CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8865 |
0.8835 |
-0.0030 |
-0.3% |
0.8817 |
| High |
0.8873 |
0.8885 |
0.0012 |
0.1% |
0.8887 |
| Low |
0.8824 |
0.8802 |
-0.0022 |
-0.2% |
0.8776 |
| Close |
0.8837 |
0.8880 |
0.0043 |
0.5% |
0.8880 |
| Range |
0.0050 |
0.0083 |
0.0034 |
67.7% |
0.0112 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
| Volume |
106,347 |
142,016 |
35,669 |
33.5% |
770,613 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9105 |
0.9075 |
0.8926 |
|
| R3 |
0.9022 |
0.8992 |
0.8903 |
|
| R2 |
0.8939 |
0.8939 |
0.8895 |
|
| R1 |
0.8909 |
0.8909 |
0.8888 |
0.8924 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8863 |
| S1 |
0.8826 |
0.8826 |
0.8872 |
0.8841 |
| S2 |
0.8773 |
0.8773 |
0.8865 |
|
| S3 |
0.8690 |
0.8743 |
0.8857 |
|
| S4 |
0.8607 |
0.8660 |
0.8834 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9182 |
0.9143 |
0.8941 |
|
| R3 |
0.9071 |
0.9031 |
0.8911 |
|
| R2 |
0.8959 |
0.8959 |
0.8900 |
|
| R1 |
0.8920 |
0.8920 |
0.8890 |
0.8939 |
| PP |
0.8848 |
0.8848 |
0.8848 |
0.8857 |
| S1 |
0.8808 |
0.8808 |
0.8870 |
0.8828 |
| S2 |
0.8736 |
0.8736 |
0.8860 |
|
| S3 |
0.8625 |
0.8697 |
0.8849 |
|
| S4 |
0.8513 |
0.8585 |
0.8819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8887 |
0.8776 |
0.0112 |
1.3% |
0.0078 |
0.9% |
94% |
False |
False |
154,122 |
| 10 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0083 |
0.9% |
97% |
False |
False |
151,771 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0068 |
0.8% |
97% |
False |
False |
124,570 |
| 40 |
0.8972 |
0.8657 |
0.0316 |
3.6% |
0.0060 |
0.7% |
71% |
False |
False |
116,816 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0057 |
0.6% |
43% |
False |
False |
113,383 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.8% |
0.0052 |
0.6% |
43% |
False |
False |
89,401 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0051 |
0.6% |
41% |
False |
False |
71,535 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
41% |
False |
False |
59,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9238 |
|
2.618 |
0.9102 |
|
1.618 |
0.9019 |
|
1.000 |
0.8968 |
|
0.618 |
0.8936 |
|
HIGH |
0.8885 |
|
0.618 |
0.8853 |
|
0.500 |
0.8844 |
|
0.382 |
0.8834 |
|
LOW |
0.8802 |
|
0.618 |
0.8751 |
|
1.000 |
0.8719 |
|
1.618 |
0.8668 |
|
2.618 |
0.8585 |
|
4.250 |
0.8449 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8868 |
0.8868 |
| PP |
0.8856 |
0.8855 |
| S1 |
0.8844 |
0.8843 |
|