CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8806 |
0.8794 |
-0.0013 |
-0.1% |
0.8817 |
| High |
0.8826 |
0.8829 |
0.0003 |
0.0% |
0.8887 |
| Low |
0.8776 |
0.8787 |
0.0011 |
0.1% |
0.8776 |
| Close |
0.8798 |
0.8813 |
0.0015 |
0.2% |
0.8880 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-16.0% |
0.0112 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
140,995 |
149,469 |
8,474 |
6.0% |
770,613 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8935 |
0.8916 |
0.8836 |
|
| R3 |
0.8893 |
0.8874 |
0.8825 |
|
| R2 |
0.8851 |
0.8851 |
0.8821 |
|
| R1 |
0.8832 |
0.8832 |
0.8817 |
0.8842 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8814 |
| S1 |
0.8790 |
0.8790 |
0.8809 |
0.8800 |
| S2 |
0.8767 |
0.8767 |
0.8805 |
|
| S3 |
0.8725 |
0.8748 |
0.8801 |
|
| S4 |
0.8683 |
0.8706 |
0.8790 |
|
|
| 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 |
0.8776 |
0.0110 |
1.2% |
0.0052 |
0.6% |
34% |
False |
False |
137,543 |
| 10 |
0.8887 |
0.8662 |
0.0226 |
2.6% |
0.0075 |
0.9% |
67% |
False |
False |
158,521 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0065 |
0.7% |
68% |
False |
False |
130,088 |
| 40 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0058 |
0.7% |
68% |
False |
False |
117,754 |
| 60 |
0.9171 |
0.8657 |
0.0514 |
5.8% |
0.0057 |
0.6% |
30% |
False |
False |
116,281 |
| 80 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0052 |
0.6% |
30% |
False |
False |
96,211 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
28% |
False |
False |
76,988 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
28% |
False |
False |
64,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9007 |
|
2.618 |
0.8938 |
|
1.618 |
0.8896 |
|
1.000 |
0.8871 |
|
0.618 |
0.8854 |
|
HIGH |
0.8829 |
|
0.618 |
0.8812 |
|
0.500 |
0.8808 |
|
0.382 |
0.8803 |
|
LOW |
0.8787 |
|
0.618 |
0.8761 |
|
1.000 |
0.8745 |
|
1.618 |
0.8719 |
|
2.618 |
0.8677 |
|
4.250 |
0.8608 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8811 |
0.8809 |
| PP |
0.8809 |
0.8806 |
| S1 |
0.8808 |
0.8802 |
|