CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 17-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8776 |
0.8722 |
-0.0054 |
-0.6% |
0.8828 |
High |
0.8776 |
0.8790 |
0.0015 |
0.2% |
0.8883 |
Low |
0.8721 |
0.8713 |
-0.0008 |
-0.1% |
0.8763 |
Close |
0.8733 |
0.8776 |
0.0044 |
0.5% |
0.8789 |
Range |
0.0055 |
0.0077 |
0.0022 |
40.0% |
0.0120 |
ATR |
0.0045 |
0.0047 |
0.0002 |
5.1% |
0.0000 |
Volume |
317 |
556 |
239 |
75.4% |
961 |
|
Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8991 |
0.8960 |
0.8818 |
|
R3 |
0.8914 |
0.8883 |
0.8797 |
|
R2 |
0.8837 |
0.8837 |
0.8790 |
|
R1 |
0.8806 |
0.8806 |
0.8783 |
0.8822 |
PP |
0.8760 |
0.8760 |
0.8760 |
0.8767 |
S1 |
0.8729 |
0.8729 |
0.8769 |
0.8745 |
S2 |
0.8683 |
0.8683 |
0.8762 |
|
S3 |
0.8606 |
0.8652 |
0.8755 |
|
S4 |
0.8529 |
0.8575 |
0.8734 |
|
|
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 |
0.8801 |
0.8713 |
0.0088 |
1.0% |
0.0045 |
0.5% |
72% |
False |
True |
266 |
10 |
0.8883 |
0.8713 |
0.0170 |
1.9% |
0.0051 |
0.6% |
37% |
False |
True |
318 |
20 |
0.8883 |
0.8713 |
0.0170 |
1.9% |
0.0047 |
0.5% |
37% |
False |
True |
232 |
40 |
0.9127 |
0.8713 |
0.0414 |
4.7% |
0.0044 |
0.5% |
15% |
False |
True |
143 |
60 |
0.9181 |
0.8713 |
0.0468 |
5.3% |
0.0042 |
0.5% |
13% |
False |
True |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9117 |
2.618 |
0.8992 |
1.618 |
0.8915 |
1.000 |
0.8867 |
0.618 |
0.8838 |
HIGH |
0.8790 |
0.618 |
0.8761 |
0.500 |
0.8752 |
0.382 |
0.8742 |
LOW |
0.8713 |
0.618 |
0.8665 |
1.000 |
0.8636 |
1.618 |
0.8588 |
2.618 |
0.8511 |
4.250 |
0.8386 |
|
|
Fisher Pivots for day following 17-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8768 |
0.8770 |
PP |
0.8760 |
0.8763 |
S1 |
0.8752 |
0.8757 |
|