CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8742 |
0.8699 |
-0.0043 |
-0.5% |
0.8676 |
| High |
0.8750 |
0.8715 |
-0.0035 |
-0.4% |
0.8765 |
| Low |
0.8697 |
0.8665 |
-0.0032 |
-0.4% |
0.8654 |
| Close |
0.8703 |
0.8679 |
-0.0025 |
-0.3% |
0.8679 |
| Range |
0.0053 |
0.0050 |
-0.0003 |
-4.8% |
0.0111 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,758 |
103,485 |
12,727 |
14.0% |
465,790 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8836 |
0.8807 |
0.8706 |
|
| R3 |
0.8786 |
0.8757 |
0.8692 |
|
| R2 |
0.8736 |
0.8736 |
0.8688 |
|
| R1 |
0.8707 |
0.8707 |
0.8683 |
0.8697 |
| PP |
0.8686 |
0.8686 |
0.8686 |
0.8681 |
| S1 |
0.8657 |
0.8657 |
0.8674 |
0.8647 |
| S2 |
0.8636 |
0.8636 |
0.8669 |
|
| S3 |
0.8586 |
0.8607 |
0.8665 |
|
| S4 |
0.8536 |
0.8557 |
0.8651 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9032 |
0.8966 |
0.8740 |
|
| R3 |
0.8921 |
0.8855 |
0.8709 |
|
| R2 |
0.8810 |
0.8810 |
0.8699 |
|
| R1 |
0.8744 |
0.8744 |
0.8689 |
0.8777 |
| PP |
0.8699 |
0.8699 |
0.8699 |
0.8716 |
| S1 |
0.8633 |
0.8633 |
0.8668 |
0.8666 |
| S2 |
0.8588 |
0.8588 |
0.8658 |
|
| S3 |
0.8477 |
0.8522 |
0.8648 |
|
| S4 |
0.8366 |
0.8411 |
0.8617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8765 |
0.8654 |
0.0111 |
1.3% |
0.0051 |
0.6% |
22% |
False |
False |
93,158 |
| 10 |
0.8817 |
0.8647 |
0.0171 |
2.0% |
0.0052 |
0.6% |
19% |
False |
False |
104,856 |
| 20 |
0.8817 |
0.8621 |
0.0196 |
2.3% |
0.0054 |
0.6% |
29% |
False |
False |
106,787 |
| 40 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0047 |
0.5% |
32% |
False |
False |
93,391 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0053 |
0.6% |
27% |
False |
False |
65,602 |
| 80 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0050 |
0.6% |
27% |
False |
False |
49,242 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0049 |
0.6% |
14% |
False |
False |
39,403 |
| 120 |
0.9184 |
0.8598 |
0.0586 |
6.8% |
0.0046 |
0.5% |
14% |
False |
False |
32,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8928 |
|
2.618 |
0.8846 |
|
1.618 |
0.8796 |
|
1.000 |
0.8765 |
|
0.618 |
0.8746 |
|
HIGH |
0.8715 |
|
0.618 |
0.8696 |
|
0.500 |
0.8690 |
|
0.382 |
0.8684 |
|
LOW |
0.8665 |
|
0.618 |
0.8634 |
|
1.000 |
0.8615 |
|
1.618 |
0.8584 |
|
2.618 |
0.8534 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8690 |
0.8715 |
| PP |
0.8686 |
0.8703 |
| S1 |
0.8682 |
0.8691 |
|