CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8823 |
0.0022 |
0.2% |
0.8869 |
| High |
0.8837 |
0.8842 |
0.0005 |
0.1% |
0.8873 |
| Low |
0.8795 |
0.8797 |
0.0002 |
0.0% |
0.8786 |
| Close |
0.8822 |
0.8826 |
0.0004 |
0.0% |
0.8826 |
| Range |
0.0042 |
0.0045 |
0.0003 |
7.1% |
0.0087 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
117,892 |
99,423 |
-18,469 |
-15.7% |
384,644 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8956 |
0.8936 |
0.8850 |
|
| R3 |
0.8911 |
0.8891 |
0.8838 |
|
| R2 |
0.8866 |
0.8866 |
0.8834 |
|
| R1 |
0.8846 |
0.8846 |
0.8830 |
0.8856 |
| PP |
0.8821 |
0.8821 |
0.8821 |
0.8826 |
| S1 |
0.8801 |
0.8801 |
0.8821 |
0.8811 |
| S2 |
0.8776 |
0.8776 |
0.8817 |
|
| S3 |
0.8731 |
0.8756 |
0.8813 |
|
| S4 |
0.8686 |
0.8711 |
0.8801 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9089 |
0.9044 |
0.8873 |
|
| R3 |
0.9002 |
0.8957 |
0.8849 |
|
| R2 |
0.8915 |
0.8915 |
0.8841 |
|
| R1 |
0.8870 |
0.8870 |
0.8833 |
0.8849 |
| PP |
0.8828 |
0.8828 |
0.8828 |
0.8817 |
| S1 |
0.8783 |
0.8783 |
0.8818 |
0.8762 |
| S2 |
0.8741 |
0.8741 |
0.8810 |
|
| S3 |
0.8654 |
0.8696 |
0.8802 |
|
| S4 |
0.8567 |
0.8609 |
0.8778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8873 |
0.8786 |
0.0087 |
1.0% |
0.0044 |
0.5% |
46% |
False |
False |
76,928 |
| 10 |
0.8899 |
0.8786 |
0.0113 |
1.3% |
0.0060 |
0.7% |
35% |
False |
False |
40,936 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0063 |
0.7% |
68% |
False |
False |
20,866 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
68% |
False |
False |
10,525 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0050 |
0.6% |
30% |
False |
False |
7,033 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0046 |
0.5% |
30% |
False |
False |
5,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9033 |
|
2.618 |
0.8959 |
|
1.618 |
0.8914 |
|
1.000 |
0.8887 |
|
0.618 |
0.8869 |
|
HIGH |
0.8842 |
|
0.618 |
0.8824 |
|
0.500 |
0.8819 |
|
0.382 |
0.8814 |
|
LOW |
0.8797 |
|
0.618 |
0.8769 |
|
1.000 |
0.8752 |
|
1.618 |
0.8724 |
|
2.618 |
0.8679 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8823 |
0.8822 |
| PP |
0.8821 |
0.8818 |
| S1 |
0.8819 |
0.8814 |
|