CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 09-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8691 |
0.8658 |
-0.0033 |
-0.4% |
0.8676 |
| High |
0.8694 |
0.8674 |
-0.0021 |
-0.2% |
0.8765 |
| Low |
0.8651 |
0.8638 |
-0.0013 |
-0.1% |
0.8654 |
| Close |
0.8657 |
0.8662 |
0.0005 |
0.1% |
0.8679 |
| Range |
0.0044 |
0.0036 |
-0.0008 |
-18.4% |
0.0111 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
80,006 |
69,549 |
-10,457 |
-13.1% |
465,790 |
|
| Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8764 |
0.8748 |
0.8681 |
|
| R3 |
0.8729 |
0.8713 |
0.8671 |
|
| R2 |
0.8693 |
0.8693 |
0.8668 |
|
| R1 |
0.8677 |
0.8677 |
0.8665 |
0.8685 |
| PP |
0.8658 |
0.8658 |
0.8658 |
0.8662 |
| S1 |
0.8642 |
0.8642 |
0.8658 |
0.8650 |
| S2 |
0.8622 |
0.8622 |
0.8655 |
|
| S3 |
0.8587 |
0.8606 |
0.8652 |
|
| S4 |
0.8551 |
0.8571 |
0.8642 |
|
|
| 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 |
0.8750 |
0.8638 |
0.0112 |
1.3% |
0.0043 |
0.5% |
21% |
False |
True |
82,752 |
| 10 |
0.8765 |
0.8638 |
0.0127 |
1.5% |
0.0049 |
0.6% |
19% |
False |
True |
93,538 |
| 20 |
0.8817 |
0.8638 |
0.0179 |
2.1% |
0.0052 |
0.6% |
13% |
False |
True |
104,862 |
| 40 |
0.8849 |
0.8598 |
0.0251 |
2.9% |
0.0047 |
0.5% |
25% |
False |
False |
91,815 |
| 60 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0052 |
0.6% |
21% |
False |
False |
69,249 |
| 80 |
0.8899 |
0.8598 |
0.0301 |
3.5% |
0.0050 |
0.6% |
21% |
False |
False |
51,985 |
| 100 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0049 |
0.6% |
11% |
False |
False |
41,598 |
| 120 |
0.9181 |
0.8598 |
0.0583 |
6.7% |
0.0046 |
0.5% |
11% |
False |
False |
34,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8824 |
|
2.618 |
0.8766 |
|
1.618 |
0.8731 |
|
1.000 |
0.8709 |
|
0.618 |
0.8695 |
|
HIGH |
0.8674 |
|
0.618 |
0.8660 |
|
0.500 |
0.8656 |
|
0.382 |
0.8652 |
|
LOW |
0.8638 |
|
0.618 |
0.8616 |
|
1.000 |
0.8603 |
|
1.618 |
0.8581 |
|
2.618 |
0.8545 |
|
4.250 |
0.8487 |
|
|
| Fisher Pivots for day following 09-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8660 |
0.8671 |
| PP |
0.8658 |
0.8668 |
| S1 |
0.8656 |
0.8665 |
|