CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8814 |
0.8802 |
-0.0012 |
-0.1% |
0.8869 |
| High |
0.8826 |
0.8811 |
-0.0016 |
-0.2% |
0.8873 |
| Low |
0.8800 |
0.8760 |
-0.0041 |
-0.5% |
0.8786 |
| Close |
0.8801 |
0.8778 |
-0.0023 |
-0.3% |
0.8826 |
| Range |
0.0026 |
0.0051 |
0.0025 |
96.2% |
0.0087 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
73,639 |
90,016 |
16,377 |
22.2% |
384,644 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8936 |
0.8908 |
0.8806 |
|
| R3 |
0.8885 |
0.8857 |
0.8792 |
|
| R2 |
0.8834 |
0.8834 |
0.8787 |
|
| R1 |
0.8806 |
0.8806 |
0.8783 |
0.8794 |
| PP |
0.8783 |
0.8783 |
0.8783 |
0.8777 |
| S1 |
0.8755 |
0.8755 |
0.8773 |
0.8743 |
| S2 |
0.8732 |
0.8732 |
0.8769 |
|
| S3 |
0.8681 |
0.8704 |
0.8764 |
|
| S4 |
0.8630 |
0.8653 |
0.8750 |
|
|
| 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 |
0.8842 |
0.8760 |
0.0082 |
0.9% |
0.0039 |
0.4% |
23% |
False |
True |
89,239 |
| 10 |
0.8894 |
0.8760 |
0.0135 |
1.5% |
0.0045 |
0.5% |
14% |
False |
True |
62,840 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0062 |
0.7% |
47% |
False |
False |
32,276 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
47% |
False |
False |
16,244 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0050 |
0.6% |
21% |
False |
False |
10,845 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0046 |
0.5% |
21% |
False |
False |
8,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9027 |
|
2.618 |
0.8944 |
|
1.618 |
0.8893 |
|
1.000 |
0.8862 |
|
0.618 |
0.8842 |
|
HIGH |
0.8811 |
|
0.618 |
0.8791 |
|
0.500 |
0.8785 |
|
0.382 |
0.8779 |
|
LOW |
0.8760 |
|
0.618 |
0.8728 |
|
1.000 |
0.8709 |
|
1.618 |
0.8677 |
|
2.618 |
0.8626 |
|
4.250 |
0.8543 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8785 |
0.8795 |
| PP |
0.8783 |
0.8789 |
| S1 |
0.8780 |
0.8784 |
|