CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8711 |
0.8716 |
0.0005 |
0.1% |
0.8803 |
| High |
0.8725 |
0.8727 |
0.0002 |
0.0% |
0.8832 |
| Low |
0.8706 |
0.8698 |
-0.0008 |
-0.1% |
0.8743 |
| Close |
0.8715 |
0.8704 |
-0.0011 |
-0.1% |
0.8747 |
| Range |
0.0019 |
0.0029 |
0.0010 |
52.6% |
0.0089 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
55,583 |
77,680 |
22,097 |
39.8% |
280,303 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8796 |
0.8779 |
0.8719 |
|
| R3 |
0.8767 |
0.8750 |
0.8711 |
|
| R2 |
0.8738 |
0.8738 |
0.8709 |
|
| R1 |
0.8721 |
0.8721 |
0.8706 |
0.8715 |
| PP |
0.8709 |
0.8709 |
0.8709 |
0.8706 |
| S1 |
0.8692 |
0.8692 |
0.8701 |
0.8686 |
| S2 |
0.8680 |
0.8680 |
0.8698 |
|
| S3 |
0.8651 |
0.8663 |
0.8696 |
|
| S4 |
0.8622 |
0.8634 |
0.8688 |
|
|
| 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 |
0.8783 |
0.8698 |
0.0086 |
1.0% |
0.0031 |
0.4% |
7% |
False |
True |
63,409 |
| 10 |
0.8849 |
0.8698 |
0.0151 |
1.7% |
0.0040 |
0.5% |
4% |
False |
True |
74,726 |
| 20 |
0.8894 |
0.8698 |
0.0197 |
2.3% |
0.0044 |
0.5% |
3% |
False |
True |
64,574 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0053 |
0.6% |
14% |
False |
False |
32,645 |
| 60 |
0.9020 |
0.8672 |
0.0348 |
4.0% |
0.0048 |
0.6% |
9% |
False |
False |
21,792 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.8% |
0.0047 |
0.5% |
6% |
False |
False |
16,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8850 |
|
2.618 |
0.8802 |
|
1.618 |
0.8773 |
|
1.000 |
0.8756 |
|
0.618 |
0.8744 |
|
HIGH |
0.8727 |
|
0.618 |
0.8715 |
|
0.500 |
0.8712 |
|
0.382 |
0.8709 |
|
LOW |
0.8698 |
|
0.618 |
0.8680 |
|
1.000 |
0.8669 |
|
1.618 |
0.8651 |
|
2.618 |
0.8622 |
|
4.250 |
0.8574 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8712 |
0.8726 |
| PP |
0.8709 |
0.8719 |
| S1 |
0.8706 |
0.8711 |
|