CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8778 |
-0.0024 |
-0.3% |
0.8869 |
| High |
0.8811 |
0.8816 |
0.0006 |
0.1% |
0.8873 |
| Low |
0.8760 |
0.8763 |
0.0004 |
0.0% |
0.8786 |
| Close |
0.8778 |
0.8813 |
0.0035 |
0.4% |
0.8826 |
| Range |
0.0051 |
0.0053 |
0.0002 |
3.9% |
0.0087 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,016 |
89,570 |
-446 |
-0.5% |
384,644 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8956 |
0.8938 |
0.8842 |
|
| R3 |
0.8903 |
0.8885 |
0.8828 |
|
| R2 |
0.8850 |
0.8850 |
0.8823 |
|
| R1 |
0.8832 |
0.8832 |
0.8818 |
0.8841 |
| PP |
0.8797 |
0.8797 |
0.8797 |
0.8802 |
| S1 |
0.8779 |
0.8779 |
0.8808 |
0.8788 |
| S2 |
0.8744 |
0.8744 |
0.8803 |
|
| S3 |
0.8691 |
0.8726 |
0.8798 |
|
| S4 |
0.8638 |
0.8673 |
0.8784 |
|
|
| 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% |
0.0041 |
0.5% |
65% |
False |
False |
83,574 |
| 10 |
0.8894 |
0.8760 |
0.0135 |
1.5% |
0.0046 |
0.5% |
40% |
False |
False |
71,303 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0061 |
0.7% |
62% |
False |
False |
36,727 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
62% |
False |
False |
18,480 |
| 60 |
0.9127 |
0.8672 |
0.0455 |
5.2% |
0.0050 |
0.6% |
31% |
False |
False |
12,338 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0046 |
0.5% |
28% |
False |
False |
9,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9041 |
|
2.618 |
0.8955 |
|
1.618 |
0.8902 |
|
1.000 |
0.8869 |
|
0.618 |
0.8849 |
|
HIGH |
0.8816 |
|
0.618 |
0.8796 |
|
0.500 |
0.8790 |
|
0.382 |
0.8783 |
|
LOW |
0.8763 |
|
0.618 |
0.8730 |
|
1.000 |
0.8710 |
|
1.618 |
0.8677 |
|
2.618 |
0.8624 |
|
4.250 |
0.8538 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8805 |
0.8806 |
| PP |
0.8797 |
0.8800 |
| S1 |
0.8790 |
0.8793 |
|