CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8808 |
0.8773 |
-0.0035 |
-0.4% |
0.8827 |
| High |
0.8814 |
0.8783 |
-0.0031 |
-0.4% |
0.8849 |
| Low |
0.8762 |
0.8751 |
-0.0011 |
-0.1% |
0.8760 |
| Close |
0.8771 |
0.8766 |
-0.0005 |
-0.1% |
0.8805 |
| Range |
0.0053 |
0.0033 |
-0.0020 |
-38.1% |
0.0089 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
76,711 |
67,049 |
-9,662 |
-12.6% |
412,914 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8864 |
0.8848 |
0.8784 |
|
| R3 |
0.8832 |
0.8815 |
0.8775 |
|
| R2 |
0.8799 |
0.8799 |
0.8772 |
|
| R1 |
0.8783 |
0.8783 |
0.8769 |
0.8775 |
| PP |
0.8767 |
0.8767 |
0.8767 |
0.8763 |
| S1 |
0.8750 |
0.8750 |
0.8763 |
0.8742 |
| S2 |
0.8734 |
0.8734 |
0.8760 |
|
| S3 |
0.8702 |
0.8718 |
0.8757 |
|
| S4 |
0.8669 |
0.8685 |
0.8748 |
|
|
| 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 |
0.8751 |
0.0098 |
1.1% |
0.0045 |
0.5% |
16% |
False |
True |
81,450 |
| 10 |
0.8849 |
0.8751 |
0.0098 |
1.1% |
0.0042 |
0.5% |
16% |
False |
True |
85,344 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0058 |
0.7% |
42% |
False |
False |
52,415 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0054 |
0.6% |
42% |
False |
False |
26,416 |
| 60 |
0.9035 |
0.8672 |
0.0363 |
4.1% |
0.0049 |
0.6% |
26% |
False |
False |
17,628 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
19% |
False |
False |
13,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8921 |
|
2.618 |
0.8868 |
|
1.618 |
0.8836 |
|
1.000 |
0.8816 |
|
0.618 |
0.8803 |
|
HIGH |
0.8783 |
|
0.618 |
0.8771 |
|
0.500 |
0.8767 |
|
0.382 |
0.8763 |
|
LOW |
0.8751 |
|
0.618 |
0.8730 |
|
1.000 |
0.8718 |
|
1.618 |
0.8698 |
|
2.618 |
0.8665 |
|
4.250 |
0.8612 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8767 |
0.8791 |
| PP |
0.8767 |
0.8783 |
| S1 |
0.8766 |
0.8774 |
|