CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 0.8962 0.8913 -0.0049 -0.5% 0.9015
High 0.8972 0.8919 -0.0054 -0.6% 0.9028
Low 0.8912 0.8821 -0.0091 -1.0% 0.8912
Close 0.8917 0.8827 -0.0090 -1.0% 0.8917
Range 0.0060 0.0098 0.0038 62.5% 0.0116
ATR 0.0048 0.0052 0.0004 7.2% 0.0000
Volume 145,083 96,834 -48,249 -33.3% 530,176
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9148 0.9085 0.8881
R3 0.9051 0.8988 0.8854
R2 0.8953 0.8953 0.8845
R1 0.8890 0.8890 0.8836 0.8873
PP 0.8856 0.8856 0.8856 0.8847
S1 0.8793 0.8793 0.8818 0.8775
S2 0.8758 0.8758 0.8809
S3 0.8661 0.8695 0.8800
S4 0.8563 0.8598 0.8773
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9299 0.9223 0.8981
R3 0.9183 0.9108 0.8949
R2 0.9068 0.9068 0.8938
R1 0.8992 0.8992 0.8928 0.8972
PP 0.8952 0.8952 0.8952 0.8942
S1 0.8877 0.8877 0.8906 0.8857
S2 0.8837 0.8837 0.8896
S3 0.8721 0.8761 0.8885
S4 0.8606 0.8646 0.8853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9024 0.8821 0.0203 2.3% 0.0059 0.7% 3% False True 105,247
10 0.9028 0.8821 0.0207 2.3% 0.0058 0.7% 3% False True 117,693
20 0.9172 0.8821 0.0351 4.0% 0.0054 0.6% 2% False True 110,281
40 0.9173 0.8821 0.0352 4.0% 0.0046 0.5% 2% False True 68,028
60 0.9206 0.8821 0.0385 4.4% 0.0046 0.5% 2% False True 45,378
80 0.9206 0.8821 0.0385 4.4% 0.0045 0.5% 2% False True 34,046
100 0.9226 0.8821 0.0405 4.6% 0.0043 0.5% 1% False True 27,238
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 0.0012
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 0.9333
2.618 0.9174
1.618 0.9076
1.000 0.9016
0.618 0.8979
HIGH 0.8919
0.618 0.8881
0.500 0.8870
0.382 0.8858
LOW 0.8821
0.618 0.8761
1.000 0.8724
1.618 0.8663
2.618 0.8566
4.250 0.8407
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 0.8870 0.8908
PP 0.8856 0.8881
S1 0.8841 0.8854

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

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