CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 11-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8876 |
0.8796 |
-0.0081 |
-0.9% |
0.8777 |
High |
0.8877 |
0.8800 |
-0.0077 |
-0.9% |
0.8840 |
Low |
0.8786 |
0.8778 |
-0.0008 |
-0.1% |
0.8755 |
Close |
0.8799 |
0.8778 |
-0.0021 |
-0.2% |
0.8832 |
Range |
0.0092 |
0.0022 |
-0.0070 |
-76.0% |
0.0085 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
354 |
106 |
-248 |
-70.1% |
1,854 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8851 |
0.8837 |
0.8790 |
|
R3 |
0.8829 |
0.8815 |
0.8784 |
|
R2 |
0.8807 |
0.8807 |
0.8782 |
|
R1 |
0.8793 |
0.8793 |
0.8780 |
0.8789 |
PP |
0.8785 |
0.8785 |
0.8785 |
0.8784 |
S1 |
0.8771 |
0.8771 |
0.8776 |
0.8767 |
S2 |
0.8763 |
0.8763 |
0.8774 |
|
S3 |
0.8741 |
0.8749 |
0.8772 |
|
S4 |
0.8719 |
0.8727 |
0.8766 |
|
|
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 |
0.8778 |
0.0105 |
1.2% |
0.0049 |
0.6% |
0% |
False |
True |
288 |
10 |
0.8883 |
0.8755 |
0.0129 |
1.5% |
0.0046 |
0.5% |
18% |
False |
False |
292 |
20 |
0.8883 |
0.8735 |
0.0148 |
1.7% |
0.0044 |
0.5% |
29% |
False |
False |
184 |
40 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0044 |
0.5% |
10% |
False |
False |
116 |
60 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0041 |
0.5% |
10% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8894 |
2.618 |
0.8858 |
1.618 |
0.8836 |
1.000 |
0.8822 |
0.618 |
0.8814 |
HIGH |
0.8800 |
0.618 |
0.8792 |
0.500 |
0.8789 |
0.382 |
0.8786 |
LOW |
0.8778 |
0.618 |
0.8764 |
1.000 |
0.8756 |
1.618 |
0.8742 |
2.618 |
0.8720 |
4.250 |
0.8685 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8789 |
0.8831 |
PP |
0.8785 |
0.8813 |
S1 |
0.8782 |
0.8796 |
|