CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8835 |
0.8858 |
0.0024 |
0.3% |
0.8817 |
| High |
0.8885 |
0.8862 |
-0.0024 |
-0.3% |
0.8887 |
| Low |
0.8802 |
0.8807 |
0.0005 |
0.1% |
0.8776 |
| Close |
0.8880 |
0.8812 |
-0.0069 |
-0.8% |
0.8880 |
| Range |
0.0083 |
0.0055 |
-0.0028 |
-33.7% |
0.0112 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
| Volume |
142,016 |
120,464 |
-21,552 |
-15.2% |
770,613 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8957 |
0.8842 |
|
| R3 |
0.8937 |
0.8902 |
0.8827 |
|
| R2 |
0.8882 |
0.8882 |
0.8822 |
|
| R1 |
0.8847 |
0.8847 |
0.8817 |
0.8837 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8822 |
| S1 |
0.8792 |
0.8792 |
0.8806 |
0.8782 |
| S2 |
0.8772 |
0.8772 |
0.8801 |
|
| S3 |
0.8717 |
0.8737 |
0.8796 |
|
| S4 |
0.8662 |
0.8682 |
0.8781 |
|
|
| 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 |
0.8781 |
0.0107 |
1.2% |
0.0074 |
0.8% |
29% |
False |
False |
148,118 |
| 10 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0081 |
0.9% |
67% |
False |
False |
149,608 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0068 |
0.8% |
67% |
False |
False |
124,498 |
| 40 |
0.8919 |
0.8657 |
0.0262 |
3.0% |
0.0060 |
0.7% |
59% |
False |
False |
116,200 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0057 |
0.6% |
30% |
False |
False |
113,803 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.9% |
0.0053 |
0.6% |
30% |
False |
False |
90,906 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0051 |
0.6% |
28% |
False |
False |
72,739 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
28% |
False |
False |
60,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9095 |
|
2.618 |
0.9005 |
|
1.618 |
0.8950 |
|
1.000 |
0.8917 |
|
0.618 |
0.8895 |
|
HIGH |
0.8862 |
|
0.618 |
0.8840 |
|
0.500 |
0.8834 |
|
0.382 |
0.8828 |
|
LOW |
0.8807 |
|
0.618 |
0.8773 |
|
1.000 |
0.8752 |
|
1.618 |
0.8718 |
|
2.618 |
0.8663 |
|
4.250 |
0.8573 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8834 |
0.8844 |
| PP |
0.8827 |
0.8833 |
| S1 |
0.8819 |
0.8822 |
|