CME Japanese Yen Future March 2022
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8808 |
0.8847 |
0.0039 |
0.4% |
0.8782 |
| High |
0.8899 |
0.8888 |
-0.0011 |
-0.1% |
0.8859 |
| Low |
0.8795 |
0.8816 |
0.0021 |
0.2% |
0.8672 |
| Close |
0.8854 |
0.8879 |
0.0026 |
0.3% |
0.8855 |
| Range |
0.0104 |
0.0072 |
-0.0032 |
-30.9% |
0.0188 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,660 |
5,837 |
3,177 |
119.4% |
4,145 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9049 |
0.8918 |
|
| R3 |
0.9004 |
0.8977 |
0.8899 |
|
| R2 |
0.8932 |
0.8932 |
0.8892 |
|
| R1 |
0.8906 |
0.8906 |
0.8886 |
0.8919 |
| PP |
0.8861 |
0.8861 |
0.8861 |
0.8868 |
| S1 |
0.8834 |
0.8834 |
0.8872 |
0.8848 |
| S2 |
0.8789 |
0.8789 |
0.8866 |
|
| S3 |
0.8718 |
0.8763 |
0.8859 |
|
| S4 |
0.8646 |
0.8691 |
0.8840 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9358 |
0.9294 |
0.8958 |
|
| R3 |
0.9170 |
0.9106 |
0.8907 |
|
| R2 |
0.8983 |
0.8983 |
0.8889 |
|
| R1 |
0.8919 |
0.8919 |
0.8872 |
0.8951 |
| PP |
0.8795 |
0.8795 |
0.8795 |
0.8811 |
| S1 |
0.8731 |
0.8731 |
0.8838 |
0.8763 |
| S2 |
0.8608 |
0.8608 |
0.8821 |
|
| S3 |
0.8420 |
0.8544 |
0.8803 |
|
| S4 |
0.8233 |
0.8356 |
0.8752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0097 |
1.1% |
91% |
False |
False |
2,530 |
| 10 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0079 |
0.9% |
91% |
False |
False |
1,713 |
| 20 |
0.8899 |
0.8672 |
0.0227 |
2.6% |
0.0062 |
0.7% |
91% |
False |
False |
992 |
| 40 |
0.8998 |
0.8672 |
0.0326 |
3.7% |
0.0051 |
0.6% |
64% |
False |
False |
547 |
| 60 |
0.9181 |
0.8672 |
0.0509 |
5.7% |
0.0049 |
0.5% |
41% |
False |
False |
379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9191 |
|
2.618 |
0.9075 |
|
1.618 |
0.9003 |
|
1.000 |
0.8959 |
|
0.618 |
0.8932 |
|
HIGH |
0.8888 |
|
0.618 |
0.8860 |
|
0.500 |
0.8852 |
|
0.382 |
0.8843 |
|
LOW |
0.8816 |
|
0.618 |
0.8772 |
|
1.000 |
0.8745 |
|
1.618 |
0.8700 |
|
2.618 |
0.8629 |
|
4.250 |
0.8512 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8870 |
0.8867 |
| PP |
0.8861 |
0.8855 |
| S1 |
0.8852 |
0.8843 |
|