CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 0.8991 0.9015 0.0024 0.3% 0.9036
High 0.9022 0.9028 0.0006 0.1% 0.9052
Low 0.8974 0.8989 0.0015 0.2% 0.8926
Close 0.9010 0.9021 0.0012 0.1% 0.9010
Range 0.0048 0.0039 -0.0009 -18.8% 0.0126
ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000
Volume 132,180 100,771 -31,409 -23.8% 653,120
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9129 0.9114 0.9042
R3 0.9090 0.9075 0.9032
R2 0.9051 0.9051 0.9028
R1 0.9036 0.9036 0.9025 0.9044
PP 0.9012 0.9012 0.9012 0.9016
S1 0.8997 0.8997 0.9017 0.9005
S2 0.8973 0.8973 0.9014
S3 0.8934 0.8958 0.9010
S4 0.8895 0.8919 0.9000
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9372 0.9316 0.9079
R3 0.9247 0.9191 0.9044
R2 0.9121 0.9121 0.9033
R1 0.9065 0.9065 0.9021 0.9031
PP 0.8996 0.8996 0.8996 0.8978
S1 0.8940 0.8940 0.8998 0.8905
S2 0.8870 0.8870 0.8986
S3 0.8745 0.8814 0.8975
S4 0.8619 0.8689 0.8940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9028 0.8926 0.0102 1.1% 0.0056 0.6% 94% True False 130,138
10 0.9171 0.8926 0.0245 2.7% 0.0053 0.6% 39% False False 117,816
20 0.9172 0.8926 0.0246 2.7% 0.0049 0.5% 39% False False 108,771
40 0.9173 0.8926 0.0247 2.7% 0.0043 0.5% 38% False False 54,883
60 0.9206 0.8926 0.0280 3.1% 0.0044 0.5% 34% False False 36,613
80 0.9206 0.8926 0.0280 3.1% 0.0044 0.5% 34% False False 27,468
100 0.9226 0.8926 0.0300 3.3% 0.0042 0.5% 32% False False 21,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9193
2.618 0.9130
1.618 0.9091
1.000 0.9067
0.618 0.9052
HIGH 0.9028
0.618 0.9013
0.500 0.9008
0.382 0.9003
LOW 0.8989
0.618 0.8964
1.000 0.8950
1.618 0.8925
2.618 0.8886
4.250 0.8823
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 0.9017 0.9006
PP 0.9012 0.8992
S1 0.9008 0.8977

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

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