CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 0.8776 0.8793 0.0017 0.2% 0.8768
High 0.8812 0.8829 0.0017 0.2% 0.8829
Low 0.8753 0.8771 0.0019 0.2% 0.8740
Close 0.8795 0.8821 0.0026 0.3% 0.8821
Range 0.0060 0.0058 -0.0002 -3.4% 0.0089
ATR 0.0050 0.0051 0.0001 1.0% 0.0000
Volume 105,763 121,897 16,134 15.3% 494,810
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8979 0.8957 0.8852
R3 0.8922 0.8900 0.8836
R2 0.8864 0.8864 0.8831
R1 0.8842 0.8842 0.8826 0.8853
PP 0.8807 0.8807 0.8807 0.8812
S1 0.8785 0.8785 0.8815 0.8796
S2 0.8749 0.8749 0.8810
S3 0.8692 0.8727 0.8805
S4 0.8634 0.8670 0.8789
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.9062 0.9030 0.8869
R3 0.8973 0.8941 0.8845
R2 0.8885 0.8885 0.8837
R1 0.8853 0.8853 0.8829 0.8869
PP 0.8796 0.8796 0.8796 0.8804
S1 0.8764 0.8764 0.8812 0.8780
S2 0.8708 0.8708 0.8804
S3 0.8619 0.8676 0.8796
S4 0.8531 0.8587 0.8772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8829 0.8740 0.0089 1.0% 0.0049 0.6% 91% True False 98,962
10 0.8833 0.8740 0.0093 1.0% 0.0050 0.6% 87% False False 101,493
20 0.8919 0.8722 0.0197 2.2% 0.0052 0.6% 50% False False 107,903
40 0.9172 0.8722 0.0450 5.1% 0.0052 0.6% 22% False False 108,456
60 0.9173 0.8722 0.0452 5.1% 0.0048 0.5% 22% False False 79,709
80 0.9206 0.8722 0.0485 5.5% 0.0047 0.5% 20% False False 59,800
100 0.9206 0.8722 0.0485 5.5% 0.0046 0.5% 20% False False 47,849
120 0.9226 0.8722 0.0504 5.7% 0.0044 0.5% 20% False False 39,875
Crabel Price Patterns
NR True
NR4 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9073
2.618 0.8979
1.618 0.8922
1.000 0.8886
0.618 0.8864
HIGH 0.8829
0.618 0.8807
0.500 0.8800
0.382 0.8793
LOW 0.8771
0.618 0.8735
1.000 0.8714
1.618 0.8678
2.618 0.8620
4.250 0.8527
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 0.8814 0.8811
PP 0.8807 0.8801
S1 0.8800 0.8791

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

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