CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8869 |
0.8823 |
-0.0047 |
-0.5% |
0.8829 |
| High |
0.8873 |
0.8828 |
-0.0045 |
-0.5% |
0.8899 |
| Low |
0.8817 |
0.8799 |
-0.0018 |
-0.2% |
0.8788 |
| Close |
0.8821 |
0.8811 |
-0.0011 |
-0.1% |
0.8890 |
| Range |
0.0056 |
0.0030 |
-0.0027 |
-47.3% |
0.0111 |
| ATR |
0.0065 |
0.0063 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
28,197 |
62,172 |
33,975 |
120.5% |
24,723 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8901 |
0.8885 |
0.8827 |
|
| R3 |
0.8871 |
0.8856 |
0.8819 |
|
| R2 |
0.8842 |
0.8842 |
0.8816 |
|
| R1 |
0.8826 |
0.8826 |
0.8813 |
0.8819 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8809 |
| S1 |
0.8797 |
0.8797 |
0.8808 |
0.8790 |
| S2 |
0.8783 |
0.8783 |
0.8805 |
|
| S3 |
0.8753 |
0.8767 |
0.8802 |
|
| S4 |
0.8724 |
0.8738 |
0.8794 |
|
|
| 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 |
0.8894 |
0.8799 |
0.0096 |
1.1% |
0.0057 |
0.6% |
13% |
False |
True |
22,217 |
| 10 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0074 |
0.8% |
61% |
False |
False |
11,835 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0064 |
0.7% |
61% |
False |
False |
6,185 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0053 |
0.6% |
61% |
False |
False |
3,172 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0050 |
0.6% |
27% |
False |
False |
2,129 |
| 80 |
0.9185 |
0.8672 |
0.0513 |
5.8% |
0.0046 |
0.5% |
27% |
False |
False |
1,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8953 |
|
2.618 |
0.8905 |
|
1.618 |
0.8876 |
|
1.000 |
0.8858 |
|
0.618 |
0.8846 |
|
HIGH |
0.8828 |
|
0.618 |
0.8817 |
|
0.500 |
0.8813 |
|
0.382 |
0.8810 |
|
LOW |
0.8799 |
|
0.618 |
0.8780 |
|
1.000 |
0.8769 |
|
1.618 |
0.8751 |
|
2.618 |
0.8721 |
|
4.250 |
0.8673 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8846 |
| PP |
0.8812 |
0.8834 |
| S1 |
0.8811 |
0.8822 |
|