CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8754 |
0.8771 |
0.0018 |
0.2% |
0.8777 |
| High |
0.8806 |
0.8773 |
-0.0033 |
-0.4% |
0.8806 |
| Low |
0.8732 |
0.8700 |
-0.0032 |
-0.4% |
0.8699 |
| Close |
0.8778 |
0.8701 |
-0.0077 |
-0.9% |
0.8778 |
| Range |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0107 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
3.2% |
0.0000 |
| Volume |
142,101 |
128,955 |
-13,146 |
-9.3% |
524,291 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8943 |
0.8895 |
0.8741 |
|
| R3 |
0.8870 |
0.8822 |
0.8721 |
|
| R2 |
0.8797 |
0.8797 |
0.8714 |
|
| R1 |
0.8749 |
0.8749 |
0.8707 |
0.8737 |
| PP |
0.8724 |
0.8724 |
0.8724 |
0.8718 |
| S1 |
0.8676 |
0.8676 |
0.8694 |
0.8664 |
| S2 |
0.8651 |
0.8651 |
0.8687 |
|
| S3 |
0.8578 |
0.8603 |
0.8680 |
|
| S4 |
0.8505 |
0.8530 |
0.8660 |
|
|
| 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% |
0.0066 |
0.8% |
1% |
False |
False |
118,028 |
| 10 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0058 |
0.7% |
1% |
False |
False |
104,383 |
| 20 |
0.8874 |
0.8699 |
0.0175 |
2.0% |
0.0054 |
0.6% |
1% |
False |
False |
102,583 |
| 40 |
0.9028 |
0.8699 |
0.0329 |
3.8% |
0.0054 |
0.6% |
0% |
False |
False |
109,025 |
| 60 |
0.9172 |
0.8699 |
0.0473 |
5.4% |
0.0050 |
0.6% |
0% |
False |
False |
98,380 |
| 80 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0048 |
0.6% |
0% |
False |
False |
73,827 |
| 100 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0048 |
0.5% |
0% |
False |
False |
59,074 |
| 120 |
0.9206 |
0.8699 |
0.0507 |
5.8% |
0.0046 |
0.5% |
0% |
False |
False |
49,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9083 |
|
2.618 |
0.8964 |
|
1.618 |
0.8891 |
|
1.000 |
0.8846 |
|
0.618 |
0.8818 |
|
HIGH |
0.8773 |
|
0.618 |
0.8745 |
|
0.500 |
0.8736 |
|
0.382 |
0.8727 |
|
LOW |
0.8700 |
|
0.618 |
0.8654 |
|
1.000 |
0.8627 |
|
1.618 |
0.8581 |
|
2.618 |
0.8508 |
|
4.250 |
0.8389 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8736 |
0.8753 |
| PP |
0.8724 |
0.8735 |
| S1 |
0.8712 |
0.8718 |
|