CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8760 |
0.8731 |
-0.0029 |
-0.3% |
0.8654 |
| High |
0.8760 |
0.8760 |
0.0000 |
0.0% |
0.8816 |
| Low |
0.8695 |
0.8716 |
0.0021 |
0.2% |
0.8636 |
| Close |
0.8729 |
0.8757 |
0.0029 |
0.3% |
0.8765 |
| Range |
0.0065 |
0.0045 |
-0.0021 |
-31.5% |
0.0181 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
162,317 |
91,632 |
-70,685 |
-43.5% |
523,534 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8878 |
0.8862 |
0.8781 |
|
| R3 |
0.8833 |
0.8817 |
0.8769 |
|
| R2 |
0.8789 |
0.8789 |
0.8765 |
|
| R1 |
0.8773 |
0.8773 |
0.8761 |
0.8781 |
| PP |
0.8744 |
0.8744 |
0.8744 |
0.8748 |
| S1 |
0.8728 |
0.8728 |
0.8753 |
0.8736 |
| S2 |
0.8700 |
0.8700 |
0.8749 |
|
| S3 |
0.8655 |
0.8684 |
0.8745 |
|
| S4 |
0.8611 |
0.8639 |
0.8733 |
|
|
| 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 |
0.8656 |
0.0160 |
1.8% |
0.0065 |
0.7% |
63% |
False |
False |
123,115 |
| 10 |
0.8816 |
0.8607 |
0.0210 |
2.4% |
0.0056 |
0.6% |
72% |
False |
False |
107,244 |
| 20 |
0.8816 |
0.8598 |
0.0218 |
2.5% |
0.0046 |
0.5% |
73% |
False |
False |
88,190 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0053 |
0.6% |
53% |
False |
False |
66,742 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
53% |
False |
False |
44,613 |
| 80 |
0.9062 |
0.8598 |
0.0464 |
5.3% |
0.0049 |
0.6% |
34% |
False |
False |
33,473 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0047 |
0.5% |
27% |
False |
False |
26,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8949 |
|
2.618 |
0.8877 |
|
1.618 |
0.8832 |
|
1.000 |
0.8805 |
|
0.618 |
0.8788 |
|
HIGH |
0.8760 |
|
0.618 |
0.8743 |
|
0.500 |
0.8738 |
|
0.382 |
0.8732 |
|
LOW |
0.8716 |
|
0.618 |
0.8688 |
|
1.000 |
0.8671 |
|
1.618 |
0.8643 |
|
2.618 |
0.8599 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8751 |
0.8757 |
| PP |
0.8744 |
0.8756 |
| S1 |
0.8738 |
0.8756 |
|