CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 02-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.8836 |
0.8865 |
0.0029 |
0.3% |
0.8771 |
High |
0.8876 |
0.8873 |
-0.0003 |
0.0% |
0.8848 |
Low |
0.8801 |
0.8824 |
0.0023 |
0.3% |
0.8657 |
Close |
0.8868 |
0.8837 |
-0.0031 |
-0.3% |
0.8843 |
Range |
0.0075 |
0.0050 |
-0.0026 |
-34.0% |
0.0191 |
ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
149,833 |
106,347 |
-43,486 |
-29.0% |
605,004 |
|
Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8993 |
0.8965 |
0.8864 |
|
R3 |
0.8944 |
0.8915 |
0.8851 |
|
R2 |
0.8894 |
0.8894 |
0.8846 |
|
R1 |
0.8866 |
0.8866 |
0.8842 |
0.8855 |
PP |
0.8845 |
0.8845 |
0.8845 |
0.8839 |
S1 |
0.8816 |
0.8816 |
0.8832 |
0.8806 |
S2 |
0.8795 |
0.8795 |
0.8828 |
|
S3 |
0.8746 |
0.8767 |
0.8823 |
|
S4 |
0.8696 |
0.8717 |
0.8810 |
|
|
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 |
0.8662 |
0.0226 |
2.6% |
0.0099 |
1.1% |
78% |
False |
False |
179,500 |
10 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0080 |
0.9% |
78% |
False |
False |
146,763 |
20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0067 |
0.8% |
78% |
False |
False |
122,757 |
40 |
0.8995 |
0.8657 |
0.0338 |
3.8% |
0.0059 |
0.7% |
53% |
False |
False |
115,222 |
60 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0056 |
0.6% |
35% |
False |
False |
113,435 |
80 |
0.9173 |
0.8657 |
0.0517 |
5.8% |
0.0052 |
0.6% |
35% |
False |
False |
87,627 |
100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0051 |
0.6% |
33% |
False |
False |
70,115 |
120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0049 |
0.6% |
33% |
False |
False |
58,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9083 |
2.618 |
0.9003 |
1.618 |
0.8953 |
1.000 |
0.8923 |
0.618 |
0.8904 |
HIGH |
0.8873 |
0.618 |
0.8854 |
0.500 |
0.8848 |
0.382 |
0.8842 |
LOW |
0.8824 |
0.618 |
0.8793 |
1.000 |
0.8774 |
1.618 |
0.8743 |
2.618 |
0.8694 |
4.250 |
0.8613 |
|
|
Fisher Pivots for day following 02-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8848 |
0.8836 |
PP |
0.8845 |
0.8835 |
S1 |
0.8841 |
0.8834 |
|