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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 19 trading days
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

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

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