CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 0.8973 0.8936 -0.0037 -0.4% 0.9103
High 0.8997 0.8994 -0.0003 0.0% 0.9171
Low 0.8929 0.8926 -0.0003 0.0% 0.9030
Close 0.8935 0.8981 0.0047 0.5% 0.9031
Range 0.0068 0.0068 0.0001 0.7% 0.0141
ATR 0.0047 0.0049 0.0001 3.1% 0.0000
Volume 133,807 132,987 -820 -0.6% 532,909
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9171 0.9144 0.9018
R3 0.9103 0.9076 0.9000
R2 0.9035 0.9035 0.8993
R1 0.9008 0.9008 0.8987 0.9022
PP 0.8967 0.8967 0.8967 0.8974
S1 0.8940 0.8940 0.8975 0.8954
S2 0.8899 0.8899 0.8969
S3 0.8831 0.8872 0.8962
S4 0.8763 0.8804 0.8944
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 0.9499 0.9405 0.9108
R3 0.9358 0.9265 0.9069
R2 0.9218 0.9218 0.9056
R1 0.9124 0.9124 0.9043 0.9101
PP 0.9077 0.9077 0.9077 0.9065
S1 0.8984 0.8984 0.9018 0.8960
S2 0.8937 0.8937 0.9005
S3 0.8796 0.8843 0.8992
S4 0.8656 0.8703 0.8953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9075 0.8926 0.0149 1.7% 0.0056 0.6% 37% False True 125,698
10 0.9171 0.8926 0.0245 2.7% 0.0054 0.6% 22% False True 114,566
20 0.9172 0.8926 0.0246 2.7% 0.0047 0.5% 22% False True 97,789
40 0.9173 0.8926 0.0247 2.8% 0.0043 0.5% 22% False True 49,062
60 0.9206 0.8926 0.0280 3.1% 0.0045 0.5% 20% False True 32,733
80 0.9206 0.8926 0.0280 3.1% 0.0044 0.5% 20% False True 24,557
100 0.9246 0.8926 0.0320 3.6% 0.0042 0.5% 17% False True 19,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.9283
2.618 0.9172
1.618 0.9104
1.000 0.9062
0.618 0.9036
HIGH 0.8994
0.618 0.8968
0.500 0.8960
0.382 0.8952
LOW 0.8926
0.618 0.8884
1.000 0.8858
1.618 0.8816
2.618 0.8748
4.250 0.8637
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 0.8974 0.8978
PP 0.8967 0.8975
S1 0.8960 0.8973

These figures are updated between 7pm and 10pm EST after a trading day.

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