CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 07-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8975 |
0.8980 |
0.0005 |
0.1% |
0.9036 |
High |
0.8998 |
0.8995 |
-0.0003 |
0.0% |
0.9052 |
Low |
0.8950 |
0.8961 |
0.0011 |
0.1% |
0.8926 |
Close |
0.8979 |
0.8963 |
-0.0016 |
-0.2% |
0.9010 |
Range |
0.0048 |
0.0034 |
-0.0014 |
-29.2% |
0.0126 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
113,307 |
78,243 |
-35,064 |
-30.9% |
653,120 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9075 |
0.9053 |
0.8982 |
|
R3 |
0.9041 |
0.9019 |
0.8972 |
|
R2 |
0.9007 |
0.9007 |
0.8969 |
|
R1 |
0.8985 |
0.8985 |
0.8966 |
0.8979 |
PP |
0.8973 |
0.8973 |
0.8973 |
0.8970 |
S1 |
0.8951 |
0.8951 |
0.8960 |
0.8945 |
S2 |
0.8939 |
0.8939 |
0.8957 |
|
S3 |
0.8905 |
0.8917 |
0.8954 |
|
S4 |
0.8871 |
0.8883 |
0.8944 |
|
|
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 |
0.8950 |
0.0078 |
0.9% |
0.0045 |
0.5% |
17% |
False |
False |
103,454 |
10 |
0.9075 |
0.8926 |
0.0149 |
1.7% |
0.0051 |
0.6% |
25% |
False |
False |
114,576 |
20 |
0.9172 |
0.8926 |
0.0246 |
2.7% |
0.0049 |
0.5% |
15% |
False |
False |
106,519 |
40 |
0.9173 |
0.8926 |
0.0247 |
2.8% |
0.0045 |
0.5% |
15% |
False |
False |
61,985 |
60 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0044 |
0.5% |
13% |
False |
False |
41,348 |
80 |
0.9206 |
0.8926 |
0.0280 |
3.1% |
0.0045 |
0.5% |
13% |
False |
False |
31,022 |
100 |
0.9226 |
0.8926 |
0.0300 |
3.3% |
0.0043 |
0.5% |
12% |
False |
False |
24,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9139 |
2.618 |
0.9084 |
1.618 |
0.9050 |
1.000 |
0.9029 |
0.618 |
0.9016 |
HIGH |
0.8995 |
0.618 |
0.8982 |
0.500 |
0.8978 |
0.382 |
0.8973 |
LOW |
0.8961 |
0.618 |
0.8939 |
1.000 |
0.8927 |
1.618 |
0.8905 |
2.618 |
0.8871 |
4.250 |
0.8816 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8978 |
0.8987 |
PP |
0.8973 |
0.8979 |
S1 |
0.8968 |
0.8971 |
|