CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8817 |
0.8802 |
-0.0015 |
-0.2% |
0.8771 |
| High |
0.8851 |
0.8887 |
0.0036 |
0.4% |
0.8848 |
| Low |
0.8776 |
0.8781 |
0.0005 |
0.1% |
0.8657 |
| Close |
0.8794 |
0.8842 |
0.0048 |
0.5% |
0.8843 |
| Range |
0.0076 |
0.0107 |
0.0031 |
41.1% |
0.0191 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.5% |
0.0000 |
| Volume |
150,483 |
221,934 |
71,451 |
47.5% |
605,004 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9106 |
0.8901 |
|
| R3 |
0.9050 |
0.8999 |
0.8871 |
|
| R2 |
0.8943 |
0.8943 |
0.8862 |
|
| R1 |
0.8893 |
0.8893 |
0.8852 |
0.8918 |
| PP |
0.8837 |
0.8837 |
0.8837 |
0.8849 |
| S1 |
0.8786 |
0.8786 |
0.8832 |
0.8811 |
| S2 |
0.8730 |
0.8730 |
0.8822 |
|
| S3 |
0.8624 |
0.8680 |
0.8813 |
|
| S4 |
0.8517 |
0.8573 |
0.8783 |
|
|
| 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 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0095 |
1.1% |
80% |
True |
False |
169,693 |
| 10 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0081 |
0.9% |
80% |
True |
False |
143,860 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0065 |
0.7% |
80% |
True |
False |
118,666 |
| 40 |
0.9024 |
0.8657 |
0.0367 |
4.2% |
0.0059 |
0.7% |
51% |
False |
False |
113,969 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0055 |
0.6% |
36% |
False |
False |
112,236 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.8% |
0.0051 |
0.6% |
36% |
False |
False |
84,426 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
34% |
False |
False |
67,555 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0049 |
0.6% |
34% |
False |
False |
56,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9340 |
|
2.618 |
0.9166 |
|
1.618 |
0.9059 |
|
1.000 |
0.8994 |
|
0.618 |
0.8953 |
|
HIGH |
0.8887 |
|
0.618 |
0.8846 |
|
0.500 |
0.8834 |
|
0.382 |
0.8821 |
|
LOW |
0.8781 |
|
0.618 |
0.8715 |
|
1.000 |
0.8674 |
|
1.618 |
0.8608 |
|
2.618 |
0.8502 |
|
4.250 |
0.8328 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8839 |
0.8819 |
| PP |
0.8837 |
0.8797 |
| S1 |
0.8834 |
0.8774 |
|