CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 17-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.8778 |
0.8805 |
0.0027 |
0.3% |
0.8827 |
High |
0.8816 |
0.8849 |
0.0033 |
0.4% |
0.8849 |
Low |
0.8763 |
0.8793 |
0.0030 |
0.3% |
0.8760 |
Close |
0.8813 |
0.8805 |
-0.0009 |
-0.1% |
0.8805 |
Range |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0089 |
ATR |
0.0054 |
0.0054 |
0.0000 |
0.2% |
0.0000 |
Volume |
89,570 |
94,463 |
4,893 |
5.5% |
412,914 |
|
Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8983 |
0.8950 |
0.8835 |
|
R3 |
0.8927 |
0.8894 |
0.8820 |
|
R2 |
0.8871 |
0.8871 |
0.8815 |
|
R1 |
0.8838 |
0.8838 |
0.8810 |
0.8833 |
PP |
0.8815 |
0.8815 |
0.8815 |
0.8813 |
S1 |
0.8782 |
0.8782 |
0.8799 |
0.8777 |
S2 |
0.8759 |
0.8759 |
0.8794 |
|
S3 |
0.8703 |
0.8726 |
0.8789 |
|
S4 |
0.8647 |
0.8670 |
0.8774 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9071 |
0.9027 |
0.8853 |
|
R3 |
0.8982 |
0.8938 |
0.8829 |
|
R2 |
0.8893 |
0.8893 |
0.8821 |
|
R1 |
0.8849 |
0.8849 |
0.8813 |
0.8827 |
PP |
0.8804 |
0.8804 |
0.8804 |
0.8793 |
S1 |
0.8760 |
0.8760 |
0.8796 |
0.8738 |
S2 |
0.8715 |
0.8715 |
0.8788 |
|
S3 |
0.8626 |
0.8671 |
0.8780 |
|
S4 |
0.8537 |
0.8582 |
0.8756 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8849 |
0.8760 |
0.0089 |
1.0% |
0.0043 |
0.5% |
51% |
True |
False |
82,582 |
10 |
0.8873 |
0.8760 |
0.0113 |
1.3% |
0.0044 |
0.5% |
40% |
False |
False |
79,755 |
20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0062 |
0.7% |
59% |
False |
False |
41,436 |
40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
59% |
False |
False |
20,839 |
60 |
0.9077 |
0.8672 |
0.0406 |
4.6% |
0.0050 |
0.6% |
33% |
False |
False |
13,910 |
80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
26% |
False |
False |
10,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9087 |
2.618 |
0.8995 |
1.618 |
0.8939 |
1.000 |
0.8905 |
0.618 |
0.8883 |
HIGH |
0.8849 |
0.618 |
0.8827 |
0.500 |
0.8821 |
0.382 |
0.8814 |
LOW |
0.8793 |
0.618 |
0.8758 |
1.000 |
0.8737 |
1.618 |
0.8702 |
2.618 |
0.8646 |
4.250 |
0.8555 |
|
|
Fisher Pivots for day following 17-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8821 |
0.8804 |
PP |
0.8815 |
0.8804 |
S1 |
0.8810 |
0.8804 |
|