CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8708 |
0.8689 |
-0.0019 |
-0.2% |
0.8777 |
| High |
0.8736 |
0.8711 |
-0.0025 |
-0.3% |
0.8806 |
| Low |
0.8682 |
0.8657 |
-0.0025 |
-0.3% |
0.8699 |
| Close |
0.8691 |
0.8662 |
-0.0029 |
-0.3% |
0.8778 |
| Range |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
102,908 |
104,237 |
1,329 |
1.3% |
524,291 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8838 |
0.8804 |
0.8692 |
|
| R3 |
0.8784 |
0.8750 |
0.8677 |
|
| R2 |
0.8730 |
0.8730 |
0.8672 |
|
| R1 |
0.8696 |
0.8696 |
0.8667 |
0.8686 |
| PP |
0.8676 |
0.8676 |
0.8676 |
0.8671 |
| S1 |
0.8642 |
0.8642 |
0.8657 |
0.8632 |
| S2 |
0.8622 |
0.8622 |
0.8652 |
|
| S3 |
0.8568 |
0.8588 |
0.8647 |
|
| S4 |
0.8514 |
0.8534 |
0.8632 |
|
|
| 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 |
0.8657 |
0.0149 |
1.7% |
0.0061 |
0.7% |
4% |
False |
True |
114,027 |
| 10 |
0.8806 |
0.8657 |
0.0149 |
1.7% |
0.0055 |
0.6% |
4% |
False |
True |
101,655 |
| 20 |
0.8874 |
0.8657 |
0.0217 |
2.5% |
0.0054 |
0.6% |
3% |
False |
True |
102,205 |
| 40 |
0.9028 |
0.8657 |
0.0371 |
4.3% |
0.0053 |
0.6% |
1% |
False |
True |
107,084 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.9% |
0.0051 |
0.6% |
1% |
False |
True |
101,791 |
| 80 |
0.9206 |
0.8657 |
0.0550 |
6.3% |
0.0048 |
0.6% |
1% |
False |
True |
76,414 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.3% |
0.0048 |
0.6% |
1% |
False |
True |
61,145 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.3% |
0.0047 |
0.5% |
1% |
False |
True |
50,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8940 |
|
2.618 |
0.8852 |
|
1.618 |
0.8798 |
|
1.000 |
0.8765 |
|
0.618 |
0.8744 |
|
HIGH |
0.8711 |
|
0.618 |
0.8690 |
|
0.500 |
0.8684 |
|
0.382 |
0.8677 |
|
LOW |
0.8657 |
|
0.618 |
0.8623 |
|
1.000 |
0.8603 |
|
1.618 |
0.8569 |
|
2.618 |
0.8515 |
|
4.250 |
0.8427 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8684 |
0.8715 |
| PP |
0.8676 |
0.8697 |
| S1 |
0.8669 |
0.8680 |
|