CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8692 |
0.8673 |
-0.0019 |
-0.2% |
0.8752 |
| High |
0.8704 |
0.8678 |
-0.0027 |
-0.3% |
0.8755 |
| Low |
0.8671 |
0.8598 |
-0.0073 |
-0.8% |
0.8673 |
| Close |
0.8676 |
0.8616 |
-0.0060 |
-0.7% |
0.8698 |
| Range |
0.0034 |
0.0080 |
0.0046 |
137.3% |
0.0082 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
6.3% |
0.0000 |
| Volume |
79,656 |
115,636 |
35,980 |
45.2% |
295,231 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8869 |
0.8822 |
0.8659 |
|
| R3 |
0.8789 |
0.8742 |
0.8637 |
|
| R2 |
0.8710 |
0.8710 |
0.8630 |
|
| R1 |
0.8663 |
0.8663 |
0.8623 |
0.8647 |
| PP |
0.8630 |
0.8630 |
0.8630 |
0.8622 |
| S1 |
0.8583 |
0.8583 |
0.8608 |
0.8567 |
| S2 |
0.8551 |
0.8551 |
0.8601 |
|
| S3 |
0.8471 |
0.8504 |
0.8594 |
|
| S4 |
0.8392 |
0.8424 |
0.8572 |
|
|
| 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 |
0.8598 |
0.0129 |
1.5% |
0.0038 |
0.4% |
14% |
False |
True |
75,058 |
| 10 |
0.8814 |
0.8598 |
0.0216 |
2.5% |
0.0037 |
0.4% |
8% |
False |
True |
69,136 |
| 20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0039 |
0.5% |
7% |
False |
True |
77,009 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
6% |
False |
True |
40,045 |
| 60 |
0.8912 |
0.8598 |
0.0314 |
3.6% |
0.0049 |
0.6% |
6% |
False |
True |
26,750 |
| 80 |
0.9181 |
0.8598 |
0.0583 |
6.8% |
0.0048 |
0.6% |
3% |
False |
True |
20,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9015 |
|
2.618 |
0.8886 |
|
1.618 |
0.8806 |
|
1.000 |
0.8757 |
|
0.618 |
0.8727 |
|
HIGH |
0.8678 |
|
0.618 |
0.8647 |
|
0.500 |
0.8638 |
|
0.382 |
0.8628 |
|
LOW |
0.8598 |
|
0.618 |
0.8549 |
|
1.000 |
0.8519 |
|
1.618 |
0.8469 |
|
2.618 |
0.8390 |
|
4.250 |
0.8260 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8638 |
0.8651 |
| PP |
0.8630 |
0.8639 |
| S1 |
0.8623 |
0.8627 |
|