CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8768 |
0.8802 |
0.0035 |
0.4% |
0.8760 |
| High |
0.8806 |
0.8817 |
0.0011 |
0.1% |
0.8806 |
| Low |
0.8766 |
0.8776 |
0.0010 |
0.1% |
0.8695 |
| Close |
0.8802 |
0.8793 |
-0.0009 |
-0.1% |
0.8802 |
| Range |
0.0040 |
0.0042 |
0.0002 |
3.8% |
0.0111 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
118,726 |
120,389 |
1,663 |
1.4% |
467,542 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8920 |
0.8898 |
0.8815 |
|
| R3 |
0.8878 |
0.8856 |
0.8804 |
|
| R2 |
0.8837 |
0.8837 |
0.8800 |
|
| R1 |
0.8815 |
0.8815 |
0.8796 |
0.8805 |
| PP |
0.8795 |
0.8795 |
0.8795 |
0.8790 |
| S1 |
0.8773 |
0.8773 |
0.8789 |
0.8763 |
| S2 |
0.8754 |
0.8754 |
0.8785 |
|
| S3 |
0.8712 |
0.8732 |
0.8781 |
|
| S4 |
0.8671 |
0.8690 |
0.8770 |
|
|
| 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 |
0.8817 |
0.8695 |
0.0122 |
1.4% |
0.0047 |
0.5% |
80% |
True |
False |
117,586 |
| 10 |
0.8817 |
0.8636 |
0.0182 |
2.1% |
0.0055 |
0.6% |
87% |
True |
False |
111,146 |
| 20 |
0.8817 |
0.8598 |
0.0219 |
2.5% |
0.0047 |
0.5% |
89% |
True |
False |
94,847 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0052 |
0.6% |
65% |
False |
False |
75,052 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
65% |
False |
False |
50,177 |
| 80 |
0.9035 |
0.8598 |
0.0437 |
5.0% |
0.0048 |
0.5% |
45% |
False |
False |
37,646 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0047 |
0.5% |
33% |
False |
False |
30,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8993 |
|
2.618 |
0.8926 |
|
1.618 |
0.8884 |
|
1.000 |
0.8859 |
|
0.618 |
0.8843 |
|
HIGH |
0.8817 |
|
0.618 |
0.8801 |
|
0.500 |
0.8796 |
|
0.382 |
0.8791 |
|
LOW |
0.8776 |
|
0.618 |
0.8750 |
|
1.000 |
0.8734 |
|
1.618 |
0.8708 |
|
2.618 |
0.8667 |
|
4.250 |
0.8599 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8796 |
0.8787 |
| PP |
0.8795 |
0.8781 |
| S1 |
0.8794 |
0.8775 |
|