CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8786 |
0.8724 |
-0.0062 |
-0.7% |
0.8760 |
| High |
0.8793 |
0.8738 |
-0.0055 |
-0.6% |
0.8806 |
| Low |
0.8721 |
0.8662 |
-0.0060 |
-0.7% |
0.8695 |
| Close |
0.8733 |
0.8676 |
-0.0058 |
-0.7% |
0.8802 |
| Range |
0.0072 |
0.0077 |
0.0005 |
7.0% |
0.0111 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.7% |
0.0000 |
| Volume |
116,489 |
142,782 |
26,293 |
22.6% |
467,542 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8921 |
0.8875 |
0.8718 |
|
| R3 |
0.8845 |
0.8798 |
0.8697 |
|
| R2 |
0.8768 |
0.8768 |
0.8690 |
|
| R1 |
0.8722 |
0.8722 |
0.8683 |
0.8707 |
| PP |
0.8692 |
0.8692 |
0.8692 |
0.8684 |
| S1 |
0.8645 |
0.8645 |
0.8668 |
0.8630 |
| S2 |
0.8615 |
0.8615 |
0.8661 |
|
| S3 |
0.8539 |
0.8569 |
0.8654 |
|
| S4 |
0.8462 |
0.8492 |
0.8633 |
|
|
| 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 |
0.8662 |
0.0156 |
1.8% |
0.0054 |
0.6% |
9% |
False |
True |
118,841 |
| 10 |
0.8817 |
0.8662 |
0.0156 |
1.8% |
0.0054 |
0.6% |
9% |
False |
True |
118,619 |
| 20 |
0.8817 |
0.8598 |
0.0219 |
2.5% |
0.0052 |
0.6% |
35% |
False |
False |
102,956 |
| 40 |
0.8894 |
0.8598 |
0.0296 |
3.4% |
0.0048 |
0.5% |
26% |
False |
False |
83,765 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
26% |
False |
False |
56,082 |
| 80 |
0.9020 |
0.8598 |
0.0422 |
4.9% |
0.0049 |
0.6% |
18% |
False |
False |
42,083 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0048 |
0.6% |
13% |
False |
False |
33,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9063 |
|
2.618 |
0.8938 |
|
1.618 |
0.8862 |
|
1.000 |
0.8815 |
|
0.618 |
0.8785 |
|
HIGH |
0.8738 |
|
0.618 |
0.8709 |
|
0.500 |
0.8700 |
|
0.382 |
0.8691 |
|
LOW |
0.8662 |
|
0.618 |
0.8614 |
|
1.000 |
0.8585 |
|
1.618 |
0.8538 |
|
2.618 |
0.8461 |
|
4.250 |
0.8336 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8700 |
0.8731 |
| PP |
0.8692 |
0.8713 |
| S1 |
0.8684 |
0.8694 |
|