CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8725 |
0.8763 |
0.0038 |
0.4% |
0.8654 |
| High |
0.8776 |
0.8816 |
0.0040 |
0.5% |
0.8816 |
| Low |
0.8722 |
0.8756 |
0.0034 |
0.4% |
0.8636 |
| Close |
0.8771 |
0.8765 |
-0.0006 |
-0.1% |
0.8765 |
| Range |
0.0054 |
0.0061 |
0.0007 |
12.0% |
0.0181 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.5% |
0.0000 |
| Volume |
106,963 |
136,212 |
29,249 |
27.3% |
523,534 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8960 |
0.8923 |
0.8798 |
|
| R3 |
0.8900 |
0.8862 |
0.8781 |
|
| R2 |
0.8839 |
0.8839 |
0.8776 |
|
| R1 |
0.8802 |
0.8802 |
0.8770 |
0.8821 |
| PP |
0.8779 |
0.8779 |
0.8779 |
0.8788 |
| S1 |
0.8741 |
0.8741 |
0.8759 |
0.8760 |
| S2 |
0.8718 |
0.8718 |
0.8753 |
|
| S3 |
0.8658 |
0.8681 |
0.8748 |
|
| S4 |
0.8597 |
0.8620 |
0.8731 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9203 |
0.8864 |
|
| R3 |
0.9100 |
0.9022 |
0.8814 |
|
| R2 |
0.8919 |
0.8919 |
0.8798 |
|
| R1 |
0.8842 |
0.8842 |
0.8781 |
0.8881 |
| PP |
0.8739 |
0.8739 |
0.8739 |
0.8758 |
| S1 |
0.8661 |
0.8661 |
0.8748 |
0.8700 |
| S2 |
0.8558 |
0.8558 |
0.8731 |
|
| S3 |
0.8378 |
0.8481 |
0.8715 |
|
| S4 |
0.8197 |
0.8300 |
0.8665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8816 |
0.8636 |
0.0181 |
2.1% |
0.0063 |
0.7% |
71% |
True |
False |
104,706 |
| 10 |
0.8816 |
0.8598 |
0.0218 |
2.5% |
0.0056 |
0.6% |
76% |
True |
False |
101,378 |
| 20 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0045 |
0.5% |
66% |
False |
False |
84,189 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0053 |
0.6% |
55% |
False |
False |
60,458 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
55% |
False |
False |
40,383 |
| 80 |
0.9127 |
0.8598 |
0.0529 |
6.0% |
0.0049 |
0.6% |
32% |
False |
False |
30,301 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0046 |
0.5% |
29% |
False |
False |
24,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9073 |
|
2.618 |
0.8974 |
|
1.618 |
0.8914 |
|
1.000 |
0.8877 |
|
0.618 |
0.8853 |
|
HIGH |
0.8816 |
|
0.618 |
0.8793 |
|
0.500 |
0.8786 |
|
0.382 |
0.8779 |
|
LOW |
0.8756 |
|
0.618 |
0.8718 |
|
1.000 |
0.8695 |
|
1.618 |
0.8658 |
|
2.618 |
0.8597 |
|
4.250 |
0.8498 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8786 |
0.8755 |
| PP |
0.8779 |
0.8746 |
| S1 |
0.8772 |
0.8736 |
|