CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 16-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8790 |
0.8776 |
-0.0015 |
-0.2% |
0.8828 |
High |
0.8801 |
0.8776 |
-0.0025 |
-0.3% |
0.8883 |
Low |
0.8769 |
0.8721 |
-0.0049 |
-0.6% |
0.8763 |
Close |
0.8779 |
0.8733 |
-0.0046 |
-0.5% |
0.8789 |
Range |
0.0032 |
0.0055 |
0.0024 |
74.6% |
0.0120 |
ATR |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0000 |
Volume |
153 |
317 |
164 |
107.2% |
961 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8908 |
0.8875 |
0.8763 |
|
R3 |
0.8853 |
0.8820 |
0.8748 |
|
R2 |
0.8798 |
0.8798 |
0.8743 |
|
R1 |
0.8765 |
0.8765 |
0.8738 |
0.8754 |
PP |
0.8743 |
0.8743 |
0.8743 |
0.8737 |
S1 |
0.8710 |
0.8710 |
0.8727 |
0.8699 |
S2 |
0.8688 |
0.8688 |
0.8722 |
|
S3 |
0.8633 |
0.8655 |
0.8717 |
|
S4 |
0.8578 |
0.8600 |
0.8702 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9172 |
0.9100 |
0.8855 |
|
R3 |
0.9052 |
0.8980 |
0.8822 |
|
R2 |
0.8932 |
0.8932 |
0.8811 |
|
R1 |
0.8860 |
0.8860 |
0.8800 |
0.8836 |
PP |
0.8812 |
0.8812 |
0.8812 |
0.8800 |
S1 |
0.8740 |
0.8740 |
0.8778 |
0.8716 |
S2 |
0.8692 |
0.8692 |
0.8767 |
|
S3 |
0.8572 |
0.8620 |
0.8756 |
|
S4 |
0.8452 |
0.8500 |
0.8723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8877 |
0.8721 |
0.0157 |
1.8% |
0.0048 |
0.5% |
8% |
False |
True |
226 |
10 |
0.8883 |
0.8721 |
0.0163 |
1.9% |
0.0046 |
0.5% |
7% |
False |
True |
272 |
20 |
0.8883 |
0.8721 |
0.0163 |
1.9% |
0.0045 |
0.5% |
7% |
False |
True |
212 |
40 |
0.9181 |
0.8721 |
0.0460 |
5.3% |
0.0044 |
0.5% |
3% |
False |
True |
130 |
60 |
0.9181 |
0.8721 |
0.0460 |
5.3% |
0.0041 |
0.5% |
3% |
False |
True |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9009 |
2.618 |
0.8919 |
1.618 |
0.8864 |
1.000 |
0.8831 |
0.618 |
0.8809 |
HIGH |
0.8776 |
0.618 |
0.8754 |
0.500 |
0.8748 |
0.382 |
0.8742 |
LOW |
0.8721 |
0.618 |
0.8687 |
1.000 |
0.8666 |
1.618 |
0.8632 |
2.618 |
0.8577 |
4.250 |
0.8487 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8748 |
0.8761 |
PP |
0.8743 |
0.8751 |
S1 |
0.8738 |
0.8742 |
|