CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8722 |
0.8742 |
0.0020 |
0.2% |
0.8802 |
| High |
0.8765 |
0.8750 |
-0.0016 |
-0.2% |
0.8817 |
| Low |
0.8713 |
0.8697 |
-0.0016 |
-0.2% |
0.8647 |
| Close |
0.8746 |
0.8703 |
-0.0043 |
-0.5% |
0.8682 |
| Range |
0.0052 |
0.0053 |
0.0001 |
1.0% |
0.0171 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
81,799 |
90,758 |
8,959 |
11.0% |
582,778 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8874 |
0.8841 |
0.8732 |
|
| R3 |
0.8822 |
0.8789 |
0.8717 |
|
| R2 |
0.8769 |
0.8769 |
0.8713 |
|
| R1 |
0.8736 |
0.8736 |
0.8708 |
0.8726 |
| PP |
0.8717 |
0.8717 |
0.8717 |
0.8712 |
| S1 |
0.8684 |
0.8684 |
0.8698 |
0.8674 |
| S2 |
0.8664 |
0.8664 |
0.8693 |
|
| S3 |
0.8612 |
0.8631 |
0.8689 |
|
| S4 |
0.8559 |
0.8579 |
0.8674 |
|
|
| 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 |
0.8765 |
0.8647 |
0.0119 |
1.4% |
0.0049 |
0.6% |
48% |
False |
False |
93,920 |
| 10 |
0.8817 |
0.8647 |
0.0171 |
2.0% |
0.0051 |
0.6% |
33% |
False |
False |
106,380 |
| 20 |
0.8817 |
0.8611 |
0.0207 |
2.4% |
0.0054 |
0.6% |
45% |
False |
False |
106,575 |
| 40 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0047 |
0.5% |
42% |
False |
False |
92,728 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
35% |
False |
False |
63,880 |
| 80 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0050 |
0.6% |
35% |
False |
False |
47,950 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0049 |
0.6% |
18% |
False |
False |
38,368 |
| 120 |
0.9185 |
0.8598 |
0.0587 |
6.7% |
0.0046 |
0.5% |
18% |
False |
False |
31,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8973 |
|
2.618 |
0.8887 |
|
1.618 |
0.8834 |
|
1.000 |
0.8802 |
|
0.618 |
0.8782 |
|
HIGH |
0.8750 |
|
0.618 |
0.8729 |
|
0.500 |
0.8723 |
|
0.382 |
0.8717 |
|
LOW |
0.8697 |
|
0.618 |
0.8665 |
|
1.000 |
0.8645 |
|
1.618 |
0.8612 |
|
2.618 |
0.8560 |
|
4.250 |
0.8474 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8723 |
0.8724 |
| PP |
0.8717 |
0.8717 |
| S1 |
0.8710 |
0.8710 |
|