CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8780 |
-0.0023 |
-0.3% |
0.8760 |
| High |
0.8817 |
0.8801 |
-0.0016 |
-0.2% |
0.8806 |
| Low |
0.8776 |
0.8763 |
-0.0013 |
-0.1% |
0.8695 |
| Close |
0.8793 |
0.8782 |
-0.0011 |
-0.1% |
0.8802 |
| Range |
0.0042 |
0.0038 |
-0.0004 |
-8.4% |
0.0111 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
120,389 |
95,819 |
-24,570 |
-20.4% |
467,542 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8896 |
0.8877 |
0.8802 |
|
| R3 |
0.8858 |
0.8839 |
0.8792 |
|
| R2 |
0.8820 |
0.8820 |
0.8788 |
|
| R1 |
0.8801 |
0.8801 |
0.8785 |
0.8810 |
| PP |
0.8782 |
0.8782 |
0.8782 |
0.8787 |
| S1 |
0.8763 |
0.8763 |
0.8778 |
0.8772 |
| S2 |
0.8744 |
0.8744 |
0.8775 |
|
| S3 |
0.8706 |
0.8725 |
0.8771 |
|
| S4 |
0.8668 |
0.8687 |
0.8761 |
|
|
| 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 |
0.8716 |
0.0102 |
1.2% |
0.0042 |
0.5% |
65% |
False |
False |
104,286 |
| 10 |
0.8817 |
0.8648 |
0.0169 |
1.9% |
0.0053 |
0.6% |
79% |
False |
False |
112,488 |
| 20 |
0.8817 |
0.8598 |
0.0219 |
2.5% |
0.0047 |
0.5% |
84% |
False |
False |
96,656 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0048 |
0.6% |
61% |
False |
False |
77,383 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
61% |
False |
False |
51,770 |
| 80 |
0.9035 |
0.8598 |
0.0437 |
5.0% |
0.0048 |
0.5% |
42% |
False |
False |
38,843 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.6% |
0.0047 |
0.5% |
32% |
False |
False |
31,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8963 |
|
2.618 |
0.8900 |
|
1.618 |
0.8862 |
|
1.000 |
0.8839 |
|
0.618 |
0.8824 |
|
HIGH |
0.8801 |
|
0.618 |
0.8786 |
|
0.500 |
0.8782 |
|
0.382 |
0.8778 |
|
LOW |
0.8763 |
|
0.618 |
0.8740 |
|
1.000 |
0.8725 |
|
1.618 |
0.8702 |
|
2.618 |
0.8664 |
|
4.250 |
0.8602 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8782 |
0.8790 |
| PP |
0.8782 |
0.8787 |
| S1 |
0.8782 |
0.8784 |
|