CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8803 |
0.8808 |
0.0005 |
0.1% |
0.8827 |
| High |
0.8832 |
0.8814 |
-0.0018 |
-0.2% |
0.8849 |
| Low |
0.8800 |
0.8762 |
-0.0038 |
-0.4% |
0.8760 |
| Close |
0.8802 |
0.8771 |
-0.0031 |
-0.4% |
0.8805 |
| Range |
0.0032 |
0.0053 |
0.0021 |
64.1% |
0.0089 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
79,458 |
76,711 |
-2,747 |
-3.5% |
412,914 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8940 |
0.8908 |
0.8799 |
|
| R3 |
0.8887 |
0.8855 |
0.8785 |
|
| R2 |
0.8835 |
0.8835 |
0.8780 |
|
| R1 |
0.8803 |
0.8803 |
0.8775 |
0.8792 |
| PP |
0.8782 |
0.8782 |
0.8782 |
0.8777 |
| S1 |
0.8750 |
0.8750 |
0.8766 |
0.8740 |
| S2 |
0.8730 |
0.8730 |
0.8761 |
|
| S3 |
0.8677 |
0.8698 |
0.8756 |
|
| S4 |
0.8625 |
0.8645 |
0.8742 |
|
|
| 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% |
0.0049 |
0.6% |
12% |
False |
False |
86,043 |
| 10 |
0.8849 |
0.8760 |
0.0089 |
1.0% |
0.0044 |
0.5% |
12% |
False |
False |
86,335 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0059 |
0.7% |
44% |
False |
False |
49,085 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
44% |
False |
False |
24,741 |
| 60 |
0.9035 |
0.8672 |
0.0363 |
4.1% |
0.0050 |
0.6% |
27% |
False |
False |
16,512 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
19% |
False |
False |
12,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8951 |
|
1.618 |
0.8899 |
|
1.000 |
0.8867 |
|
0.618 |
0.8846 |
|
HIGH |
0.8814 |
|
0.618 |
0.8794 |
|
0.500 |
0.8788 |
|
0.382 |
0.8782 |
|
LOW |
0.8762 |
|
0.618 |
0.8729 |
|
1.000 |
0.8709 |
|
1.618 |
0.8677 |
|
2.618 |
0.8624 |
|
4.250 |
0.8538 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8788 |
0.8805 |
| PP |
0.8782 |
0.8794 |
| S1 |
0.8776 |
0.8782 |
|