CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8844 |
0.0016 |
0.2% |
0.8777 |
| High |
0.8855 |
0.8883 |
0.0029 |
0.3% |
0.8840 |
| Low |
0.8815 |
0.8843 |
0.0029 |
0.3% |
0.8755 |
| Close |
0.8845 |
0.8876 |
0.0032 |
0.4% |
0.8832 |
| Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0085 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
102 |
197 |
95 |
93.1% |
1,854 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8987 |
0.8972 |
0.8898 |
|
| R3 |
0.8947 |
0.8932 |
0.8887 |
|
| R2 |
0.8907 |
0.8907 |
0.8883 |
|
| R1 |
0.8892 |
0.8892 |
0.8880 |
0.8900 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8871 |
| S1 |
0.8852 |
0.8852 |
0.8872 |
0.8860 |
| S2 |
0.8827 |
0.8827 |
0.8869 |
|
| S3 |
0.8787 |
0.8812 |
0.8865 |
|
| S4 |
0.8747 |
0.8772 |
0.8854 |
|
|
| 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 |
0.8883 |
0.8764 |
0.0120 |
1.3% |
0.0044 |
0.5% |
94% |
True |
False |
318 |
| 10 |
0.8883 |
0.8755 |
0.0129 |
1.4% |
0.0045 |
0.5% |
95% |
True |
False |
274 |
| 20 |
0.8883 |
0.8735 |
0.0148 |
1.7% |
0.0041 |
0.5% |
95% |
True |
False |
165 |
| 40 |
0.9181 |
0.8735 |
0.0446 |
5.0% |
0.0043 |
0.5% |
32% |
False |
False |
106 |
| 60 |
0.9184 |
0.8735 |
0.0449 |
5.1% |
0.0040 |
0.5% |
31% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9053 |
|
2.618 |
0.8988 |
|
1.618 |
0.8948 |
|
1.000 |
0.8923 |
|
0.618 |
0.8908 |
|
HIGH |
0.8883 |
|
0.618 |
0.8868 |
|
0.500 |
0.8863 |
|
0.382 |
0.8858 |
|
LOW |
0.8843 |
|
0.618 |
0.8818 |
|
1.000 |
0.8803 |
|
1.618 |
0.8778 |
|
2.618 |
0.8738 |
|
4.250 |
0.8673 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8872 |
0.8862 |
| PP |
0.8867 |
0.8849 |
| S1 |
0.8863 |
0.8835 |
|