CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8763 |
0.8760 |
-0.0003 |
0.0% |
0.8654 |
| High |
0.8816 |
0.8760 |
-0.0056 |
-0.6% |
0.8816 |
| Low |
0.8756 |
0.8695 |
-0.0061 |
-0.7% |
0.8636 |
| Close |
0.8765 |
0.8729 |
-0.0036 |
-0.4% |
0.8765 |
| Range |
0.0061 |
0.0065 |
0.0005 |
7.4% |
0.0181 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.7% |
0.0000 |
| Volume |
136,212 |
162,317 |
26,105 |
19.2% |
523,534 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8923 |
0.8891 |
0.8764 |
|
| R3 |
0.8858 |
0.8826 |
0.8746 |
|
| R2 |
0.8793 |
0.8793 |
0.8740 |
|
| R1 |
0.8761 |
0.8761 |
0.8734 |
0.8744 |
| PP |
0.8728 |
0.8728 |
0.8728 |
0.8720 |
| S1 |
0.8696 |
0.8696 |
0.8723 |
0.8679 |
| S2 |
0.8663 |
0.8663 |
0.8717 |
|
| S3 |
0.8598 |
0.8631 |
0.8711 |
|
| S4 |
0.8533 |
0.8566 |
0.8693 |
|
|
| 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 |
0.8648 |
0.0168 |
1.9% |
0.0064 |
0.7% |
48% |
False |
False |
120,691 |
| 10 |
0.8816 |
0.8598 |
0.0218 |
2.5% |
0.0059 |
0.7% |
60% |
False |
False |
109,644 |
| 20 |
0.8832 |
0.8598 |
0.0234 |
2.7% |
0.0046 |
0.5% |
56% |
False |
False |
87,581 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0054 |
0.6% |
43% |
False |
False |
64,509 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
43% |
False |
False |
43,087 |
| 80 |
0.9077 |
0.8598 |
0.0479 |
5.5% |
0.0049 |
0.6% |
27% |
False |
False |
32,328 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0047 |
0.5% |
22% |
False |
False |
25,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9036 |
|
2.618 |
0.8930 |
|
1.618 |
0.8865 |
|
1.000 |
0.8825 |
|
0.618 |
0.8800 |
|
HIGH |
0.8760 |
|
0.618 |
0.8735 |
|
0.500 |
0.8728 |
|
0.382 |
0.8720 |
|
LOW |
0.8695 |
|
0.618 |
0.8655 |
|
1.000 |
0.8630 |
|
1.618 |
0.8590 |
|
2.618 |
0.8525 |
|
4.250 |
0.8419 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8728 |
0.8756 |
| PP |
0.8728 |
0.8747 |
| S1 |
0.8728 |
0.8738 |
|