |
0.8787 |
0.8845 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8772 |
| S1 |
0.8716 |
0.8716 |
0.8768 |
0.8738 |
| S2 |
0.8654 |
0.8654 |
0.8758 |
|
| S3 |
0.8548 |
0.8609 |
0.8748 |
|
| S4 |
0.8441 |
0.8503 |
0.8719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8806 |
0.8699 |
0.0107 |
1.2% |
0.0059 |
0.7% |
74% |
True |
False |
104,858 |
| 10 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0055 |
0.6% |
45% |
False |
False |
99,388 |
| 20 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0052 |
0.6% |
45% |
False |
False |
100,441 |
| 40 |
0.9052 |
0.8699 |
0.0353 |
4.0% |
0.0053 |
0.6% |
22% |
False |
False |
108,381 |
| 60 |
0.9172 |
0.8699 |
0.0473 |
5.4% |
0.0050 |
0.6% |
17% |
False |
False |
96,239 |
| 80 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0048 |
0.5% |
15% |
False |
False |
72,215 |
| 100 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0047 |
0.5% |
15% |
False |
False |
57,785 |
| 120 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0046 |
0.5% |
15% |
False |
False |
48,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9120 |
|
2.618 |
0.8999 |
|
1.618 |
0.8925 |
|
1.000 |
0.8880 |
|
0.618 |
0.8851 |
|
HIGH |
0.8806 |
|
0.618 |
0.8777 |
|
0.500 |
0.8769 |
|
0.382 |
0.8760 |
|
LOW |
0.8732 |
|
0.618 |
0.8686 |
|
1.000 |
0.8658 |
|
1.618 |
0.8612 |
|
2.618 |
0.8538 |
|
4.250 |
0.8417 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8775 |
0.8769 |
| PP |
0.8772 |
0.8761 |
| S1 |
0.8769 |
0.8752 |
|