CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 10-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8844 |
0.8876 |
0.0033 |
0.4% |
0.8777 |
High |
0.8883 |
0.8877 |
-0.0006 |
-0.1% |
0.8840 |
Low |
0.8843 |
0.8786 |
-0.0058 |
-0.7% |
0.8755 |
Close |
0.8876 |
0.8799 |
-0.0077 |
-0.9% |
0.8832 |
Range |
0.0040 |
0.0092 |
0.0052 |
128.8% |
0.0085 |
ATR |
0.0044 |
0.0047 |
0.0003 |
7.7% |
0.0000 |
Volume |
197 |
354 |
157 |
79.7% |
1,854 |
|
Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9095 |
0.9039 |
0.8849 |
|
R3 |
0.9004 |
0.8947 |
0.8824 |
|
R2 |
0.8912 |
0.8912 |
0.8816 |
|
R1 |
0.8856 |
0.8856 |
0.8807 |
0.8838 |
PP |
0.8821 |
0.8821 |
0.8821 |
0.8812 |
S1 |
0.8764 |
0.8764 |
0.8791 |
0.8747 |
S2 |
0.8729 |
0.8729 |
0.8782 |
|
S3 |
0.8638 |
0.8673 |
0.8774 |
|
S4 |
0.8546 |
0.8581 |
0.8749 |
|
|
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 |
1.4% |
0.0057 |
0.6% |
30% |
False |
False |
370 |
10 |
0.8883 |
0.8755 |
0.0129 |
1.5% |
0.0049 |
0.6% |
35% |
False |
False |
303 |
20 |
0.8883 |
0.8735 |
0.0148 |
1.7% |
0.0044 |
0.5% |
43% |
False |
False |
180 |
40 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0044 |
0.5% |
14% |
False |
False |
114 |
60 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0041 |
0.5% |
14% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9266 |
2.618 |
0.9117 |
1.618 |
0.9025 |
1.000 |
0.8969 |
0.618 |
0.8934 |
HIGH |
0.8877 |
0.618 |
0.8842 |
0.500 |
0.8831 |
0.382 |
0.8820 |
LOW |
0.8786 |
0.618 |
0.8729 |
1.000 |
0.8694 |
1.618 |
0.8637 |
2.618 |
0.8546 |
4.250 |
0.8397 |
|
|
Fisher Pivots for day following 10-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8831 |
0.8834 |
PP |
0.8821 |
0.8823 |
S1 |
0.8810 |
0.8811 |
|