CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 01-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.8808 |
0.8847 |
0.0039 |
0.4% |
0.8782 |
High |
0.8899 |
0.8888 |
-0.0011 |
-0.1% |
0.8859 |
Low |
0.8795 |
0.8816 |
0.0021 |
0.2% |
0.8672 |
Close |
0.8854 |
0.8879 |
0.0026 |
0.3% |
0.8855 |
Range |
0.0104 |
0.0072 |
-0.0032 |
-30.9% |
0.0188 |
ATR |
0.0064 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
Volume |
2,660 |
5,837 |
3,177 |
119.4% |
4,145 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9075 |
0.9049 |
0.8918 |
|
R3 |
0.9004 |
0.8977 |
0.8899 |
|
R2 |
0.8932 |
0.8932 |
0.8892 |
|
R1 |
0.8906 |
0.8906 |
0.8886 |
0.8919 |
PP |
0.8861 |
0.8861 |
0.8861 |
0.8868 |
S1 |
0.8834 |
0.8834 |
0.8872 |
0.8848 |
S2 |
0.8789 |
0.8789 |
0.8866 |
|
S3 |
0.8718 |
0.8763 |
0.8859 |
|
S4 |
0.8646 |
0.8691 |
0.8840 |
|
|
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 |
0.8672 |
0.0227 |
2.6% |
0.0097 |
1.1% |
91% |
False |
False |
2,530 |
10 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0079 |
0.9% |
91% |
False |
False |
1,713 |
20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0062 |
0.7% |
91% |
False |
False |
992 |
40 |
0.8998 |
0.8672 |
0.0326 |
3.7% |
0.0051 |
0.6% |
64% |
False |
False |
547 |
60 |
0.9181 |
0.8672 |
0.0509 |
5.7% |
0.0049 |
0.5% |
41% |
False |
False |
379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9191 |
2.618 |
0.9075 |
1.618 |
0.9003 |
1.000 |
0.8959 |
0.618 |
0.8932 |
HIGH |
0.8888 |
0.618 |
0.8860 |
0.500 |
0.8852 |
0.382 |
0.8843 |
LOW |
0.8816 |
0.618 |
0.8772 |
1.000 |
0.8745 |
1.618 |
0.8700 |
2.618 |
0.8629 |
4.250 |
0.8512 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8870 |
0.8867 |
PP |
0.8861 |
0.8855 |
S1 |
0.8852 |
0.8843 |
|