CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8780 |
0.8786 |
0.0007 |
0.1% |
0.8760 |
| High |
0.8801 |
0.8793 |
-0.0009 |
-0.1% |
0.8806 |
| Low |
0.8763 |
0.8721 |
-0.0042 |
-0.5% |
0.8695 |
| Close |
0.8782 |
0.8733 |
-0.0049 |
-0.6% |
0.8802 |
| Range |
0.0038 |
0.0072 |
0.0034 |
88.2% |
0.0111 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.3% |
0.0000 |
| Volume |
95,819 |
116,489 |
20,670 |
21.6% |
467,542 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8963 |
0.8920 |
0.8772 |
|
| R3 |
0.8892 |
0.8848 |
0.8753 |
|
| R2 |
0.8820 |
0.8820 |
0.8746 |
|
| R1 |
0.8777 |
0.8777 |
0.8740 |
0.8763 |
| PP |
0.8749 |
0.8749 |
0.8749 |
0.8742 |
| S1 |
0.8705 |
0.8705 |
0.8726 |
0.8691 |
| S2 |
0.8677 |
0.8677 |
0.8720 |
|
| S3 |
0.8606 |
0.8634 |
0.8713 |
|
| S4 |
0.8534 |
0.8562 |
0.8694 |
|
|
| 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 |
0.8721 |
0.0096 |
1.1% |
0.0047 |
0.5% |
13% |
False |
True |
109,258 |
| 10 |
0.8817 |
0.8656 |
0.0161 |
1.8% |
0.0056 |
0.6% |
48% |
False |
False |
116,186 |
| 20 |
0.8817 |
0.8598 |
0.0219 |
2.5% |
0.0049 |
0.6% |
62% |
False |
False |
99,701 |
| 40 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0048 |
0.6% |
45% |
False |
False |
80,262 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.4% |
0.0051 |
0.6% |
45% |
False |
False |
53,706 |
| 80 |
0.9035 |
0.8598 |
0.0437 |
5.0% |
0.0048 |
0.6% |
31% |
False |
False |
40,299 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0048 |
0.5% |
23% |
False |
False |
32,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9096 |
|
2.618 |
0.8980 |
|
1.618 |
0.8908 |
|
1.000 |
0.8864 |
|
0.618 |
0.8837 |
|
HIGH |
0.8793 |
|
0.618 |
0.8765 |
|
0.500 |
0.8757 |
|
0.382 |
0.8748 |
|
LOW |
0.8721 |
|
0.618 |
0.8677 |
|
1.000 |
0.8650 |
|
1.618 |
0.8605 |
|
2.618 |
0.8534 |
|
4.250 |
0.8417 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8769 |
| PP |
0.8749 |
0.8757 |
| S1 |
0.8741 |
0.8745 |
|