CME Japanese Yen Future March 2022
Trading Metrics calculated at close of trading on 10-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.8637 |
0.8654 |
0.0017 |
0.2% |
0.8692 |
High |
0.8665 |
0.8697 |
0.0032 |
0.4% |
0.8704 |
Low |
0.8621 |
0.8636 |
0.0015 |
0.2% |
0.8598 |
Close |
0.8658 |
0.8684 |
0.0026 |
0.3% |
0.8658 |
Range |
0.0044 |
0.0061 |
0.0017 |
38.6% |
0.0106 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.6% |
0.0000 |
Volume |
96,110 |
82,396 |
-13,714 |
-14.3% |
490,254 |
|
Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8855 |
0.8831 |
0.8718 |
|
R3 |
0.8794 |
0.8770 |
0.8701 |
|
R2 |
0.8733 |
0.8733 |
0.8695 |
|
R1 |
0.8709 |
0.8709 |
0.8690 |
0.8721 |
PP |
0.8672 |
0.8672 |
0.8672 |
0.8678 |
S1 |
0.8648 |
0.8648 |
0.8678 |
0.8660 |
S2 |
0.8611 |
0.8611 |
0.8673 |
|
S3 |
0.8550 |
0.8587 |
0.8667 |
|
S4 |
0.8489 |
0.8526 |
0.8650 |
|
|
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 |
0.8697 |
0.8598 |
0.0099 |
1.1% |
0.0055 |
0.6% |
87% |
True |
False |
98,598 |
10 |
0.8727 |
0.8598 |
0.0129 |
1.5% |
0.0040 |
0.5% |
67% |
False |
False |
80,823 |
20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0040 |
0.5% |
34% |
False |
False |
78,054 |
40 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
29% |
False |
False |
49,460 |
60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0049 |
0.6% |
29% |
False |
False |
33,035 |
80 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0048 |
0.6% |
15% |
False |
False |
24,788 |
100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0045 |
0.5% |
15% |
False |
False |
19,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8956 |
2.618 |
0.8856 |
1.618 |
0.8795 |
1.000 |
0.8758 |
0.618 |
0.8734 |
HIGH |
0.8697 |
0.618 |
0.8673 |
0.500 |
0.8666 |
0.382 |
0.8659 |
LOW |
0.8636 |
0.618 |
0.8598 |
1.000 |
0.8575 |
1.618 |
0.8537 |
2.618 |
0.8476 |
4.250 |
0.8376 |
|
|
Fisher Pivots for day following 10-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8678 |
0.8674 |
PP |
0.8672 |
0.8664 |
S1 |
0.8666 |
0.8654 |
|