CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8773 |
0.8771 |
-0.0003 |
0.0% |
0.8827 |
| High |
0.8783 |
0.8772 |
-0.0011 |
-0.1% |
0.8849 |
| Low |
0.8751 |
0.8743 |
-0.0008 |
-0.1% |
0.8760 |
| Close |
0.8766 |
0.8747 |
-0.0020 |
-0.2% |
0.8805 |
| Range |
0.0033 |
0.0030 |
-0.0003 |
-9.2% |
0.0089 |
| ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
67,049 |
57,085 |
-9,964 |
-14.9% |
412,914 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8842 |
0.8824 |
0.8763 |
|
| R3 |
0.8813 |
0.8794 |
0.8755 |
|
| R2 |
0.8783 |
0.8783 |
0.8752 |
|
| R1 |
0.8765 |
0.8765 |
0.8749 |
0.8759 |
| PP |
0.8754 |
0.8754 |
0.8754 |
0.8751 |
| S1 |
0.8735 |
0.8735 |
0.8744 |
0.8730 |
| S2 |
0.8724 |
0.8724 |
0.8741 |
|
| S3 |
0.8695 |
0.8706 |
0.8738 |
|
| S4 |
0.8665 |
0.8676 |
0.8730 |
|
|
| 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 |
0.8743 |
0.0106 |
1.2% |
0.0041 |
0.5% |
4% |
False |
True |
74,953 |
| 10 |
0.8849 |
0.8743 |
0.0106 |
1.2% |
0.0041 |
0.5% |
4% |
False |
True |
79,264 |
| 20 |
0.8899 |
0.8675 |
0.0224 |
2.6% |
0.0057 |
0.7% |
32% |
False |
False |
55,257 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0053 |
0.6% |
33% |
False |
False |
27,842 |
| 60 |
0.9035 |
0.8672 |
0.0363 |
4.2% |
0.0049 |
0.6% |
21% |
False |
False |
18,579 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
15% |
False |
False |
13,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8897 |
|
2.618 |
0.8849 |
|
1.618 |
0.8820 |
|
1.000 |
0.8802 |
|
0.618 |
0.8790 |
|
HIGH |
0.8772 |
|
0.618 |
0.8761 |
|
0.500 |
0.8757 |
|
0.382 |
0.8754 |
|
LOW |
0.8743 |
|
0.618 |
0.8724 |
|
1.000 |
0.8713 |
|
1.618 |
0.8695 |
|
2.618 |
0.8665 |
|
4.250 |
0.8617 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8778 |
| PP |
0.8754 |
0.8768 |
| S1 |
0.8750 |
0.8757 |
|