CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8696 |
0.8692 |
-0.0004 |
0.0% |
0.8752 |
| High |
0.8700 |
0.8704 |
0.0004 |
0.0% |
0.8755 |
| Low |
0.8685 |
0.8671 |
-0.0015 |
-0.2% |
0.8673 |
| Close |
0.8698 |
0.8676 |
-0.0023 |
-0.3% |
0.8698 |
| Range |
0.0015 |
0.0034 |
0.0019 |
123.3% |
0.0082 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
40,482 |
79,656 |
39,174 |
96.8% |
295,231 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8784 |
0.8763 |
0.8694 |
|
| R3 |
0.8750 |
0.8730 |
0.8685 |
|
| R2 |
0.8717 |
0.8717 |
0.8682 |
|
| R1 |
0.8696 |
0.8696 |
0.8679 |
0.8690 |
| PP |
0.8683 |
0.8683 |
0.8683 |
0.8680 |
| S1 |
0.8663 |
0.8663 |
0.8672 |
0.8656 |
| S2 |
0.8650 |
0.8650 |
0.8669 |
|
| S3 |
0.8616 |
0.8629 |
0.8666 |
|
| S4 |
0.8583 |
0.8596 |
0.8657 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8953 |
0.8907 |
0.8743 |
|
| R3 |
0.8872 |
0.8826 |
0.8720 |
|
| R2 |
0.8790 |
0.8790 |
0.8713 |
|
| R1 |
0.8744 |
0.8744 |
0.8705 |
0.8726 |
| PP |
0.8709 |
0.8709 |
0.8709 |
0.8700 |
| S1 |
0.8663 |
0.8663 |
0.8691 |
0.8645 |
| S2 |
0.8627 |
0.8627 |
0.8683 |
|
| S3 |
0.8546 |
0.8581 |
0.8676 |
|
| S4 |
0.8464 |
0.8500 |
0.8653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8727 |
0.8671 |
0.0056 |
0.6% |
0.0026 |
0.3% |
9% |
False |
True |
63,047 |
| 10 |
0.8832 |
0.8671 |
0.0161 |
1.9% |
0.0032 |
0.4% |
3% |
False |
True |
65,519 |
| 20 |
0.8873 |
0.8671 |
0.0202 |
2.3% |
0.0038 |
0.4% |
2% |
False |
True |
72,637 |
| 40 |
0.8899 |
0.8671 |
0.0228 |
2.6% |
0.0051 |
0.6% |
2% |
False |
True |
37,171 |
| 60 |
0.8953 |
0.8671 |
0.0283 |
3.3% |
0.0048 |
0.6% |
2% |
False |
True |
24,824 |
| 80 |
0.9181 |
0.8671 |
0.0510 |
5.9% |
0.0047 |
0.5% |
1% |
False |
True |
18,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8846 |
|
2.618 |
0.8792 |
|
1.618 |
0.8758 |
|
1.000 |
0.8738 |
|
0.618 |
0.8725 |
|
HIGH |
0.8704 |
|
0.618 |
0.8691 |
|
0.500 |
0.8687 |
|
0.382 |
0.8683 |
|
LOW |
0.8671 |
|
0.618 |
0.8650 |
|
1.000 |
0.8637 |
|
1.618 |
0.8616 |
|
2.618 |
0.8583 |
|
4.250 |
0.8528 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8687 |
0.8688 |
| PP |
0.8683 |
0.8684 |
| S1 |
0.8679 |
0.8680 |
|