CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8677 |
0.8829 |
0.0152 |
1.8% |
0.8782 |
| High |
0.8859 |
0.8863 |
0.0004 |
0.0% |
0.8859 |
| Low |
0.8675 |
0.8788 |
0.0114 |
1.3% |
0.8672 |
| Close |
0.8855 |
0.8806 |
-0.0049 |
-0.6% |
0.8855 |
| Range |
0.0185 |
0.0075 |
-0.0110 |
-59.6% |
0.0188 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2,563 |
1,347 |
-1,216 |
-47.4% |
4,145 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9042 |
0.8999 |
0.8847 |
|
| R3 |
0.8968 |
0.8924 |
0.8826 |
|
| R2 |
0.8893 |
0.8893 |
0.8820 |
|
| R1 |
0.8850 |
0.8850 |
0.8813 |
0.8834 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8811 |
| S1 |
0.8775 |
0.8775 |
0.8799 |
0.8760 |
| S2 |
0.8744 |
0.8744 |
0.8792 |
|
| S3 |
0.8670 |
0.8701 |
0.8786 |
|
| S4 |
0.8595 |
0.8626 |
0.8765 |
|
|
| 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 |
0.8863 |
0.8672 |
0.0191 |
2.2% |
0.0085 |
1.0% |
70% |
True |
False |
1,098 |
| 10 |
0.8863 |
0.8672 |
0.0191 |
2.2% |
0.0070 |
0.8% |
70% |
True |
False |
910 |
| 20 |
0.8883 |
0.8672 |
0.0212 |
2.4% |
0.0058 |
0.7% |
64% |
False |
False |
596 |
| 40 |
0.9035 |
0.8672 |
0.0363 |
4.1% |
0.0048 |
0.5% |
37% |
False |
False |
336 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
26% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9179 |
|
2.618 |
0.9058 |
|
1.618 |
0.8983 |
|
1.000 |
0.8937 |
|
0.618 |
0.8909 |
|
HIGH |
0.8863 |
|
0.618 |
0.8834 |
|
0.500 |
0.8825 |
|
0.382 |
0.8816 |
|
LOW |
0.8788 |
|
0.618 |
0.8742 |
|
1.000 |
0.8714 |
|
1.618 |
0.8667 |
|
2.618 |
0.8593 |
|
4.250 |
0.8471 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8825 |
0.8793 |
| PP |
0.8819 |
0.8780 |
| S1 |
0.8812 |
0.8767 |
|