CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8716 |
0.8703 |
-0.0013 |
-0.1% |
0.8803 |
| High |
0.8727 |
0.8705 |
-0.0022 |
-0.2% |
0.8832 |
| Low |
0.8698 |
0.8673 |
-0.0025 |
-0.3% |
0.8743 |
| Close |
0.8704 |
0.8695 |
-0.0009 |
-0.1% |
0.8747 |
| Range |
0.0029 |
0.0032 |
0.0003 |
10.3% |
0.0089 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
77,680 |
61,837 |
-15,843 |
-20.4% |
280,303 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8787 |
0.8773 |
0.8713 |
|
| R3 |
0.8755 |
0.8741 |
0.8704 |
|
| R2 |
0.8723 |
0.8723 |
0.8701 |
|
| R1 |
0.8709 |
0.8709 |
0.8698 |
0.8700 |
| PP |
0.8691 |
0.8691 |
0.8691 |
0.8687 |
| S1 |
0.8677 |
0.8677 |
0.8692 |
0.8668 |
| S2 |
0.8659 |
0.8659 |
0.8689 |
|
| S3 |
0.8627 |
0.8645 |
0.8686 |
|
| S4 |
0.8595 |
0.8613 |
0.8677 |
|
|
| 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 |
0.8772 |
0.8673 |
0.0099 |
1.1% |
0.0031 |
0.4% |
22% |
False |
True |
62,366 |
| 10 |
0.8849 |
0.8673 |
0.0176 |
2.0% |
0.0038 |
0.4% |
13% |
False |
True |
71,908 |
| 20 |
0.8894 |
0.8673 |
0.0221 |
2.5% |
0.0042 |
0.5% |
10% |
False |
True |
67,374 |
| 40 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0052 |
0.6% |
10% |
False |
False |
34,183 |
| 60 |
0.8998 |
0.8672 |
0.0326 |
3.7% |
0.0048 |
0.6% |
7% |
False |
False |
22,823 |
| 80 |
0.9181 |
0.8672 |
0.0509 |
5.9% |
0.0047 |
0.5% |
5% |
False |
False |
17,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8841 |
|
2.618 |
0.8789 |
|
1.618 |
0.8757 |
|
1.000 |
0.8737 |
|
0.618 |
0.8725 |
|
HIGH |
0.8705 |
|
0.618 |
0.8693 |
|
0.500 |
0.8689 |
|
0.382 |
0.8685 |
|
LOW |
0.8673 |
|
0.618 |
0.8653 |
|
1.000 |
0.8641 |
|
1.618 |
0.8621 |
|
2.618 |
0.8589 |
|
4.250 |
0.8537 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8693 |
0.8700 |
| PP |
0.8691 |
0.8698 |
| S1 |
0.8689 |
0.8697 |
|