CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8615 |
0.8617 |
0.0002 |
0.0% |
0.8752 |
| High |
0.8653 |
0.8653 |
-0.0001 |
0.0% |
0.8755 |
| Low |
0.8607 |
0.8611 |
0.0004 |
0.0% |
0.8673 |
| Close |
0.8613 |
0.8629 |
0.0016 |
0.2% |
0.8698 |
| Range |
0.0047 |
0.0042 |
-0.0005 |
-9.7% |
0.0082 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
99,610 |
99,242 |
-368 |
-0.4% |
295,231 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8757 |
0.8735 |
0.8652 |
|
| R3 |
0.8715 |
0.8693 |
0.8640 |
|
| R2 |
0.8673 |
0.8673 |
0.8636 |
|
| R1 |
0.8651 |
0.8651 |
0.8632 |
0.8662 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8636 |
| S1 |
0.8609 |
0.8609 |
0.8625 |
0.8620 |
| S2 |
0.8589 |
0.8589 |
0.8621 |
|
| S3 |
0.8547 |
0.8567 |
0.8617 |
|
| S4 |
0.8505 |
0.8525 |
0.8605 |
|
|
| 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 |
0.8704 |
0.8598 |
0.0106 |
1.2% |
0.0043 |
0.5% |
29% |
False |
False |
86,925 |
| 10 |
0.8772 |
0.8598 |
0.0174 |
2.0% |
0.0037 |
0.4% |
18% |
False |
False |
74,646 |
| 20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0040 |
0.5% |
12% |
False |
False |
79,995 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
10% |
False |
False |
45,009 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0048 |
0.6% |
10% |
False |
False |
30,061 |
| 80 |
0.9181 |
0.8598 |
0.0583 |
6.8% |
0.0048 |
0.6% |
5% |
False |
False |
22,557 |
| 100 |
0.9184 |
0.8598 |
0.0586 |
6.8% |
0.0045 |
0.5% |
5% |
False |
False |
18,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8831 |
|
2.618 |
0.8762 |
|
1.618 |
0.8720 |
|
1.000 |
0.8695 |
|
0.618 |
0.8678 |
|
HIGH |
0.8653 |
|
0.618 |
0.8636 |
|
0.500 |
0.8632 |
|
0.382 |
0.8627 |
|
LOW |
0.8611 |
|
0.618 |
0.8585 |
|
1.000 |
0.8569 |
|
1.618 |
0.8543 |
|
2.618 |
0.8501 |
|
4.250 |
0.8432 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8632 |
0.8638 |
| PP |
0.8631 |
0.8635 |
| S1 |
0.8630 |
0.8632 |
|