CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 26-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8700 |
0.8677 |
-0.0024 |
-0.3% |
0.8782 |
High |
0.8722 |
0.8859 |
0.0137 |
1.6% |
0.8859 |
Low |
0.8672 |
0.8675 |
0.0003 |
0.0% |
0.8672 |
Close |
0.8674 |
0.8855 |
0.0181 |
2.1% |
0.8855 |
Range |
0.0051 |
0.0185 |
0.0134 |
265.3% |
0.0188 |
ATR |
0.0050 |
0.0060 |
0.0010 |
19.1% |
0.0000 |
Volume |
244 |
2,563 |
2,319 |
950.4% |
4,145 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9350 |
0.9287 |
0.8956 |
|
R3 |
0.9165 |
0.9102 |
0.8906 |
|
R2 |
0.8981 |
0.8981 |
0.8889 |
|
R1 |
0.8918 |
0.8918 |
0.8872 |
0.8949 |
PP |
0.8796 |
0.8796 |
0.8796 |
0.8812 |
S1 |
0.8733 |
0.8733 |
0.8838 |
0.8765 |
S2 |
0.8612 |
0.8612 |
0.8821 |
|
S3 |
0.8427 |
0.8549 |
0.8804 |
|
S4 |
0.8243 |
0.8364 |
0.8754 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9358 |
0.9294 |
0.8958 |
|
R3 |
0.9170 |
0.9106 |
0.8907 |
|
R2 |
0.8983 |
0.8983 |
0.8889 |
|
R1 |
0.8919 |
0.8919 |
0.8872 |
0.8951 |
PP |
0.8795 |
0.8795 |
0.8795 |
0.8811 |
S1 |
0.8731 |
0.8731 |
0.8838 |
0.8763 |
S2 |
0.8608 |
0.8608 |
0.8821 |
|
S3 |
0.8420 |
0.8544 |
0.8803 |
|
S4 |
0.8233 |
0.8356 |
0.8752 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8859 |
0.8672 |
0.0188 |
2.1% |
0.0085 |
1.0% |
98% |
True |
False |
1,290 |
10 |
0.8859 |
0.8672 |
0.0188 |
2.1% |
0.0066 |
0.8% |
98% |
True |
False |
796 |
20 |
0.8883 |
0.8672 |
0.0212 |
2.4% |
0.0056 |
0.6% |
87% |
False |
False |
544 |
40 |
0.9035 |
0.8672 |
0.0363 |
4.1% |
0.0048 |
0.5% |
51% |
False |
False |
303 |
60 |
0.9181 |
0.8672 |
0.0509 |
5.7% |
0.0046 |
0.5% |
36% |
False |
False |
217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9643 |
2.618 |
0.9342 |
1.618 |
0.9158 |
1.000 |
0.9044 |
0.618 |
0.8973 |
HIGH |
0.8859 |
0.618 |
0.8789 |
0.500 |
0.8767 |
0.382 |
0.8745 |
LOW |
0.8675 |
0.618 |
0.8560 |
1.000 |
0.8490 |
1.618 |
0.8376 |
2.618 |
0.8191 |
4.250 |
0.7890 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8826 |
0.8825 |
PP |
0.8796 |
0.8795 |
S1 |
0.8767 |
0.8765 |
|