CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8805 |
0.8803 |
-0.0002 |
0.0% |
0.8827 |
| High |
0.8849 |
0.8832 |
-0.0017 |
-0.2% |
0.8849 |
| Low |
0.8793 |
0.8800 |
0.0007 |
0.1% |
0.8760 |
| Close |
0.8805 |
0.8802 |
-0.0003 |
0.0% |
0.8805 |
| Range |
0.0056 |
0.0032 |
-0.0024 |
-42.9% |
0.0089 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
94,463 |
79,458 |
-15,005 |
-15.9% |
412,914 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8907 |
0.8886 |
0.8819 |
|
| R3 |
0.8875 |
0.8854 |
0.8810 |
|
| R2 |
0.8843 |
0.8843 |
0.8807 |
|
| R1 |
0.8822 |
0.8822 |
0.8804 |
0.8817 |
| PP |
0.8811 |
0.8811 |
0.8811 |
0.8808 |
| S1 |
0.8790 |
0.8790 |
0.8799 |
0.8785 |
| S2 |
0.8779 |
0.8779 |
0.8796 |
|
| S3 |
0.8747 |
0.8758 |
0.8793 |
|
| S4 |
0.8715 |
0.8726 |
0.8784 |
|
|
| 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% |
0.0044 |
0.5% |
47% |
False |
False |
85,429 |
| 10 |
0.8849 |
0.8760 |
0.0089 |
1.0% |
0.0041 |
0.5% |
47% |
False |
False |
84,881 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0060 |
0.7% |
57% |
False |
False |
45,294 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
57% |
False |
False |
22,824 |
| 60 |
0.9062 |
0.8672 |
0.0390 |
4.4% |
0.0050 |
0.6% |
33% |
False |
False |
15,234 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
26% |
False |
False |
11,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8968 |
|
2.618 |
0.8915 |
|
1.618 |
0.8883 |
|
1.000 |
0.8864 |
|
0.618 |
0.8851 |
|
HIGH |
0.8832 |
|
0.618 |
0.8819 |
|
0.500 |
0.8816 |
|
0.382 |
0.8812 |
|
LOW |
0.8800 |
|
0.618 |
0.8780 |
|
1.000 |
0.8768 |
|
1.618 |
0.8748 |
|
2.618 |
0.8716 |
|
4.250 |
0.8664 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8816 |
0.8806 |
| PP |
0.8811 |
0.8804 |
| S1 |
0.8806 |
0.8803 |
|