CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8771 |
0.8708 |
-0.0064 |
-0.7% |
0.8777 |
| High |
0.8773 |
0.8736 |
-0.0037 |
-0.4% |
0.8806 |
| Low |
0.8700 |
0.8682 |
-0.0018 |
-0.2% |
0.8699 |
| Close |
0.8701 |
0.8691 |
-0.0010 |
-0.1% |
0.8778 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-26.0% |
0.0107 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
128,955 |
102,908 |
-26,047 |
-20.2% |
524,291 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8865 |
0.8832 |
0.8721 |
|
| R3 |
0.8811 |
0.8778 |
0.8706 |
|
| R2 |
0.8757 |
0.8757 |
0.8701 |
|
| R1 |
0.8724 |
0.8724 |
0.8696 |
0.8713 |
| PP |
0.8703 |
0.8703 |
0.8703 |
0.8697 |
| S1 |
0.8670 |
0.8670 |
0.8686 |
0.8659 |
| S2 |
0.8649 |
0.8649 |
0.8681 |
|
| S3 |
0.8595 |
0.8616 |
0.8676 |
|
| S4 |
0.8541 |
0.8562 |
0.8661 |
|
|
| 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 |
0.8682 |
0.0124 |
1.4% |
0.0066 |
0.8% |
8% |
False |
True |
116,614 |
| 10 |
0.8869 |
0.8682 |
0.0188 |
2.2% |
0.0059 |
0.7% |
5% |
False |
True |
104,786 |
| 20 |
0.8874 |
0.8682 |
0.0192 |
2.2% |
0.0055 |
0.6% |
5% |
False |
True |
103,376 |
| 40 |
0.9028 |
0.8682 |
0.0346 |
4.0% |
0.0054 |
0.6% |
3% |
False |
True |
107,824 |
| 60 |
0.9172 |
0.8682 |
0.0490 |
5.6% |
0.0051 |
0.6% |
2% |
False |
True |
100,086 |
| 80 |
0.9206 |
0.8682 |
0.0525 |
6.0% |
0.0048 |
0.6% |
2% |
False |
True |
75,111 |
| 100 |
0.9206 |
0.8682 |
0.0525 |
6.0% |
0.0048 |
0.5% |
2% |
False |
True |
60,103 |
| 120 |
0.9206 |
0.8682 |
0.0525 |
6.0% |
0.0047 |
0.5% |
2% |
False |
True |
50,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8965 |
|
2.618 |
0.8877 |
|
1.618 |
0.8823 |
|
1.000 |
0.8790 |
|
0.618 |
0.8769 |
|
HIGH |
0.8736 |
|
0.618 |
0.8715 |
|
0.500 |
0.8709 |
|
0.382 |
0.8702 |
|
LOW |
0.8682 |
|
0.618 |
0.8648 |
|
1.000 |
0.8628 |
|
1.618 |
0.8594 |
|
2.618 |
0.8540 |
|
4.250 |
0.8452 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8709 |
0.8744 |
| PP |
0.8703 |
0.8726 |
| S1 |
0.8697 |
0.8709 |
|