CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8689 |
0.8665 |
-0.0024 |
-0.3% |
0.8771 |
| High |
0.8711 |
0.8848 |
0.0137 |
1.6% |
0.8848 |
| Low |
0.8657 |
0.8662 |
0.0005 |
0.1% |
0.8657 |
| Close |
0.8662 |
0.8843 |
0.0181 |
2.1% |
0.8843 |
| Range |
0.0054 |
0.0186 |
0.0132 |
244.4% |
0.0191 |
| ATR |
0.0055 |
0.0065 |
0.0009 |
16.9% |
0.0000 |
| Volume |
104,237 |
268,904 |
164,667 |
158.0% |
605,004 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9342 |
0.9278 |
0.8945 |
|
| R3 |
0.9156 |
0.9092 |
0.8894 |
|
| R2 |
0.8970 |
0.8970 |
0.8877 |
|
| R1 |
0.8906 |
0.8906 |
0.8860 |
0.8938 |
| PP |
0.8784 |
0.8784 |
0.8784 |
0.8800 |
| S1 |
0.8720 |
0.8720 |
0.8825 |
0.8752 |
| S2 |
0.8598 |
0.8598 |
0.8808 |
|
| S3 |
0.8412 |
0.8534 |
0.8791 |
|
| S4 |
0.8226 |
0.8348 |
0.8740 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9290 |
0.8948 |
|
| R3 |
0.9164 |
0.9099 |
0.8895 |
|
| R2 |
0.8973 |
0.8973 |
0.8878 |
|
| R1 |
0.8908 |
0.8908 |
0.8860 |
0.8941 |
| PP |
0.8782 |
0.8782 |
0.8782 |
0.8799 |
| S1 |
0.8717 |
0.8717 |
0.8825 |
0.8750 |
| S2 |
0.8591 |
0.8591 |
0.8807 |
|
| S3 |
0.8400 |
0.8526 |
0.8790 |
|
| S4 |
0.8209 |
0.8335 |
0.8737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8848 |
0.8657 |
0.0191 |
2.2% |
0.0088 |
1.0% |
97% |
True |
False |
149,421 |
| 10 |
0.8848 |
0.8657 |
0.0191 |
2.2% |
0.0070 |
0.8% |
97% |
True |
False |
121,719 |
| 20 |
0.8874 |
0.8657 |
0.0217 |
2.5% |
0.0061 |
0.7% |
86% |
False |
False |
110,454 |
| 40 |
0.9028 |
0.8657 |
0.0371 |
4.2% |
0.0056 |
0.6% |
50% |
False |
False |
110,482 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0053 |
0.6% |
36% |
False |
False |
106,251 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.8% |
0.0050 |
0.6% |
36% |
False |
False |
79,772 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0049 |
0.6% |
34% |
False |
False |
63,833 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0048 |
0.5% |
34% |
False |
False |
53,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9638 |
|
2.618 |
0.9334 |
|
1.618 |
0.9148 |
|
1.000 |
0.9034 |
|
0.618 |
0.8962 |
|
HIGH |
0.8848 |
|
0.618 |
0.8776 |
|
0.500 |
0.8755 |
|
0.382 |
0.8733 |
|
LOW |
0.8662 |
|
0.618 |
0.8547 |
|
1.000 |
0.8476 |
|
1.618 |
0.8361 |
|
2.618 |
0.8175 |
|
4.250 |
0.7871 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8812 |
| PP |
0.8784 |
0.8782 |
| S1 |
0.8755 |
0.8752 |
|