CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8617 |
0.8637 |
0.0020 |
0.2% |
0.8692 |
| High |
0.8653 |
0.8665 |
0.0013 |
0.1% |
0.8704 |
| Low |
0.8611 |
0.8621 |
0.0011 |
0.1% |
0.8598 |
| Close |
0.8629 |
0.8658 |
0.0030 |
0.3% |
0.8658 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0106 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
99,242 |
96,110 |
-3,132 |
-3.2% |
490,254 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8780 |
0.8763 |
0.8682 |
|
| R3 |
0.8736 |
0.8719 |
0.8670 |
|
| R2 |
0.8692 |
0.8692 |
0.8666 |
|
| R1 |
0.8675 |
0.8675 |
0.8662 |
0.8684 |
| PP |
0.8648 |
0.8648 |
0.8648 |
0.8652 |
| S1 |
0.8631 |
0.8631 |
0.8654 |
0.8640 |
| S2 |
0.8604 |
0.8604 |
0.8650 |
|
| S3 |
0.8560 |
0.8587 |
0.8646 |
|
| S4 |
0.8516 |
0.8543 |
0.8634 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8971 |
0.8921 |
0.8716 |
|
| R3 |
0.8865 |
0.8815 |
0.8687 |
|
| R2 |
0.8759 |
0.8759 |
0.8677 |
|
| R1 |
0.8709 |
0.8709 |
0.8668 |
0.8681 |
| PP |
0.8653 |
0.8653 |
0.8653 |
0.8640 |
| S1 |
0.8603 |
0.8603 |
0.8648 |
0.8575 |
| S2 |
0.8547 |
0.8547 |
0.8639 |
|
| S3 |
0.8441 |
0.8497 |
0.8629 |
|
| S4 |
0.8335 |
0.8391 |
0.8600 |
|
|
| 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% |
0.0049 |
0.6% |
57% |
False |
False |
98,050 |
| 10 |
0.8755 |
0.8598 |
0.0157 |
1.8% |
0.0039 |
0.4% |
38% |
False |
False |
78,548 |
| 20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0040 |
0.5% |
24% |
False |
False |
78,906 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0051 |
0.6% |
20% |
False |
False |
47,403 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0049 |
0.6% |
20% |
False |
False |
31,662 |
| 80 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0048 |
0.6% |
10% |
False |
False |
23,758 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0045 |
0.5% |
10% |
False |
False |
19,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8852 |
|
2.618 |
0.8780 |
|
1.618 |
0.8736 |
|
1.000 |
0.8709 |
|
0.618 |
0.8692 |
|
HIGH |
0.8665 |
|
0.618 |
0.8648 |
|
0.500 |
0.8643 |
|
0.382 |
0.8638 |
|
LOW |
0.8621 |
|
0.618 |
0.8594 |
|
1.000 |
0.8577 |
|
1.618 |
0.8550 |
|
2.618 |
0.8506 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8653 |
0.8651 |
| PP |
0.8648 |
0.8643 |
| S1 |
0.8643 |
0.8636 |
|