CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8845 |
-0.0032 |
-0.4% |
0.8829 |
| High |
0.8883 |
0.8894 |
0.0012 |
0.1% |
0.8899 |
| Low |
0.8838 |
0.8812 |
-0.0026 |
-0.3% |
0.8788 |
| Close |
0.8847 |
0.8890 |
0.0043 |
0.5% |
0.8890 |
| Range |
0.0045 |
0.0082 |
0.0037 |
82.2% |
0.0111 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.1% |
0.0000 |
| Volume |
4,943 |
9,936 |
4,993 |
101.0% |
24,723 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9082 |
0.8935 |
|
| R3 |
0.9029 |
0.9000 |
0.8912 |
|
| R2 |
0.8947 |
0.8947 |
0.8905 |
|
| R1 |
0.8918 |
0.8918 |
0.8897 |
0.8933 |
| PP |
0.8865 |
0.8865 |
0.8865 |
0.8872 |
| S1 |
0.8836 |
0.8836 |
0.8882 |
0.8851 |
| S2 |
0.8783 |
0.8783 |
0.8874 |
|
| S3 |
0.8701 |
0.8754 |
0.8867 |
|
| S4 |
0.8619 |
0.8672 |
0.8844 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9190 |
0.9150 |
0.8950 |
|
| R3 |
0.9080 |
0.9040 |
0.8920 |
|
| R2 |
0.8969 |
0.8969 |
0.8910 |
|
| R1 |
0.8929 |
0.8929 |
0.8900 |
0.8949 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8869 |
| S1 |
0.8819 |
0.8819 |
0.8879 |
0.8839 |
| S2 |
0.8748 |
0.8748 |
0.8869 |
|
| S3 |
0.8638 |
0.8708 |
0.8859 |
|
| S4 |
0.8527 |
0.8598 |
0.8829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8899 |
0.8788 |
0.0111 |
1.2% |
0.0075 |
0.8% |
92% |
False |
False |
4,944 |
| 10 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0080 |
0.9% |
96% |
False |
False |
3,117 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0064 |
0.7% |
96% |
False |
False |
1,706 |
| 40 |
0.8953 |
0.8672 |
0.0282 |
3.2% |
0.0053 |
0.6% |
77% |
False |
False |
918 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.7% |
0.0050 |
0.6% |
43% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9243 |
|
2.618 |
0.9109 |
|
1.618 |
0.9027 |
|
1.000 |
0.8976 |
|
0.618 |
0.8945 |
|
HIGH |
0.8894 |
|
0.618 |
0.8863 |
|
0.500 |
0.8853 |
|
0.382 |
0.8843 |
|
LOW |
0.8812 |
|
0.618 |
0.8761 |
|
1.000 |
0.8730 |
|
1.618 |
0.8679 |
|
2.618 |
0.8597 |
|
4.250 |
0.8464 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8877 |
| PP |
0.8865 |
0.8865 |
| S1 |
0.8853 |
0.8853 |
|