CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 07-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8699 |
0.8678 |
-0.0021 |
-0.2% |
0.8676 |
| High |
0.8715 |
0.8705 |
-0.0011 |
-0.1% |
0.8765 |
| Low |
0.8665 |
0.8670 |
0.0005 |
0.1% |
0.8654 |
| Close |
0.8679 |
0.8693 |
0.0014 |
0.2% |
0.8679 |
| Range |
0.0050 |
0.0035 |
-0.0015 |
-30.0% |
0.0111 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
103,485 |
69,963 |
-33,522 |
-32.4% |
465,790 |
|
| Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8794 |
0.8778 |
0.8712 |
|
| R3 |
0.8759 |
0.8743 |
0.8702 |
|
| R2 |
0.8724 |
0.8724 |
0.8699 |
|
| R1 |
0.8708 |
0.8708 |
0.8696 |
0.8716 |
| PP |
0.8689 |
0.8689 |
0.8689 |
0.8693 |
| S1 |
0.8673 |
0.8673 |
0.8689 |
0.8681 |
| S2 |
0.8654 |
0.8654 |
0.8686 |
|
| S3 |
0.8619 |
0.8638 |
0.8683 |
|
| S4 |
0.8584 |
0.8603 |
0.8673 |
|
|
| 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 |
0.8665 |
0.0100 |
1.2% |
0.0048 |
0.5% |
28% |
False |
False |
87,212 |
| 10 |
0.8801 |
0.8647 |
0.0155 |
1.8% |
0.0052 |
0.6% |
30% |
False |
False |
99,814 |
| 20 |
0.8817 |
0.8636 |
0.0182 |
2.1% |
0.0053 |
0.6% |
31% |
False |
False |
105,480 |
| 40 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0047 |
0.5% |
38% |
False |
False |
92,193 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
31% |
False |
False |
66,762 |
| 80 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0050 |
0.6% |
31% |
False |
False |
50,116 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0049 |
0.6% |
16% |
False |
False |
40,103 |
| 120 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0046 |
0.5% |
16% |
False |
False |
33,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8853 |
|
2.618 |
0.8796 |
|
1.618 |
0.8761 |
|
1.000 |
0.8740 |
|
0.618 |
0.8726 |
|
HIGH |
0.8705 |
|
0.618 |
0.8691 |
|
0.500 |
0.8687 |
|
0.382 |
0.8683 |
|
LOW |
0.8670 |
|
0.618 |
0.8648 |
|
1.000 |
0.8635 |
|
1.618 |
0.8613 |
|
2.618 |
0.8578 |
|
4.250 |
0.8521 |
|
|
| Fisher Pivots for day following 07-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8691 |
0.8707 |
| PP |
0.8689 |
0.8702 |
| S1 |
0.8687 |
0.8697 |
|