CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8678 |
0.8691 |
0.0013 |
0.1% |
0.8676 |
| High |
0.8705 |
0.8694 |
-0.0011 |
-0.1% |
0.8765 |
| Low |
0.8670 |
0.8651 |
-0.0019 |
-0.2% |
0.8654 |
| Close |
0.8693 |
0.8657 |
-0.0036 |
-0.4% |
0.8679 |
| Range |
0.0035 |
0.0044 |
0.0009 |
24.3% |
0.0111 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
69,963 |
80,006 |
10,043 |
14.4% |
465,790 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8798 |
0.8771 |
0.8681 |
|
| R3 |
0.8754 |
0.8727 |
0.8669 |
|
| R2 |
0.8711 |
0.8711 |
0.8665 |
|
| R1 |
0.8684 |
0.8684 |
0.8661 |
0.8676 |
| PP |
0.8667 |
0.8667 |
0.8667 |
0.8663 |
| S1 |
0.8640 |
0.8640 |
0.8653 |
0.8632 |
| S2 |
0.8624 |
0.8624 |
0.8649 |
|
| S3 |
0.8580 |
0.8597 |
0.8645 |
|
| S4 |
0.8537 |
0.8553 |
0.8633 |
|
|
| 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 |
0.8651 |
0.0115 |
1.3% |
0.0047 |
0.5% |
6% |
False |
True |
85,202 |
| 10 |
0.8793 |
0.8647 |
0.0146 |
1.7% |
0.0052 |
0.6% |
7% |
False |
False |
98,232 |
| 20 |
0.8817 |
0.8647 |
0.0171 |
2.0% |
0.0053 |
0.6% |
6% |
False |
False |
105,360 |
| 40 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0047 |
0.5% |
24% |
False |
False |
91,707 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
20% |
False |
False |
68,094 |
| 80 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0050 |
0.6% |
20% |
False |
False |
51,116 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0049 |
0.6% |
10% |
False |
False |
40,903 |
| 120 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0046 |
0.5% |
10% |
False |
False |
34,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8879 |
|
2.618 |
0.8808 |
|
1.618 |
0.8764 |
|
1.000 |
0.8738 |
|
0.618 |
0.8721 |
|
HIGH |
0.8694 |
|
0.618 |
0.8677 |
|
0.500 |
0.8672 |
|
0.382 |
0.8667 |
|
LOW |
0.8651 |
|
0.618 |
0.8624 |
|
1.000 |
0.8607 |
|
1.618 |
0.8580 |
|
2.618 |
0.8537 |
|
4.250 |
0.8466 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8672 |
0.8683 |
| PP |
0.8667 |
0.8674 |
| S1 |
0.8662 |
0.8666 |
|