CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 12-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8796 |
0.8765 |
-0.0031 |
-0.4% |
0.8828 |
High |
0.8800 |
0.8801 |
0.0001 |
0.0% |
0.8883 |
Low |
0.8778 |
0.8763 |
-0.0015 |
-0.2% |
0.8763 |
Close |
0.8778 |
0.8789 |
0.0011 |
0.1% |
0.8789 |
Range |
0.0022 |
0.0038 |
0.0016 |
72.7% |
0.0120 |
ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
106 |
202 |
96 |
90.6% |
961 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8898 |
0.8882 |
0.8810 |
|
R3 |
0.8860 |
0.8844 |
0.8799 |
|
R2 |
0.8822 |
0.8822 |
0.8796 |
|
R1 |
0.8806 |
0.8806 |
0.8792 |
0.8814 |
PP |
0.8784 |
0.8784 |
0.8784 |
0.8789 |
S1 |
0.8768 |
0.8768 |
0.8786 |
0.8776 |
S2 |
0.8746 |
0.8746 |
0.8782 |
|
S3 |
0.8708 |
0.8730 |
0.8779 |
|
S4 |
0.8670 |
0.8692 |
0.8768 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9172 |
0.9100 |
0.8855 |
|
R3 |
0.9052 |
0.8980 |
0.8822 |
|
R2 |
0.8932 |
0.8932 |
0.8811 |
|
R1 |
0.8860 |
0.8860 |
0.8800 |
0.8836 |
PP |
0.8812 |
0.8812 |
0.8812 |
0.8800 |
S1 |
0.8740 |
0.8740 |
0.8778 |
0.8716 |
S2 |
0.8692 |
0.8692 |
0.8767 |
|
S3 |
0.8572 |
0.8620 |
0.8756 |
|
S4 |
0.8452 |
0.8500 |
0.8723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8883 |
0.8763 |
0.0120 |
1.4% |
0.0046 |
0.5% |
22% |
False |
True |
192 |
10 |
0.8883 |
0.8755 |
0.0129 |
1.5% |
0.0045 |
0.5% |
27% |
False |
False |
281 |
20 |
0.8883 |
0.8735 |
0.0148 |
1.7% |
0.0044 |
0.5% |
36% |
False |
False |
191 |
40 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0044 |
0.5% |
12% |
False |
False |
120 |
60 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0040 |
0.5% |
12% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8963 |
2.618 |
0.8900 |
1.618 |
0.8862 |
1.000 |
0.8839 |
0.618 |
0.8824 |
HIGH |
0.8801 |
0.618 |
0.8786 |
0.500 |
0.8782 |
0.382 |
0.8778 |
LOW |
0.8763 |
0.618 |
0.8740 |
1.000 |
0.8725 |
1.618 |
0.8702 |
2.618 |
0.8664 |
4.250 |
0.8602 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8787 |
0.8820 |
PP |
0.8784 |
0.8810 |
S1 |
0.8782 |
0.8799 |
|