CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8675 |
0.8725 |
0.0050 |
0.6% |
0.8692 |
| High |
0.8755 |
0.8776 |
0.0021 |
0.2% |
0.8704 |
| Low |
0.8656 |
0.8722 |
0.0066 |
0.8% |
0.8598 |
| Close |
0.8746 |
0.8771 |
0.0025 |
0.3% |
0.8658 |
| Range |
0.0099 |
0.0054 |
-0.0045 |
-45.5% |
0.0106 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.6% |
0.0000 |
| Volume |
118,451 |
106,963 |
-11,488 |
-9.7% |
490,254 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8918 |
0.8898 |
0.8800 |
|
| R3 |
0.8864 |
0.8844 |
0.8785 |
|
| R2 |
0.8810 |
0.8810 |
0.8780 |
|
| R1 |
0.8790 |
0.8790 |
0.8775 |
0.8800 |
| PP |
0.8756 |
0.8756 |
0.8756 |
0.8761 |
| S1 |
0.8736 |
0.8736 |
0.8766 |
0.8746 |
| S2 |
0.8702 |
0.8702 |
0.8761 |
|
| S3 |
0.8648 |
0.8682 |
0.8756 |
|
| S4 |
0.8594 |
0.8628 |
0.8741 |
|
|
| 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 |
0.8776 |
0.8621 |
0.0155 |
1.8% |
0.0060 |
0.7% |
96% |
True |
False |
96,686 |
| 10 |
0.8776 |
0.8598 |
0.0178 |
2.0% |
0.0052 |
0.6% |
97% |
True |
False |
91,805 |
| 20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0045 |
0.5% |
69% |
False |
False |
81,857 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0054 |
0.6% |
57% |
False |
False |
57,067 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
57% |
False |
False |
38,115 |
| 80 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0049 |
0.6% |
30% |
False |
False |
28,598 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0046 |
0.5% |
30% |
False |
False |
22,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9006 |
|
2.618 |
0.8917 |
|
1.618 |
0.8863 |
|
1.000 |
0.8830 |
|
0.618 |
0.8809 |
|
HIGH |
0.8776 |
|
0.618 |
0.8755 |
|
0.500 |
0.8749 |
|
0.382 |
0.8743 |
|
LOW |
0.8722 |
|
0.618 |
0.8689 |
|
1.000 |
0.8668 |
|
1.618 |
0.8635 |
|
2.618 |
0.8581 |
|
4.250 |
0.8493 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8763 |
0.8751 |
| PP |
0.8756 |
0.8732 |
| S1 |
0.8749 |
0.8712 |
|