CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8752 |
0.8711 |
-0.0041 |
-0.5% |
0.8803 |
| High |
0.8755 |
0.8725 |
-0.0030 |
-0.3% |
0.8832 |
| Low |
0.8708 |
0.8706 |
-0.0002 |
0.0% |
0.8743 |
| Close |
0.8708 |
0.8715 |
0.0007 |
0.1% |
0.8747 |
| Range |
0.0047 |
0.0019 |
-0.0028 |
-59.6% |
0.0089 |
| ATR |
0.0050 |
0.0047 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
59,649 |
55,583 |
-4,066 |
-6.8% |
280,303 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8772 |
0.8762 |
0.8725 |
|
| R3 |
0.8753 |
0.8743 |
0.8720 |
|
| R2 |
0.8734 |
0.8734 |
0.8718 |
|
| R1 |
0.8724 |
0.8724 |
0.8716 |
0.8729 |
| PP |
0.8715 |
0.8715 |
0.8715 |
0.8717 |
| S1 |
0.8705 |
0.8705 |
0.8713 |
0.8710 |
| S2 |
0.8696 |
0.8696 |
0.8711 |
|
| S3 |
0.8677 |
0.8686 |
0.8709 |
|
| S4 |
0.8658 |
0.8667 |
0.8704 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9041 |
0.8983 |
0.8795 |
|
| R3 |
0.8952 |
0.8894 |
0.8771 |
|
| R2 |
0.8863 |
0.8863 |
0.8763 |
|
| R1 |
0.8805 |
0.8805 |
0.8755 |
0.8789 |
| PP |
0.8774 |
0.8774 |
0.8774 |
0.8766 |
| S1 |
0.8716 |
0.8716 |
0.8738 |
0.8700 |
| S2 |
0.8685 |
0.8685 |
0.8730 |
|
| S3 |
0.8596 |
0.8627 |
0.8722 |
|
| S4 |
0.8507 |
0.8538 |
0.8698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8814 |
0.8706 |
0.0109 |
1.2% |
0.0036 |
0.4% |
8% |
False |
True |
63,215 |
| 10 |
0.8849 |
0.8706 |
0.0143 |
1.6% |
0.0040 |
0.5% |
6% |
False |
True |
74,322 |
| 20 |
0.8899 |
0.8706 |
0.0193 |
2.2% |
0.0048 |
0.5% |
5% |
False |
True |
60,823 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0053 |
0.6% |
19% |
False |
False |
30,709 |
| 60 |
0.9035 |
0.8672 |
0.0363 |
4.2% |
0.0048 |
0.6% |
12% |
False |
False |
20,498 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
8% |
False |
False |
15,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8805 |
|
2.618 |
0.8774 |
|
1.618 |
0.8755 |
|
1.000 |
0.8744 |
|
0.618 |
0.8736 |
|
HIGH |
0.8725 |
|
0.618 |
0.8717 |
|
0.500 |
0.8715 |
|
0.382 |
0.8713 |
|
LOW |
0.8706 |
|
0.618 |
0.8694 |
|
1.000 |
0.8687 |
|
1.618 |
0.8675 |
|
2.618 |
0.8656 |
|
4.250 |
0.8625 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8715 |
0.8739 |
| PP |
0.8715 |
0.8731 |
| S1 |
0.8715 |
0.8723 |
|