CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8845 |
0.8869 |
0.0024 |
0.3% |
0.8829 |
| High |
0.8894 |
0.8873 |
-0.0022 |
-0.2% |
0.8899 |
| Low |
0.8812 |
0.8817 |
0.0005 |
0.1% |
0.8788 |
| Close |
0.8890 |
0.8821 |
-0.0069 |
-0.8% |
0.8890 |
| Range |
0.0082 |
0.0056 |
-0.0026 |
-31.7% |
0.0111 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
0.9% |
0.0000 |
| Volume |
9,936 |
28,197 |
18,261 |
183.8% |
24,723 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9005 |
0.8969 |
0.8852 |
|
| R3 |
0.8949 |
0.8913 |
0.8836 |
|
| R2 |
0.8893 |
0.8893 |
0.8831 |
|
| R1 |
0.8857 |
0.8857 |
0.8826 |
0.8847 |
| PP |
0.8837 |
0.8837 |
0.8837 |
0.8832 |
| S1 |
0.8801 |
0.8801 |
0.8816 |
0.8791 |
| S2 |
0.8781 |
0.8781 |
0.8811 |
|
| S3 |
0.8725 |
0.8745 |
0.8806 |
|
| S4 |
0.8669 |
0.8689 |
0.8790 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9190 |
0.9150 |
0.8950 |
|
| R3 |
0.9080 |
0.9040 |
0.8920 |
|
| R2 |
0.8969 |
0.8969 |
0.8910 |
|
| R1 |
0.8929 |
0.8929 |
0.8900 |
0.8949 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8869 |
| S1 |
0.8819 |
0.8819 |
0.8879 |
0.8839 |
| S2 |
0.8748 |
0.8748 |
0.8869 |
|
| S3 |
0.8638 |
0.8708 |
0.8859 |
|
| S4 |
0.8527 |
0.8598 |
0.8829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8899 |
0.8795 |
0.0104 |
1.2% |
0.0072 |
0.8% |
25% |
False |
False |
10,314 |
| 10 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0078 |
0.9% |
66% |
False |
False |
5,706 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0065 |
0.7% |
66% |
False |
False |
3,082 |
| 40 |
0.8912 |
0.8672 |
0.0240 |
2.7% |
0.0054 |
0.6% |
62% |
False |
False |
1,620 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0050 |
0.6% |
29% |
False |
False |
1,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9111 |
|
2.618 |
0.9019 |
|
1.618 |
0.8963 |
|
1.000 |
0.8929 |
|
0.618 |
0.8907 |
|
HIGH |
0.8873 |
|
0.618 |
0.8851 |
|
0.500 |
0.8845 |
|
0.382 |
0.8838 |
|
LOW |
0.8817 |
|
0.618 |
0.8782 |
|
1.000 |
0.8761 |
|
1.618 |
0.8726 |
|
2.618 |
0.8670 |
|
4.250 |
0.8579 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8845 |
0.8853 |
| PP |
0.8837 |
0.8842 |
| S1 |
0.8829 |
0.8832 |
|