CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8768 |
0.8782 |
0.0015 |
0.2% |
0.8790 |
High |
0.8817 |
0.8782 |
-0.0035 |
-0.4% |
0.8817 |
Low |
0.8744 |
0.8713 |
-0.0032 |
-0.4% |
0.8713 |
Close |
0.8790 |
0.8714 |
-0.0076 |
-0.9% |
0.8790 |
Range |
0.0073 |
0.0070 |
-0.0004 |
-4.8% |
0.0104 |
ATR |
0.0048 |
0.0051 |
0.0002 |
4.2% |
0.0000 |
Volume |
2,309 |
885 |
-1,424 |
-61.7% |
3,616 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8945 |
0.8899 |
0.8752 |
|
R3 |
0.8875 |
0.8829 |
0.8733 |
|
R2 |
0.8806 |
0.8806 |
0.8726 |
|
R1 |
0.8760 |
0.8760 |
0.8720 |
0.8748 |
PP |
0.8736 |
0.8736 |
0.8736 |
0.8730 |
S1 |
0.8690 |
0.8690 |
0.8707 |
0.8678 |
S2 |
0.8667 |
0.8667 |
0.8701 |
|
S3 |
0.8597 |
0.8621 |
0.8694 |
|
S4 |
0.8528 |
0.8551 |
0.8675 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9085 |
0.9041 |
0.8847 |
|
R3 |
0.8981 |
0.8937 |
0.8818 |
|
R2 |
0.8877 |
0.8877 |
0.8809 |
|
R1 |
0.8833 |
0.8833 |
0.8799 |
0.8803 |
PP |
0.8773 |
0.8773 |
0.8773 |
0.8758 |
S1 |
0.8729 |
0.8729 |
0.8780 |
0.8699 |
S2 |
0.8669 |
0.8669 |
0.8770 |
|
S3 |
0.8565 |
0.8625 |
0.8761 |
|
S4 |
0.8461 |
0.8521 |
0.8732 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8817 |
0.8713 |
0.0105 |
1.2% |
0.0063 |
0.7% |
1% |
False |
True |
869 |
10 |
0.8883 |
0.8713 |
0.0171 |
2.0% |
0.0054 |
0.6% |
1% |
False |
True |
536 |
20 |
0.8883 |
0.8713 |
0.0171 |
2.0% |
0.0050 |
0.6% |
1% |
False |
True |
396 |
40 |
0.9035 |
0.8713 |
0.0322 |
3.7% |
0.0045 |
0.5% |
0% |
False |
True |
226 |
60 |
0.9181 |
0.8713 |
0.0468 |
5.4% |
0.0043 |
0.5% |
0% |
False |
True |
165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9077 |
2.618 |
0.8964 |
1.618 |
0.8894 |
1.000 |
0.8852 |
0.618 |
0.8825 |
HIGH |
0.8782 |
0.618 |
0.8755 |
0.500 |
0.8747 |
0.382 |
0.8739 |
LOW |
0.8713 |
0.618 |
0.8670 |
1.000 |
0.8643 |
1.618 |
0.8600 |
2.618 |
0.8531 |
4.250 |
0.8417 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8747 |
0.8765 |
PP |
0.8736 |
0.8748 |
S1 |
0.8725 |
0.8731 |
|