CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 0.8826 0.8805 -0.0021 -0.2% 0.9015
High 0.8853 0.8836 -0.0018 -0.2% 0.9028
Low 0.8792 0.8791 -0.0001 0.0% 0.8912
Close 0.8802 0.8825 0.0024 0.3% 0.8917
Range 0.0062 0.0045 -0.0017 -26.8% 0.0116
ATR 0.0053 0.0052 -0.0001 -1.0% 0.0000
Volume 134,039 132,229 -1,810 -1.4% 530,176
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8952 0.8934 0.8850
R3 0.8907 0.8889 0.8837
R2 0.8862 0.8862 0.8833
R1 0.8844 0.8844 0.8829 0.8853
PP 0.8817 0.8817 0.8817 0.8822
S1 0.8799 0.8799 0.8821 0.8808
S2 0.8772 0.8772 0.8817
S3 0.8727 0.8754 0.8813
S4 0.8682 0.8709 0.8800
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 0.8995 0.8791 0.0204 2.3% 0.0060 0.7% 17% False True 117,285
10 0.9028 0.8791 0.0237 2.7% 0.0056 0.6% 15% False True 115,844
20 0.9171 0.8791 0.0380 4.3% 0.0054 0.6% 9% False True 113,336
40 0.9172 0.8791 0.0381 4.3% 0.0046 0.5% 9% False True 74,669
60 0.9206 0.8791 0.0416 4.7% 0.0045 0.5% 8% False True 49,812
80 0.9206 0.8791 0.0416 4.7% 0.0045 0.5% 8% False True 37,372
100 0.9226 0.8791 0.0435 4.9% 0.0044 0.5% 8% False True 29,900
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8953
1.618 0.8908
1.000 0.8881
0.618 0.8863
HIGH 0.8836
0.618 0.8818
0.500 0.8813
0.382 0.8808
LOW 0.8791
0.618 0.8763
1.000 0.8746
1.618 0.8718
2.618 0.8673
4.250 0.8599
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 0.8821 0.8855
PP 0.8817 0.8845
S1 0.8813 0.8835

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

View Archives - Comment on this page... - Back to Index of Symbols