CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8721 |
0.8700 |
-0.0021 |
-0.2% |
0.8790 |
High |
0.8745 |
0.8722 |
-0.0023 |
-0.3% |
0.8817 |
Low |
0.8698 |
0.8672 |
-0.0026 |
-0.3% |
0.8713 |
Close |
0.8704 |
0.8674 |
-0.0030 |
-0.3% |
0.8790 |
Range |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0104 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
Volume |
453 |
244 |
-209 |
-46.1% |
3,616 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8841 |
0.8808 |
0.8702 |
|
R3 |
0.8790 |
0.8757 |
0.8688 |
|
R2 |
0.8740 |
0.8740 |
0.8683 |
|
R1 |
0.8707 |
0.8707 |
0.8679 |
0.8698 |
PP |
0.8689 |
0.8689 |
0.8689 |
0.8685 |
S1 |
0.8656 |
0.8656 |
0.8669 |
0.8648 |
S2 |
0.8639 |
0.8639 |
0.8665 |
|
S3 |
0.8588 |
0.8606 |
0.8660 |
|
S4 |
0.8538 |
0.8555 |
0.8646 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9085 |
0.9041 |
0.8847 |
|
R3 |
0.8981 |
0.8937 |
0.8818 |
|
R2 |
0.8877 |
0.8877 |
0.8809 |
|
R1 |
0.8833 |
0.8833 |
0.8799 |
0.8803 |
PP |
0.8773 |
0.8773 |
0.8773 |
0.8758 |
S1 |
0.8729 |
0.8729 |
0.8780 |
0.8699 |
S2 |
0.8669 |
0.8669 |
0.8770 |
|
S3 |
0.8565 |
0.8625 |
0.8761 |
|
S4 |
0.8461 |
0.8521 |
0.8732 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8817 |
0.8672 |
0.0146 |
1.7% |
0.0056 |
0.6% |
2% |
False |
True |
834 |
10 |
0.8817 |
0.8672 |
0.0146 |
1.7% |
0.0050 |
0.6% |
2% |
False |
True |
550 |
20 |
0.8883 |
0.8672 |
0.0212 |
2.4% |
0.0049 |
0.6% |
1% |
False |
True |
426 |
40 |
0.9035 |
0.8672 |
0.0363 |
4.2% |
0.0045 |
0.5% |
1% |
False |
True |
240 |
60 |
0.9181 |
0.8672 |
0.0509 |
5.9% |
0.0044 |
0.5% |
0% |
False |
True |
177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8937 |
2.618 |
0.8854 |
1.618 |
0.8804 |
1.000 |
0.8773 |
0.618 |
0.8753 |
HIGH |
0.8722 |
0.618 |
0.8703 |
0.500 |
0.8697 |
0.382 |
0.8691 |
LOW |
0.8672 |
0.618 |
0.8640 |
1.000 |
0.8621 |
1.618 |
0.8590 |
2.618 |
0.8539 |
4.250 |
0.8457 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8697 |
0.8727 |
PP |
0.8689 |
0.8709 |
S1 |
0.8682 |
0.8692 |
|