CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8749 |
0.8768 |
0.0019 |
0.2% |
0.8760 |
| High |
0.8778 |
0.8806 |
0.0028 |
0.3% |
0.8806 |
| Low |
0.8734 |
0.8766 |
0.0033 |
0.4% |
0.8695 |
| Close |
0.8762 |
0.8802 |
0.0040 |
0.5% |
0.8802 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-10.1% |
0.0111 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
94,867 |
118,726 |
23,859 |
25.1% |
467,542 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8911 |
0.8896 |
0.8824 |
|
| R3 |
0.8871 |
0.8856 |
0.8813 |
|
| R2 |
0.8831 |
0.8831 |
0.8809 |
|
| R1 |
0.8816 |
0.8816 |
0.8805 |
0.8824 |
| PP |
0.8791 |
0.8791 |
0.8791 |
0.8795 |
| S1 |
0.8776 |
0.8776 |
0.8798 |
0.8784 |
| S2 |
0.8751 |
0.8751 |
0.8794 |
|
| S3 |
0.8711 |
0.8736 |
0.8791 |
|
| S4 |
0.8671 |
0.8696 |
0.8780 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9101 |
0.9062 |
0.8863 |
|
| R3 |
0.8990 |
0.8951 |
0.8832 |
|
| R2 |
0.8879 |
0.8879 |
0.8822 |
|
| R1 |
0.8840 |
0.8840 |
0.8812 |
0.8859 |
| PP |
0.8768 |
0.8768 |
0.8768 |
0.8777 |
| S1 |
0.8729 |
0.8729 |
0.8791 |
0.8748 |
| S2 |
0.8657 |
0.8657 |
0.8781 |
|
| S3 |
0.8546 |
0.8618 |
0.8771 |
|
| S4 |
0.8435 |
0.8507 |
0.8740 |
|
|
| 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% |
0.0051 |
0.6% |
88% |
False |
False |
120,750 |
| 10 |
0.8816 |
0.8621 |
0.0195 |
2.2% |
0.0056 |
0.6% |
93% |
False |
False |
108,718 |
| 20 |
0.8816 |
0.8598 |
0.0218 |
2.5% |
0.0046 |
0.5% |
93% |
False |
False |
91,682 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0052 |
0.6% |
68% |
False |
False |
72,048 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
68% |
False |
False |
48,171 |
| 80 |
0.9035 |
0.8598 |
0.0437 |
5.0% |
0.0049 |
0.6% |
47% |
False |
False |
36,141 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0047 |
0.5% |
35% |
False |
False |
28,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8976 |
|
2.618 |
0.8911 |
|
1.618 |
0.8871 |
|
1.000 |
0.8846 |
|
0.618 |
0.8831 |
|
HIGH |
0.8806 |
|
0.618 |
0.8791 |
|
0.500 |
0.8786 |
|
0.382 |
0.8781 |
|
LOW |
0.8766 |
|
0.618 |
0.8741 |
|
1.000 |
0.8726 |
|
1.618 |
0.8701 |
|
2.618 |
0.8661 |
|
4.250 |
0.8596 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8796 |
0.8788 |
| PP |
0.8791 |
0.8774 |
| S1 |
0.8786 |
0.8761 |
|