CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8724 |
0.8674 |
-0.0051 |
-0.6% |
0.8802 |
| High |
0.8738 |
0.8690 |
-0.0049 |
-0.6% |
0.8817 |
| Low |
0.8662 |
0.8647 |
-0.0015 |
-0.2% |
0.8647 |
| Close |
0.8676 |
0.8682 |
0.0007 |
0.1% |
0.8682 |
| Range |
0.0077 |
0.0043 |
-0.0034 |
-43.8% |
0.0171 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
142,782 |
107,299 |
-35,483 |
-24.9% |
582,778 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8802 |
0.8785 |
0.8706 |
|
| R3 |
0.8759 |
0.8742 |
0.8694 |
|
| R2 |
0.8716 |
0.8716 |
0.8690 |
|
| R1 |
0.8699 |
0.8699 |
0.8686 |
0.8707 |
| PP |
0.8673 |
0.8673 |
0.8673 |
0.8677 |
| S1 |
0.8656 |
0.8656 |
0.8678 |
0.8664 |
| S2 |
0.8630 |
0.8630 |
0.8674 |
|
| S3 |
0.8587 |
0.8613 |
0.8670 |
|
| S4 |
0.8544 |
0.8570 |
0.8658 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9125 |
0.8776 |
|
| R3 |
0.9056 |
0.8954 |
0.8729 |
|
| R2 |
0.8886 |
0.8886 |
0.8713 |
|
| R1 |
0.8784 |
0.8784 |
0.8698 |
0.8750 |
| PP |
0.8715 |
0.8715 |
0.8715 |
0.8698 |
| S1 |
0.8613 |
0.8613 |
0.8666 |
0.8579 |
| S2 |
0.8545 |
0.8545 |
0.8651 |
|
| S3 |
0.8374 |
0.8443 |
0.8635 |
|
| S4 |
0.8204 |
0.8272 |
0.8588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8817 |
0.8647 |
0.0171 |
2.0% |
0.0054 |
0.6% |
21% |
False |
True |
116,555 |
| 10 |
0.8817 |
0.8647 |
0.0171 |
2.0% |
0.0053 |
0.6% |
21% |
False |
True |
118,653 |
| 20 |
0.8817 |
0.8598 |
0.0219 |
2.5% |
0.0052 |
0.6% |
38% |
False |
False |
105,229 |
| 40 |
0.8894 |
0.8598 |
0.0296 |
3.4% |
0.0047 |
0.5% |
28% |
False |
False |
86,301 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
28% |
False |
False |
57,865 |
| 80 |
0.8998 |
0.8598 |
0.0400 |
4.6% |
0.0049 |
0.6% |
21% |
False |
False |
43,424 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0048 |
0.6% |
14% |
False |
False |
34,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8872 |
|
2.618 |
0.8802 |
|
1.618 |
0.8759 |
|
1.000 |
0.8733 |
|
0.618 |
0.8716 |
|
HIGH |
0.8690 |
|
0.618 |
0.8673 |
|
0.500 |
0.8668 |
|
0.382 |
0.8663 |
|
LOW |
0.8647 |
|
0.618 |
0.8620 |
|
1.000 |
0.8604 |
|
1.618 |
0.8577 |
|
2.618 |
0.8534 |
|
4.250 |
0.8464 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8677 |
0.8720 |
| PP |
0.8673 |
0.8707 |
| S1 |
0.8668 |
0.8695 |
|