CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8665 |
0.8817 |
0.0152 |
1.8% |
0.8771 |
| High |
0.8848 |
0.8851 |
0.0004 |
0.0% |
0.8848 |
| Low |
0.8662 |
0.8776 |
0.0114 |
1.3% |
0.8657 |
| Close |
0.8843 |
0.8794 |
-0.0049 |
-0.5% |
0.8843 |
| Range |
0.0186 |
0.0076 |
-0.0111 |
-59.4% |
0.0191 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
1.2% |
0.0000 |
| Volume |
268,904 |
150,483 |
-118,421 |
-44.0% |
605,004 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9033 |
0.8989 |
0.8836 |
|
| R3 |
0.8958 |
0.8914 |
0.8815 |
|
| R2 |
0.8882 |
0.8882 |
0.8808 |
|
| R1 |
0.8838 |
0.8838 |
0.8801 |
0.8823 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8799 |
| S1 |
0.8763 |
0.8763 |
0.8787 |
0.8747 |
| S2 |
0.8731 |
0.8731 |
0.8780 |
|
| S3 |
0.8656 |
0.8687 |
0.8773 |
|
| S4 |
0.8580 |
0.8612 |
0.8752 |
|
|
| 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 |
0.8851 |
0.8657 |
0.0195 |
2.2% |
0.0089 |
1.0% |
71% |
True |
False |
151,097 |
| 10 |
0.8851 |
0.8657 |
0.0195 |
2.2% |
0.0074 |
0.8% |
71% |
True |
False |
127,977 |
| 20 |
0.8874 |
0.8657 |
0.0217 |
2.5% |
0.0062 |
0.7% |
63% |
False |
False |
112,209 |
| 40 |
0.9028 |
0.8657 |
0.0371 |
4.2% |
0.0057 |
0.6% |
37% |
False |
False |
110,940 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.9% |
0.0054 |
0.6% |
27% |
False |
False |
108,739 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.9% |
0.0050 |
0.6% |
27% |
False |
False |
81,653 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0049 |
0.6% |
25% |
False |
False |
65,337 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0048 |
0.6% |
25% |
False |
False |
54,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9172 |
|
2.618 |
0.9049 |
|
1.618 |
0.8973 |
|
1.000 |
0.8927 |
|
0.618 |
0.8898 |
|
HIGH |
0.8851 |
|
0.618 |
0.8822 |
|
0.500 |
0.8813 |
|
0.382 |
0.8804 |
|
LOW |
0.8776 |
|
0.618 |
0.8729 |
|
1.000 |
0.8700 |
|
1.618 |
0.8653 |
|
2.618 |
0.8578 |
|
4.250 |
0.8455 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8781 |
| PP |
0.8807 |
0.8767 |
| S1 |
0.8800 |
0.8754 |
|