CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8800 |
0.8828 |
0.0028 |
0.3% |
0.8777 |
| High |
0.8840 |
0.8855 |
0.0015 |
0.2% |
0.8840 |
| Low |
0.8787 |
0.8815 |
0.0028 |
0.3% |
0.8755 |
| Close |
0.8832 |
0.8845 |
0.0013 |
0.1% |
0.8832 |
| Range |
0.0053 |
0.0040 |
-0.0013 |
-24.5% |
0.0085 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
683 |
102 |
-581 |
-85.1% |
1,854 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8958 |
0.8941 |
0.8867 |
|
| R3 |
0.8918 |
0.8901 |
0.8856 |
|
| R2 |
0.8878 |
0.8878 |
0.8852 |
|
| R1 |
0.8861 |
0.8861 |
0.8848 |
0.8870 |
| PP |
0.8838 |
0.8838 |
0.8838 |
0.8842 |
| S1 |
0.8821 |
0.8821 |
0.8841 |
0.8830 |
| S2 |
0.8798 |
0.8798 |
0.8837 |
|
| S3 |
0.8758 |
0.8781 |
0.8834 |
|
| S4 |
0.8718 |
0.8741 |
0.8823 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9033 |
0.8879 |
|
| R3 |
0.8979 |
0.8948 |
0.8855 |
|
| R2 |
0.8894 |
0.8894 |
0.8848 |
|
| R1 |
0.8863 |
0.8863 |
0.8840 |
0.8878 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8816 |
| S1 |
0.8778 |
0.8778 |
0.8824 |
0.8793 |
| S2 |
0.8724 |
0.8724 |
0.8816 |
|
| S3 |
0.8639 |
0.8693 |
0.8809 |
|
| S4 |
0.8554 |
0.8608 |
0.8785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8855 |
0.8764 |
0.0091 |
1.0% |
0.0046 |
0.5% |
89% |
True |
False |
343 |
| 10 |
0.8855 |
0.8755 |
0.0100 |
1.1% |
0.0046 |
0.5% |
90% |
True |
False |
257 |
| 20 |
0.8855 |
0.8735 |
0.0120 |
1.4% |
0.0041 |
0.5% |
92% |
True |
False |
158 |
| 40 |
0.9181 |
0.8735 |
0.0446 |
5.0% |
0.0044 |
0.5% |
25% |
False |
False |
101 |
| 60 |
0.9185 |
0.8735 |
0.0450 |
5.1% |
0.0040 |
0.5% |
24% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9025 |
|
2.618 |
0.8959 |
|
1.618 |
0.8919 |
|
1.000 |
0.8895 |
|
0.618 |
0.8879 |
|
HIGH |
0.8855 |
|
0.618 |
0.8839 |
|
0.500 |
0.8835 |
|
0.382 |
0.8830 |
|
LOW |
0.8815 |
|
0.618 |
0.8790 |
|
1.000 |
0.8775 |
|
1.618 |
0.8750 |
|
2.618 |
0.8710 |
|
4.250 |
0.8645 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8841 |
0.8833 |
| PP |
0.8838 |
0.8821 |
| S1 |
0.8835 |
0.8809 |
|