CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 0.8801 0.8755 -0.0047 -0.5% 0.8913
High 0.8801 0.8774 -0.0027 -0.3% 0.8919
Low 0.8740 0.8740 0.0001 0.0% 0.8740
Close 0.8756 0.8755 -0.0001 0.0% 0.8756
Range 0.0062 0.0034 -0.0028 -44.7% 0.0179
ATR 0.0052 0.0051 -0.0001 -2.5% 0.0000
Volume 130,195 112,579 -17,616 -13.5% 589,692
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8858 0.8841 0.8774
R3 0.8824 0.8807 0.8764
R2 0.8790 0.8790 0.8761
R1 0.8773 0.8773 0.8758 0.8782
PP 0.8756 0.8756 0.8756 0.8761
S1 0.8739 0.8739 0.8752 0.8748
S2 0.8722 0.8722 0.8749
S3 0.8688 0.8705 0.8746
S4 0.8654 0.8671 0.8736
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.9342 0.9228 0.8854
R3 0.9163 0.9049 0.8805
R2 0.8984 0.8984 0.8788
R1 0.8870 0.8870 0.8772 0.8837
PP 0.8805 0.8805 0.8805 0.8788
S1 0.8691 0.8691 0.8739 0.8658
S2 0.8626 0.8626 0.8723
S3 0.8447 0.8512 0.8706
S4 0.8268 0.8333 0.8657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8853 0.8740 0.0114 1.3% 0.0048 0.6% 14% False False 121,087
10 0.9024 0.8740 0.0284 3.2% 0.0054 0.6% 5% False False 113,167
20 0.9171 0.8740 0.0431 4.9% 0.0053 0.6% 4% False False 115,492
40 0.9172 0.8740 0.0432 4.9% 0.0046 0.5% 4% False False 83,136
60 0.9206 0.8740 0.0467 5.3% 0.0046 0.5% 3% False False 55,464
80 0.9206 0.8740 0.0467 5.3% 0.0046 0.5% 3% False False 41,611
100 0.9206 0.8740 0.0467 5.3% 0.0044 0.5% 3% False False 33,292
120 0.9246 0.8740 0.0506 5.8% 0.0043 0.5% 3% False False 27,743
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 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8919
2.618 0.8863
1.618 0.8829
1.000 0.8808
0.618 0.8795
HIGH 0.8774
0.618 0.8761
0.500 0.8757
0.382 0.8753
LOW 0.8740
0.618 0.8719
1.000 0.8706
1.618 0.8685
2.618 0.8651
4.250 0.8596
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 0.8757 0.8788
PP 0.8756 0.8777
S1 0.8756 0.8766

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

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