CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 15-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8765 |
0.8790 |
0.0026 |
0.3% |
0.8828 |
High |
0.8801 |
0.8801 |
-0.0001 |
0.0% |
0.8883 |
Low |
0.8763 |
0.8769 |
0.0006 |
0.1% |
0.8763 |
Close |
0.8789 |
0.8779 |
-0.0011 |
-0.1% |
0.8789 |
Range |
0.0038 |
0.0032 |
-0.0007 |
-17.1% |
0.0120 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
202 |
153 |
-49 |
-24.3% |
961 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8877 |
0.8859 |
0.8796 |
|
R3 |
0.8846 |
0.8828 |
0.8787 |
|
R2 |
0.8814 |
0.8814 |
0.8784 |
|
R1 |
0.8796 |
0.8796 |
0.8781 |
0.8790 |
PP |
0.8783 |
0.8783 |
0.8783 |
0.8779 |
S1 |
0.8765 |
0.8765 |
0.8776 |
0.8758 |
S2 |
0.8751 |
0.8751 |
0.8773 |
|
S3 |
0.8720 |
0.8733 |
0.8770 |
|
S4 |
0.8688 |
0.8702 |
0.8761 |
|
|
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% |
0.0045 |
0.5% |
13% |
False |
False |
202 |
10 |
0.8883 |
0.8763 |
0.0120 |
1.4% |
0.0045 |
0.5% |
13% |
False |
False |
272 |
20 |
0.8883 |
0.8735 |
0.0148 |
1.7% |
0.0044 |
0.5% |
29% |
False |
False |
198 |
40 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0043 |
0.5% |
10% |
False |
False |
123 |
60 |
0.9181 |
0.8735 |
0.0446 |
5.1% |
0.0041 |
0.5% |
10% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8934 |
2.618 |
0.8883 |
1.618 |
0.8851 |
1.000 |
0.8832 |
0.618 |
0.8820 |
HIGH |
0.8801 |
0.618 |
0.8788 |
0.500 |
0.8785 |
0.382 |
0.8781 |
LOW |
0.8769 |
0.618 |
0.8750 |
1.000 |
0.8738 |
1.618 |
0.8718 |
2.618 |
0.8687 |
4.250 |
0.8635 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8785 |
0.8782 |
PP |
0.8783 |
0.8781 |
S1 |
0.8781 |
0.8780 |
|