CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8731 |
0.8749 |
0.0018 |
0.2% |
0.8654 |
| High |
0.8760 |
0.8778 |
0.0018 |
0.2% |
0.8816 |
| Low |
0.8716 |
0.8734 |
0.0018 |
0.2% |
0.8636 |
| Close |
0.8757 |
0.8762 |
0.0005 |
0.1% |
0.8765 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0181 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
91,632 |
94,867 |
3,235 |
3.5% |
523,534 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8891 |
0.8871 |
0.8786 |
|
| R3 |
0.8847 |
0.8826 |
0.8774 |
|
| R2 |
0.8802 |
0.8802 |
0.8770 |
|
| R1 |
0.8782 |
0.8782 |
0.8766 |
0.8792 |
| PP |
0.8758 |
0.8758 |
0.8758 |
0.8763 |
| S1 |
0.8737 |
0.8737 |
0.8757 |
0.8748 |
| S2 |
0.8713 |
0.8713 |
0.8753 |
|
| S3 |
0.8669 |
0.8693 |
0.8749 |
|
| S4 |
0.8624 |
0.8648 |
0.8737 |
|
|
| 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 |
0.8695 |
0.0121 |
1.4% |
0.0054 |
0.6% |
55% |
False |
False |
118,398 |
| 10 |
0.8816 |
0.8611 |
0.0206 |
2.3% |
0.0056 |
0.6% |
73% |
False |
False |
106,770 |
| 20 |
0.8816 |
0.8598 |
0.0218 |
2.5% |
0.0046 |
0.5% |
75% |
False |
False |
89,098 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0053 |
0.6% |
54% |
False |
False |
69,091 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0052 |
0.6% |
54% |
False |
False |
46,193 |
| 80 |
0.9035 |
0.8598 |
0.0437 |
5.0% |
0.0049 |
0.6% |
37% |
False |
False |
34,659 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0047 |
0.5% |
28% |
False |
False |
27,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8967 |
|
2.618 |
0.8895 |
|
1.618 |
0.8850 |
|
1.000 |
0.8823 |
|
0.618 |
0.8806 |
|
HIGH |
0.8778 |
|
0.618 |
0.8761 |
|
0.500 |
0.8756 |
|
0.382 |
0.8750 |
|
LOW |
0.8734 |
|
0.618 |
0.8706 |
|
1.000 |
0.8689 |
|
1.618 |
0.8661 |
|
2.618 |
0.8617 |
|
4.250 |
0.8544 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8760 |
0.8753 |
| PP |
0.8758 |
0.8745 |
| S1 |
0.8756 |
0.8737 |
|