CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8847 |
0.8877 |
0.0030 |
0.3% |
0.8782 |
| High |
0.8888 |
0.8883 |
-0.0005 |
-0.1% |
0.8859 |
| Low |
0.8816 |
0.8838 |
0.0022 |
0.2% |
0.8672 |
| Close |
0.8879 |
0.8847 |
-0.0032 |
-0.4% |
0.8855 |
| Range |
0.0072 |
0.0045 |
-0.0027 |
-37.1% |
0.0188 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
5,837 |
4,943 |
-894 |
-15.3% |
4,145 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8964 |
0.8872 |
|
| R3 |
0.8946 |
0.8919 |
0.8859 |
|
| R2 |
0.8901 |
0.8901 |
0.8855 |
|
| R1 |
0.8874 |
0.8874 |
0.8851 |
0.8865 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8851 |
| S1 |
0.8829 |
0.8829 |
0.8843 |
0.8820 |
| S2 |
0.8811 |
0.8811 |
0.8839 |
|
| S3 |
0.8766 |
0.8784 |
0.8835 |
|
| S4 |
0.8721 |
0.8739 |
0.8822 |
|
|
| 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 |
0.8899 |
0.8675 |
0.0224 |
2.5% |
0.0096 |
1.1% |
77% |
False |
False |
3,470 |
| 10 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0076 |
0.9% |
77% |
False |
False |
2,152 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0063 |
0.7% |
77% |
False |
False |
1,235 |
| 40 |
0.8989 |
0.8672 |
0.0317 |
3.6% |
0.0052 |
0.6% |
55% |
False |
False |
670 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0049 |
0.6% |
34% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9074 |
|
2.618 |
0.9000 |
|
1.618 |
0.8955 |
|
1.000 |
0.8928 |
|
0.618 |
0.8910 |
|
HIGH |
0.8883 |
|
0.618 |
0.8865 |
|
0.500 |
0.8860 |
|
0.382 |
0.8855 |
|
LOW |
0.8838 |
|
0.618 |
0.8810 |
|
1.000 |
0.8793 |
|
1.618 |
0.8765 |
|
2.618 |
0.8720 |
|
4.250 |
0.8646 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8860 |
0.8847 |
| PP |
0.8856 |
0.8847 |
| S1 |
0.8851 |
0.8847 |
|