CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8812 |
-0.0046 |
-0.5% |
0.8817 |
| High |
0.8862 |
0.8819 |
-0.0043 |
-0.5% |
0.8887 |
| Low |
0.8807 |
0.8789 |
-0.0018 |
-0.2% |
0.8776 |
| Close |
0.8812 |
0.8801 |
-0.0011 |
-0.1% |
0.8880 |
| Range |
0.0055 |
0.0030 |
-0.0026 |
-46.4% |
0.0112 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
120,464 |
134,772 |
14,308 |
11.9% |
770,613 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8891 |
0.8875 |
0.8817 |
|
| R3 |
0.8862 |
0.8846 |
0.8809 |
|
| R2 |
0.8832 |
0.8832 |
0.8806 |
|
| R1 |
0.8816 |
0.8816 |
0.8803 |
0.8810 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8799 |
| S1 |
0.8787 |
0.8787 |
0.8798 |
0.8780 |
| S2 |
0.8773 |
0.8773 |
0.8795 |
|
| S3 |
0.8744 |
0.8757 |
0.8792 |
|
| S4 |
0.8714 |
0.8728 |
0.8784 |
|
|
| 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 |
0.8885 |
0.8789 |
0.0096 |
1.1% |
0.0058 |
0.7% |
12% |
False |
True |
130,686 |
| 10 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0077 |
0.9% |
62% |
False |
False |
150,189 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0067 |
0.8% |
62% |
False |
False |
127,286 |
| 40 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0059 |
0.7% |
62% |
False |
False |
117,149 |
| 60 |
0.9172 |
0.8657 |
0.0515 |
5.9% |
0.0057 |
0.6% |
28% |
False |
False |
114,859 |
| 80 |
0.9173 |
0.8657 |
0.0517 |
5.9% |
0.0052 |
0.6% |
28% |
False |
False |
92,588 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0051 |
0.6% |
26% |
False |
False |
74,086 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
26% |
False |
False |
61,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8944 |
|
2.618 |
0.8896 |
|
1.618 |
0.8866 |
|
1.000 |
0.8848 |
|
0.618 |
0.8837 |
|
HIGH |
0.8819 |
|
0.618 |
0.8807 |
|
0.500 |
0.8804 |
|
0.382 |
0.8800 |
|
LOW |
0.8789 |
|
0.618 |
0.8771 |
|
1.000 |
0.8760 |
|
1.618 |
0.8741 |
|
2.618 |
0.8712 |
|
4.250 |
0.8664 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8804 |
0.8837 |
| PP |
0.8803 |
0.8825 |
| S1 |
0.8802 |
0.8813 |
|