CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8836 |
0.0034 |
0.4% |
0.8771 |
| High |
0.8887 |
0.8876 |
-0.0011 |
-0.1% |
0.8848 |
| Low |
0.8781 |
0.8801 |
0.0021 |
0.2% |
0.8657 |
| Close |
0.8842 |
0.8868 |
0.0026 |
0.3% |
0.8843 |
| Range |
0.0107 |
0.0075 |
-0.0032 |
-29.6% |
0.0191 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
221,934 |
149,833 |
-72,101 |
-32.5% |
605,004 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9073 |
0.9045 |
0.8909 |
|
| R3 |
0.8998 |
0.8970 |
0.8888 |
|
| R2 |
0.8923 |
0.8923 |
0.8881 |
|
| R1 |
0.8895 |
0.8895 |
0.8874 |
0.8909 |
| PP |
0.8848 |
0.8848 |
0.8848 |
0.8855 |
| S1 |
0.8820 |
0.8820 |
0.8861 |
0.8834 |
| S2 |
0.8773 |
0.8773 |
0.8854 |
|
| S3 |
0.8698 |
0.8745 |
0.8847 |
|
| S4 |
0.8623 |
0.8670 |
0.8826 |
|
|
| 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% |
0.0099 |
1.1% |
92% |
False |
False |
179,078 |
| 10 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0083 |
0.9% |
92% |
False |
False |
147,846 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0067 |
0.8% |
92% |
False |
False |
121,265 |
| 40 |
0.8998 |
0.8657 |
0.0341 |
3.8% |
0.0059 |
0.7% |
62% |
False |
False |
115,396 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0056 |
0.6% |
41% |
False |
False |
113,623 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.8% |
0.0052 |
0.6% |
41% |
False |
False |
86,298 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
38% |
False |
False |
69,052 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0049 |
0.6% |
38% |
False |
False |
57,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9195 |
|
2.618 |
0.9072 |
|
1.618 |
0.8997 |
|
1.000 |
0.8951 |
|
0.618 |
0.8922 |
|
HIGH |
0.8876 |
|
0.618 |
0.8847 |
|
0.500 |
0.8839 |
|
0.382 |
0.8830 |
|
LOW |
0.8801 |
|
0.618 |
0.8755 |
|
1.000 |
0.8726 |
|
1.618 |
0.8680 |
|
2.618 |
0.8605 |
|
4.250 |
0.8482 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8858 |
0.8855 |
| PP |
0.8848 |
0.8843 |
| S1 |
0.8839 |
0.8831 |
|