CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8684 |
0.8675 |
-0.0009 |
-0.1% |
0.8692 |
| High |
0.8691 |
0.8755 |
0.0065 |
0.7% |
0.8704 |
| Low |
0.8648 |
0.8656 |
0.0008 |
0.1% |
0.8598 |
| Close |
0.8674 |
0.8746 |
0.0073 |
0.8% |
0.8658 |
| Range |
0.0043 |
0.0099 |
0.0057 |
132.9% |
0.0106 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.3% |
0.0000 |
| Volume |
79,512 |
118,451 |
38,939 |
49.0% |
490,254 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9016 |
0.8980 |
0.8800 |
|
| R3 |
0.8917 |
0.8881 |
0.8773 |
|
| R2 |
0.8818 |
0.8818 |
0.8764 |
|
| R1 |
0.8782 |
0.8782 |
0.8755 |
0.8800 |
| PP |
0.8719 |
0.8719 |
0.8719 |
0.8728 |
| S1 |
0.8683 |
0.8683 |
0.8737 |
0.8701 |
| S2 |
0.8620 |
0.8620 |
0.8728 |
|
| S3 |
0.8521 |
0.8584 |
0.8719 |
|
| S4 |
0.8422 |
0.8485 |
0.8692 |
|
|
| 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 |
0.8755 |
0.8611 |
0.0145 |
1.7% |
0.0058 |
0.7% |
94% |
True |
False |
95,142 |
| 10 |
0.8755 |
0.8598 |
0.0157 |
1.8% |
0.0050 |
0.6% |
94% |
True |
False |
87,293 |
| 20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0045 |
0.5% |
59% |
False |
False |
81,009 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0054 |
0.6% |
49% |
False |
False |
54,400 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
49% |
False |
False |
36,333 |
| 80 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0048 |
0.6% |
25% |
False |
False |
27,262 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0046 |
0.5% |
25% |
False |
False |
21,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.9014 |
|
1.618 |
0.8915 |
|
1.000 |
0.8854 |
|
0.618 |
0.8816 |
|
HIGH |
0.8755 |
|
0.618 |
0.8717 |
|
0.500 |
0.8706 |
|
0.382 |
0.8694 |
|
LOW |
0.8656 |
|
0.618 |
0.8595 |
|
1.000 |
0.8557 |
|
1.618 |
0.8496 |
|
2.618 |
0.8397 |
|
4.250 |
0.8235 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8733 |
0.8729 |
| PP |
0.8719 |
0.8712 |
| S1 |
0.8706 |
0.8695 |
|