CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8812 |
0.8816 |
0.0004 |
0.0% |
0.8858 |
| High |
0.8833 |
0.8818 |
-0.0015 |
-0.2% |
0.8862 |
| Low |
0.8788 |
0.8794 |
0.0006 |
0.1% |
0.8776 |
| Close |
0.8817 |
0.8808 |
-0.0009 |
-0.1% |
0.8817 |
| Range |
0.0045 |
0.0025 |
-0.0020 |
-44.9% |
0.0086 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
27,970 |
614 |
-27,356 |
-97.8% |
573,670 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8880 |
0.8869 |
0.8821 |
|
| R3 |
0.8856 |
0.8844 |
0.8815 |
|
| R2 |
0.8831 |
0.8831 |
0.8812 |
|
| R1 |
0.8820 |
0.8820 |
0.8810 |
0.8813 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8803 |
| S1 |
0.8795 |
0.8795 |
0.8806 |
0.8789 |
| S2 |
0.8782 |
0.8782 |
0.8804 |
|
| S3 |
0.8758 |
0.8771 |
0.8801 |
|
| S4 |
0.8733 |
0.8746 |
0.8795 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9076 |
0.9032 |
0.8864 |
|
| R3 |
0.8990 |
0.8946 |
0.8840 |
|
| R2 |
0.8904 |
0.8904 |
0.8832 |
|
| R1 |
0.8860 |
0.8860 |
0.8824 |
0.8839 |
| PP |
0.8818 |
0.8818 |
0.8818 |
0.8807 |
| S1 |
0.8774 |
0.8774 |
0.8809 |
0.8753 |
| S2 |
0.8732 |
0.8732 |
0.8801 |
|
| S3 |
0.8646 |
0.8688 |
0.8793 |
|
| S4 |
0.8560 |
0.8602 |
0.8769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8833 |
0.8776 |
0.0057 |
0.6% |
0.0038 |
0.4% |
57% |
False |
False |
90,764 |
| 10 |
0.8887 |
0.8776 |
0.0112 |
1.3% |
0.0056 |
0.6% |
29% |
False |
False |
119,441 |
| 20 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0065 |
0.7% |
66% |
False |
False |
123,709 |
| 40 |
0.8887 |
0.8657 |
0.0231 |
2.6% |
0.0057 |
0.7% |
66% |
False |
False |
112,804 |
| 60 |
0.9171 |
0.8657 |
0.0514 |
5.8% |
0.0056 |
0.6% |
29% |
False |
False |
113,634 |
| 80 |
0.9172 |
0.8657 |
0.0515 |
5.8% |
0.0052 |
0.6% |
29% |
False |
False |
96,565 |
| 100 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0050 |
0.6% |
28% |
False |
False |
77,274 |
| 120 |
0.9206 |
0.8657 |
0.0550 |
6.2% |
0.0049 |
0.6% |
28% |
False |
False |
64,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8922 |
|
2.618 |
0.8882 |
|
1.618 |
0.8858 |
|
1.000 |
0.8843 |
|
0.618 |
0.8833 |
|
HIGH |
0.8818 |
|
0.618 |
0.8809 |
|
0.500 |
0.8806 |
|
0.382 |
0.8803 |
|
LOW |
0.8794 |
|
0.618 |
0.8778 |
|
1.000 |
0.8769 |
|
1.618 |
0.8754 |
|
2.618 |
0.8729 |
|
4.250 |
0.8689 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8807 |
0.8810 |
| PP |
0.8807 |
0.8809 |
| S1 |
0.8806 |
0.8809 |
|